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We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

In multi-task reinforcement learning (RL) under Markov decision processes (MDPs), the presence of shared latent structures among multiple MDPs has been shown to yield significant benefits to the sample efficiency compared to single-task RL.…

Machine Learning · Computer Science 2023-10-23 Ruiquan Huang , Yuan Cheng , Jing Yang , Vincent Tan , Yingbin Liang

Research on applications of reinforcement learning (RL) to large language models has mostly been focused on single-turn problems, such as mathematical reasoning or single-shot code generation. While these problems can be viewed as…

Reinforcement learning (RL) is a powerful approach for robot learning. However, model-free RL (MFRL) requires a large number of environment interactions to learn successful control policies. This is due to the noisy RL training updates and…

Robotics · Computer Science 2025-02-28 Maria Krinner , Elie Aljalbout , Angel Romero , Davide Scaramuzza

Reinforcement learning is an emerging approaches to facilitate multi-stage sequential decision-making problems. This paper studies a real-time multi-stage stochastic power dispatch considering multivariate uncertainties. Current researches…

Machine Learning · Computer Science 2024-01-24 Bairong Deng , Tao Yu , Zhenning Pan , Xuehan Zhang , Yufeng Wu , Qiaoyi Ding

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

Following the pivotal success of learning strategies to win at tasks, solely by interacting with an environment without any supervision, agents have gained the ability to make sequential decisions in complex MDPs. Yet, reinforcement…

Machine Learning · Computer Science 2026-03-18 Ezgi Korkmaz

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan

In constrained reinforcement learning (RL), a learning agent seeks to not only optimize the overall reward but also satisfy the additional safety, diversity, or budget constraints. Consequently, existing constrained RL solutions require…

Machine Learning · Computer Science 2021-07-13 Sobhan Miryoosefi , Chi Jin

We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models…

Machine Learning · Computer Science 2014-09-16 Ronald Ortner , Odalric-Ambrym Maillard , Daniil Ryabko

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Machine Learning · Computer Science 2020-07-15 Fei Feng , Wotao Yin , Lin F. Yang

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

Machine Learning · Computer Science 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

Reinforcement learning is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

Machine Learning · Computer Science 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

High sample complexity remains a barrier to the application of reinforcement learning (RL), particularly in multi-agent systems. A large body of work has demonstrated that exploration mechanisms based on the principle of optimism under…

Machine Learning · Computer Science 2021-08-02 Robert Loftin , Aadirupa Saha , Sam Devlin , Katja Hofmann

Reinforcement Learning (RL) has demonstrated tremendous empirical success across numerous challenging domains. However, we lack a strong theoretical understanding of the statistical complexity of RL in environments with large state spaces,…

Machine Learning · Computer Science 2025-06-03 Gene Li

Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…

Machine Learning · Statistics 2025-11-14 Lars van der Laan , David Hubbard , Allen Tran , Nathan Kallus , Aurélien Bibaut