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For continuous action spaces, actor-critic methods are widely used in online reinforcement learning (RL). However, unlike RL algorithms for discrete actions, which generally model the optimal value function using the Bellman optimality…

Machine Learning · Computer Science 2025-08-14 Motoki Omura , Kazuki Ota , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

Offline Reinforcement Learning methods seek to learn a policy from logged transitions of an environment, without any interaction. In the presence of function approximation, and under the assumption of limited coverage of the state-action…

Machine Learning · Computer Science 2021-06-03 Robert Dadashi , Shideh Rezaeifar , Nino Vieillard , Léonard Hussenot , Olivier Pietquin , Matthieu Geist

Reinforcement learning optimizes policies for expected cumulative reward. Need the supervision be so narrow? Reward is delayed and sparse for many tasks, making it a difficult and impoverished signal for end-to-end optimization. To augment…

Machine Learning · Computer Science 2017-03-10 Evan Shelhamer , Parsa Mahmoudieh , Max Argus , Trevor Darrell

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

In our quest for a reinforcement learning (RL) algorithm that is both practical and provably optimal, we introduce EQO (Exploration via Quasi-Optimism). Unlike existing minimax optimal approaches, EQO avoids reliance on empirical variances…

Machine Learning · Computer Science 2025-07-29 Harin Lee , Min-hwan Oh

This paper develops an inverse reinforcement learning algorithm aimed at recovering a reward function from the observed actions of an agent. We introduce a strategy to flexibly handle different types of actions with two approximations of…

Machine Learning · Computer Science 2017-07-26 Kun Li , Yanan Sui , Joel W. Burdick

In this work, we study the use of the Bellman equation as a surrogate objective for value prediction accuracy. While the Bellman equation is uniquely solved by the true value function over all state-action pairs, we find that the Bellman…

Machine Learning · Computer Science 2022-06-30 Scott Fujimoto , David Meger , Doina Precup , Ofir Nachum , Shixiang Shane Gu

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

We propose a new model-based offline RL framework, called Adversarial Models for Offline Reinforcement Learning (ARMOR), which can robustly learn policies to improve upon an arbitrary baseline policy regardless of data coverage. Based on…

Machine Learning · Computer Science 2022-11-10 Tengyang Xie , Mohak Bhardwaj , Nan Jiang , Ching-An Cheng

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

Offline reinforcement learning (RL) aims to optimize the return given a fixed dataset of agent trajectories without additional interactions with the environment. While algorithm development has progressed rapidly, significant theoretical…

Machine Learning · Computer Science 2025-08-12 Fengdi Che

In reinforcement learning the Q-values summarize the expected future rewards that the agent will attain. However, they cannot capture the epistemic uncertainty about those rewards. In this work we derive a new Bellman operator with…

Machine Learning · Computer Science 2022-12-07 Brendan O'Donoghue

Offline reinforcement learning (RL) aims to learn decision policies from a fixed batch of logged transitions, without additional environment interaction. Despite remarkable empirical progress, offline RL remains fragile under distribution…

Methodology · Statistics 2026-03-16 Debashis Chatterjee

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

The problem of solving Markov decision processes under function approximation remains a fundamental challenge, even under linear function approximation settings. A key difficulty arises from a geometric mismatch: while the Bellman…

Machine Learning · Computer Science 2026-04-09 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

In deterministic systems, reinforcement learning-based online approximate optimal control methods typically require a restrictive persistence of excitation (PE) condition for convergence. This paper presents a concurrent learning-based…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Patrick Walters , Warren Dixon

Offline reinforcement learning (RL) is a challenging setting where existing off-policy actor-critic methods perform poorly due to the overestimation of out-of-distribution state-action pairs. Thus, various additional augmentations are…

Machine Learning · Computer Science 2023-02-23 Zifeng Zhuang , Kun Lei , Jinxin Liu , Donglin Wang , Yilang Guo

This paper develops a model of reference-dependent assessment of subjective beliefs in which loss-averse people optimally choose the expectation as the reference point to balance the current felicity from the optimistic anticipation and the…

General Finance · Quantitative Finance 2013-10-14 Si Chen
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