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Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

Shifting from traditional control strategies to Deep Reinforcement Learning (RL) for legged robots poses inherent challenges, especially when addressing real-world physical constraints during training. While high-fidelity simulations…

Robotics · Computer Science 2023-09-28 Joonho Lee , Lukas Schroth , Victor Klemm , Marko Bjelonic , Alexander Reske , Marco Hutter

The standard RL world model is that of a Markov Decision Process (MDP). A basic premise of MDPs is that the rewards depend on the last state and action only. Yet, many real-world rewards are non-Markovian. For example, a reward for bringing…

Artificial Intelligence · Computer Science 2019-12-06 Maor Gaon , Ronen I. Brafman

Control Lyapunov functions are traditionally used to design a controller which ensures convergence to a desired state, yet deriving these functions for nonlinear systems remains a complex challenge. This paper presents a novel,…

Robotics · Computer Science 2025-03-21 Luc McCutcheon , Bahman Gharesifard , Saber Fallah

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

Nearly all real world tasks are inherently partially observable, necessitating the use of memory in Reinforcement Learning (RL). Most model-free approaches summarize the trajectory into a latent Markov state using memory models borrowed…

Machine Learning · Computer Science 2023-10-09 Steven Morad , Ryan Kortvelesy , Stephan Liwicki , Amanda Prorok

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

Machine Learning · Computer Science 2023-06-29 Zihan Zhang , Qiaomin Xie

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi

We introduce Threatened Markov Decision Processes (TMDPs) as an extension of the classical Markov Decision Process framework for Reinforcement Learning (RL). TMDPs allow suporting a decision maker against potential opponents in a RL…

Machine Learning · Computer Science 2019-08-27 Victor Gallego , Roi Naveiro , David Rios Insua , David Gomez-Ullate Oteiza

Many real-world reinforcement learning (RL) problems necessitate learning complex, temporally extended behavior that may only receive reward signal when the behavior is completed. If the reward-worthy behavior is known, it can be specified…

Machine Learning · Computer Science 2023-01-10 Phillip J. K. Christoffersen , Andrew C. Li , Rodrigo Toro Icarte , Sheila A. McIlraith

We propose an exploration method that incorporates look-ahead search over basic learnt skills and their dynamics, and use it for reinforcement learning (RL) of manipulation policies . Our skills are multi-goal policies learned in isolation…

Robotics · Computer Science 2018-11-21 Arpit Agarwal , Katharina Muelling , Katerina Fragkiadaki

Reinforcement Learning (RL) has demonstrated strong potential for industrial process control, yet policies trained in simulation often suffer from a significant sim-to-real gap when deployed on physical hardware. This work systematically…

Machine Learning · Computer Science 2026-03-13 Tatjana Krau , Jorge Mandlmaier , Tobias Damm , Frieder Heieck

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

We consider a Reinforcement Learning setup where an agent interacts with an environment in observation-reward-action cycles without any (esp.\ MDP) assumptions on the environment. State aggregation and more generally feature reinforcement…

Artificial Intelligence · Computer Science 2014-07-15 Marcus Hutter

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Mathematical Finance · Quantitative Finance 2023-03-01 Ben Hambly , Renyuan Xu , Huining Yang
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