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Reinforcementlearning(RL)folkloresuggeststhathistory-basedfunctionapproximationmethods,suchas recurrent neural nets or history-based state abstraction, perform better than their memory-less counterparts, due to the fact that function…

Machine Learning · Computer Science 2022-11-08 Gandharv Patil , Aditya Mahajan , Doina Precup

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

The success of automated driving deployment is highly depending on the ability to develop an efficient and safe driving policy. The problem is well formulated under the framework of optimal control as a cost optimization problem. Model…

Artificial Intelligence · Computer Science 2017-06-14 Ahmad El Sallab , Mahmoud Saeed , Omar Abdel Tawab , Mohammed Abdou

The infamous exploration-exploitation dilemma is one of the oldest and most important problems in reinforcement learning (RL). Deliberate and effective exploration is necessary for RL agents to succeed in most environments. However, until…

Artificial Intelligence · Computer Science 2017-10-09 Suraj Narayanan Sasikumar

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

Reinforcement Learning (RL) algorithms are known to suffer from the curse of dimensionality, which refers to the fact that large-scale problems often lead to exponentially high sample complexity. A common solution is to use deep neural…

Machine Learning · Computer Science 2024-11-13 Chenbei Lu , Laixi Shi , Zaiwei Chen , Chenye Wu , Adam Wierman

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…

Machine Learning · Computer Science 2023-06-23 Yining Li , Peizhong Ju , Ness Shroff

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Machine Learning · Computer Science 2020-07-23 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

Sampling-based motion planning is a well-established approach in autonomous driving, valued for its modularity and analytical tractability. In complex urban scenarios, however, uniform or heuristic sampling often produces many infeasible or…

Robotics · Computer Science 2026-03-24 Korbinian Moller , Roland Stroop , Mattia Piccinini , Alexander Langmann , Johannes Betz

In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…

Machine Learning · Computer Science 2025-08-19 Yangchen Pan , Junfeng Wen , Chenjun Xiao , Philip Torr

Reinforcement learning (RL) in partially observable, fully cooperative multi-agent settings (Dec-POMDPs) can in principle be used to address many real-world challenges such as controlling a swarm of rescue robots or a team of quadcopters.…

Artificial Intelligence · Computer Science 2022-02-08 Qizhen Zhang , Chris Lu , Animesh Garg , Jakob Foerster

Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…

Machine Learning · Computer Science 2026-02-03 Zijun Chen , Shengbo Wang , Nian Si

Reinforcement learning (RL) is a powerful framework for decision-making in uncertain environments, but it often requires large amounts of data to learn an optimal policy. We address this challenge by incorporating prior model knowledge to…

Machine Learning · Computer Science 2026-01-29 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

Risk Management · Quantitative Finance 2026-01-01 Shanyu Han , Yangbo He , Yang Liu

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Initial DR studies mainly adopt model predictive control and thus require accurate models of the control problem (e.g., a customer behavior model), which are to a large extent uncertain for the EV scenario. Hence, model-free approaches,…

Machine Learning · Computer Science 2018-11-30 Nasrin Sadeghianpourhamami , Johannes Deleu , Chris Develder

Myopic exploration policies such as epsilon-greedy, softmax, or Gaussian noise fail to explore efficiently in some reinforcement learning tasks and yet, they perform well in many others. In fact, in practice, they are often selected as the…

Machine Learning · Computer Science 2022-06-22 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

There are two primary approaches to solving Markov decision problems (MDPs): dynamic programming based on the Bellman equation and linear programming (LP). Dynamic programming methods are the most widely used and form the foundation of both…

Artificial Intelligence · Computer Science 2026-02-24 Donghwan Lee , Hyukjun Yang , Bum Geun Park

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi
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