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Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

In imitation learning, an agent learns how to behave in an environment with an unknown cost function by mimicking expert demonstrations. Existing imitation learning algorithms typically involve solving a sequence of planning or…

Machine Learning · Computer Science 2016-06-17 Jonathan Ho , Jayesh K. Gupta , Stefano Ermon

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

Most policy search algorithms require thousands of training episodes to find an effective policy, which is often infeasible with a physical robot. This survey article focuses on the extreme other end of the spectrum: how can a robot adapt…

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

While originally developed for continuous control problems, Proximal Policy Optimization (PPO) has emerged as the work-horse of a variety of reinforcement learning (RL) applications, including the fine-tuning of generative models.…

Local policy search is performed by most Deep Reinforcement Learning (D-RL) methods, which increases the risk of getting trapped in a local minimum. Furthermore, the availability of a simulation model is not fully exploited in D-RL even in…

Machine Learning · Computer Science 2020-10-27 Jakob J. Hollenstein , Erwan Renaudo , Matteo Saveriano , Justus Piater

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

Reinforcement learning has achieved great success in various applications. To learn an effective policy for the agent, it usually requires a huge amount of data by interacting with the environment, which could be computational costly and…

Machine Learning · Computer Science 2020-06-16 Kun-Peng Ning , Sheng-Jun Huang

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Learning-based techniques have become popular in both model predictive control (MPC) and reinforcement learning (RL). Probabilistic ensemble (PE) models offer a promising approach for modelling system dynamics, showcasing the ability to…

Machine Learning · Computer Science 2024-05-07 Yuan Zhang , Jasper Hoffmann , Joschka Boedecker

Real-world reinforcement learning systems must operate under distributional drift in their observation streams, yet most policy architectures implicitly assume fully observed and noise-free states. We study robustness of Proximal Policy…

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

Machine Learning · Computer Science 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Our goal is to build robust optimization problems for making decisions based on complex data from the past. In robust optimization (RO) generally, the goal is to create a policy for decision-making that is robust to our uncertainty about…

Optimization and Control · Mathematics 2014-07-07 Theja Tulabandhula , Cynthia Rudin
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