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In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

We explore fixed-horizon temporal difference (TD) methods, reinforcement learning algorithms for a new kind of value function that predicts the sum of rewards over a $\textit{fixed}$ number of future time steps. To learn the value function…

Machine Learning · Computer Science 2020-02-12 Kristopher De Asis , Alan Chan , Silviu Pitis , Richard S. Sutton , Daniel Graves

Tabular machine learning systems are frequently trained on data affected by non-uniform corruption, including noisy measurements, missing entries, and feature-specific biases. In practice, these defects are often documented only through…

Machine Learning · Computer Science 2026-02-04 Mattia Sabella , Alberto Archetti , Pietro Pinoli , Matteo Matteucci , Cinzia Cappiello

In this paper we present the first empirical study of the emphatic temporal-difference learning algorithm (ETD), comparing it with conventional temporal-difference learning, in particular, with linear TD(0), on on-policy and off-policy…

Artificial Intelligence · Computer Science 2017-05-15 Sina Ghiassian , Banafsheh Rafiee , Richard S. Sutton

In offline reinforcement learning, in-sample learning methods have been widely used to prevent performance degradation caused by evaluating out-of-distribution actions from the dataset. Extreme Q-learning (XQL) employs a loss function based…

Machine Learning · Computer Science 2025-02-12 Motoki Omura , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

Emphatic Temporal Difference (ETD) learning has recently been proposed as a convergent off-policy learning method. ETD was proposed mainly to address convergence issues of conventional Temporal Difference (TD) learning under off-policy…

Artificial Intelligence · Computer Science 2019-03-04 Xiang Gu , Sina Ghiassian , Richard S. Sutton

This paper studies the control synthesis of motion planning subject to uncertainties. The uncertainties are considered in robot motions and environment properties, giving rise to the probabilistic labeled Markov decision process (PL-MDP). A…

Robotics · Computer Science 2023-01-31 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

The QLBS model is a discrete-time option hedging and pricing model that is based on Dynamic Programming (DP) and Reinforcement Learning (RL). It combines the famous Q-Learning method for RL with the Black-Scholes (-Merton) model's idea of…

Computational Finance · Quantitative Finance 2018-01-19 Igor Halperin

Ensuring that reinforcement learning (RL) controllers satisfy safety and reliability constraints in real-world settings remains challenging: state-avoidance and constrained Markov decision processes often fail to capture trajectory-level…

Machine Learning · Computer Science 2026-04-06 Alper Kamil Bozkurt , Calin Belta , Ming C. Lin

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

Artificial Intelligence · Computer Science 2017-11-27 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

In this article, we propose a novel algorithm for deep reinforcement learning named Expert Q-learning. Expert Q-learning is inspired by Dueling Q-learning and aims at incorporating semi-supervised learning into reinforcement learning…

Machine Learning · Computer Science 2024-06-26 Li Meng , Anis Yazidi , Morten Goodwin , Paal Engelstad

In recent years, $Q$-learning has become indispensable for model-free reinforcement learning (MFRL). However, it suffers from well-known problems such as under- and overestimation bias of the value, which may adversely affect the policy…

Machine Learning · Computer Science 2021-02-09 Youngmin Oh , Jinwoo Shin , Eunho Yang , Sung Ju Hwang

Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…

Machine Learning · Computer Science 2026-03-04 Yunxiang Li , Mark Schmidt , Reza Babanezhad , Sharan Vaswani

Development of an accurate, flexible, and numerically efficient uncertainty quantification (UQ) method is one of fundamental challenges in machine learning. Previously, a UQ method called DISCO Nets has been proposed (Bouchacourt et al.,…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa , Chetan Gupta

Uncertainty quantification (UQ) is essential for deploying deep learning models in safety critical applications, yet no consensus exists on which UQ method performs best across different data modalities and distribution shifts. This paper…

Machine Learning · Computer Science 2026-04-13 Rahul D Ray , Utkarsh Srivastava

Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…

Machine Learning · Computer Science 2024-10-15 Ali Shirali , Alexander Schubert , Ahmed Alaa

Reinforcement learning (RL) with linear temporal logic (LTL) objectives can allow robots to carry out symbolic event plans in unknown environments. Most existing methods assume that the event detector can accurately map environmental states…

Robotics · Computer Science 2023-09-07 Wataru Hatanaka , Ryota Yamashina , Takamitsu Matsubara
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