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The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

Machine learning (ML) has become an attractive tool in information processing, however few ML algorithms have been successfully applied in the quantum domain. We show here how classical reinforcement learning (RL) could be used as a tool…

Quantum Physics · Physics 2020-06-02 Jelena Mackeprang , Durga Bhaktavatsala Rao Dasari , Jörg Wrachtrup

Two of the leading approaches for model-free reinforcement learning are policy gradient methods and $Q$-learning methods. $Q$-learning methods can be effective and sample-efficient when they work, however, it is not well-understood why they…

Machine Learning · Computer Science 2018-10-16 John Schulman , Xi Chen , Pieter Abbeel

Q-learning is one of the most popular methods in Reinforcement Learning (RL). Transfer Learning aims to utilize the learned knowledge from source tasks to help new tasks to improve the sample complexity of the new tasks. Considering that…

Machine Learning · Computer Science 2018-09-25 Yue Wang , Qi Meng , Wei Cheng , Yuting Liug , Zhi-Ming Ma , Tie-Yan Liu

This paper introduces a quantum framework for addressing reinforcement learning (RL) tasks, grounded in the quantum principles and leveraging a fully quantum model of the classical Markov decision process (MDP). By employing quantum…

Quantum Physics · Physics 2026-04-23 Thet Htar Su , Shaswot Shresthamali , Masaaki Kondo

We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

Machine Learning · Statistics 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

In Reinforcement Learning (RL), regularization has emerged as a popular tool both in theory and practice, typically based either on an entropy bonus or a Kullback-Leibler divergence that constrains successive policies. In practice, these…

Machine Learning · Computer Science 2025-06-18 Alena Shilova , Alex Davey , Brahim Driss , Riad Akrour

In previous work, we have developed a dynamic learning paradigm for "programming" a general quantum computer. A learning algorithm is used to find a set of parameters for a coupled qubit system such that the system at an initial time…

Quantum Physics · Physics 2011-08-02 Elizabeth Behrman , James Steck

We study the problem of offline imitation learning in Markov decision processes (MDPs), where the goal is to learn a well-performing policy given a dataset of state-action pairs generated by an expert policy. Complementing a recent line of…

Machine Learning · Computer Science 2026-01-09 Antoine Moulin , Gergely Neu , Luca Viano

In this work, we propose a novel cross Q-learning algorithm, aim at alleviating the well-known overestimation problem in value-based reinforcement learning methods, particularly in the deep Q-networks where the overestimation is exaggerated…

Artificial Intelligence · Computer Science 2020-09-30 Xing Wang , Alexander Vinel

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

Over the past decade, remarkable progress has been made in adopting deep neural networks to enhance the performance of conventional reinforcement learning. A notable milestone was the development of Deep Q-Networks (DQN), which achieved…

Systems and Control · Electrical Eng. & Systems 2025-07-14 Klinsmann Agyei , Pouria Sarhadi , Daniel Polani

Reinforcement learning has witnessed significant advancements, particularly with the emergence of model-based approaches. Among these, $Q$-learning has proven to be a powerful algorithm in model-free settings. However, the extension of…

Machine Learning · Computer Science 2026-03-31 Han-Dong Lim , HyeAnn Lee , Donghwan Lee

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…

Machine Learning · Computer Science 2025-05-06 Qian Qi

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

We present BLINQ, a new model-based algorithm that learns the Whittle indices of an indexable, communicating and unichain Markov Decision Process (MDP). Our approach relies on building an empirical estimate of the MDP and then computing its…

Machine Learning · Computer Science 2025-11-26 Joël Charles-Rebuffé , Nicolas Gast , Bruno Gaujal

We study the global convergence of generative adversarial imitation learning for linear quadratic regulators, which is posed as minimax optimization. To address the challenges arising from non-convex-concave geometry, we analyze the…

Machine Learning · Computer Science 2019-01-15 Qi Cai , Mingyi Hong , Yongxin Chen , Zhaoran Wang

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang
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