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We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Reinforcement learning (RL) is an appealing paradigm for training intelligent agents, enabling policy acquisition from the agent's own autonomously acquired experience. However, the training process of RL is far from automatic, requiring…

Artificial Intelligence · Computer Science 2025-02-25 Zhao Yang , Thomas M. Moerland , Mike Preuss , Aske Plaat , Edward S. Hu

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Machine Learning · Computer Science 2020-07-10 Yu Bai , Chi Jin

Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL…

Machine Learning · Statistics 2026-03-11 Haochen Zhang , Zhong Zheng , Lingzhou Xue

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

Machine Learning · Computer Science 2025-06-17 Liad Erez , Tal Lancewicki , Uri Sherman , Tomer Koren , Yishay Mansour

Reinforcement learning has the potential to automate the acquisition of behavior in complex settings, but in order for it to be successfully deployed, a number of practical challenges must be addressed. First, in real world settings, when…

Machine Learning · Computer Science 2020-11-11 Kelvin Xu , Siddharth Verma , Chelsea Finn , Sergey Levine

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

Obtaining no-regret guarantees for reinforcement learning (RL) in the case of problems with continuous state and/or action spaces is still one of the major open challenges in the field. Recently, a variety of solutions have been proposed,…

Machine Learning · Computer Science 2024-02-07 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restell

Reinforcement Learning (RL) algorithms can in principle acquire complex robotic skills by learning from large amounts of data in the real world, collected via trial and error. However, most RL algorithms use a carefully engineered setup in…

Machine Learning · Computer Science 2021-04-23 Abhishek Gupta , Justin Yu , Tony Z. Zhao , Vikash Kumar , Aaron Rovinsky , Kelvin Xu , Thomas Devlin , Sergey Levine

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

In some reinforcement learning problems an agent may be provided with a set of input policies, perhaps learned from prior experience or provided by advisors. We present a reinforcement learning with policy advice (RLPA) algorithm which…

Machine Learning · Statistics 2013-07-19 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mei Minami , Yuka Masumoto , Yoshihiro Okawa , Tomotake Sasaki , Yutaka Hori

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

Machine Learning · Computer Science 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari
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