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Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…

Optimization and Control · Mathematics 2020-10-30 Beniamin Costandin , Marius Costandin , Petru Dobra

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

In this study, we derive Probably Approximately Correct (PAC) bounds on the asymptotic sample-complexity for RL within the infinite-horizon Markov Decision Process (MDP) setting that are sharper than those in existing literature. The…

Machine Learning · Computer Science 2025-07-17 Mohit Prashant , Arvind Easwaran

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We devise an online learning algorithm -- titled Switching via Monotone Adapted Regret Traces (SMART) -- that adapts to the data and achieves regret that is instance optimal, i.e., simultaneously competitive on every input sequence compared…

Machine Learning · Computer Science 2024-02-28 Siddhartha Banerjee , Alankrita Bhatt , Christina Lee Yu

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

We study finite-armed semiparametric bandits, where each arm's reward combines a linear component with an unknown, potentially adversarial shift. This model strictly generalizes classical linear bandits and reflects complexities common in…

Machine Learning · Statistics 2025-06-18 Seok-Jin Kim , Gi-Soo Kim , Min-hwan Oh

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Lifelong reinforcement learning (RL) has been developed as a paradigm for extending single-task RL to more realistic, dynamic settings. In lifelong RL, the "life" of an RL agent is modeled as a stream of tasks drawn from a task…

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

Machine Learning · Computer Science 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

Machine Learning · Computer Science 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…

Machine Learning · Computer Science 2022-08-04 Kefan Dong , Jiaqi Yang , Tengyu Ma

This work advances randomized exploration in reinforcement learning (RL) with function approximation modeled by linear mixture MDPs. We establish the first prior-dependent Bayesian regret bound for RL with function approximation; and refine…

Machine Learning · Statistics 2024-03-19 Yingru Li , Zhi-Quan Luo

Developing an optimal PAC learning algorithm in the realizable setting, where empirical risk minimization (ERM) is suboptimal, was a major open problem in learning theory for decades. The problem was finally resolved by Hanneke a few years…

Machine Learning · Statistics 2024-03-15 Ishaq Aden-Ali , Mikael Møller Høgsgaard , Kasper Green Larsen , Nikita Zhivotovskiy

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

This paper introduces a flight envelope protection algorithm on a longitudinal axis that leverages reinforcement learning (RL). By considering limits on variables such as angle of attack, load factor, and pitch rate, the algorithm…

Systems and Control · Electrical Eng. & Systems 2024-06-13 Akin Catak , Ege C. Altunkaya , Mustafa Demir , Emre Koyuncu , Ibrahim Ozkol

Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…

Machine Learning · Computer Science 2019-08-09 Chi Jin , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan
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