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Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

Machine Learning · Statistics 2022-01-24 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

Continuous-time reinforcement learning (CTRL) provides a natural framework for sequential decision-making in dynamic environments where interactions evolve continuously over time. While CTRL has shown growing empirical success, its ability…

Machine Learning · Computer Science 2025-12-04 Runze Zhao , Yue Yu , Ruhan Wang , Chunfeng Huang , Dongruo Zhou

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

Model-based reinforcement learning (MBRL) is a promising route to sample-efficient policy optimization. However, a known vulnerability of reconstruction-based MBRL consists of scenarios in which detailed aspects of the world are highly…

Machine Learning · Computer Science 2024-12-10 Miles Hutson , Isaac Kauvar , Nick Haber

Model-based Reinforcement Learning (MBRL) allows data-efficient learning which is required in real world applications such as robotics. However, despite the impressive data-efficiency, MBRL does not achieve the final performance of…

Machine Learning · Computer Science 2019-08-19 Zhang-Wei Hong , Joni Pajarinen , Jan Peters

Reinforcement learning (RL) is a powerful approach for robot learning. However, model-free RL (MFRL) requires a large number of environment interactions to learn successful control policies. This is due to the noisy RL training updates and…

Robotics · Computer Science 2025-02-28 Maria Krinner , Elie Aljalbout , Angel Romero , Davide Scaramuzza

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Machine Learning · Computer Science 2021-04-23 Eric Benhamou , David Saltiel , Serge Tabachnik , Sui Kai Wong , François Chareyron

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

Machine Learning · Computer Science 2026-02-02 Jiayu Chen , Le Xu , Aravind Venugopal , Jeff Schneider

Model-based Reinforcement Learning (MBRL) holds promise for data-efficiency by planning with model-generated experience in addition to learning with experience from the environment. However, in complex or changing environments, models in…

Machine Learning · Computer Science 2022-05-24 Esra'a Saleh , John D. Martin , Anna Koop , Arash Pourzarabi , Michael Bowling

In model-based reinforcement learning (MBRL), Wan et al. (2019) showed conditions under which the environment model could produce the expectation of the next feature vector rather than the full distribution, or a sample thereof, with no…

Artificial Intelligence · Computer Science 2021-04-20 Katya Kudashkina , Yi Wan , Abhishek Naik , Richard S. Sutton

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Machine Learning · Computer Science 2021-03-31 Behzad Haghgoo , Allan Zhou , Archit Sharma , Chelsea Finn

In many environmental applications, recurrent neural networks (RNNs) are often used to model physical variables with long temporal dependencies. However, due to mini-batch training, temporal relationships between training segments within…

The success of Reinforcement Learning (RL) heavily relies on the ability to learn robust representations from the observations of the environment. In most cases, the representations learned purely by the reinforcement learning loss can…

Machine Learning · Computer Science 2024-02-12 Somjit Nath , Rushiv Arora , Samira Ebrahimi Kahou

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

One of the key behavioral characteristics used in neuroscience to determine whether the subject of study -- be it a rodent or a human -- exhibits model-based learning is effective adaptation to local changes in the environment, a particular…

Machine Learning · Computer Science 2023-09-28 Ali Rahimi-Kalahroudi , Janarthanan Rajendran , Ida Momennejad , Harm van Seijen , Sarath Chandar

Traditional model-based reinforcement learning (RL) methods generate forward rollout traces using the learnt dynamics model to reduce interactions with the real environment. The recent model-based RL method considers the way to learn a…

Machine Learning · Computer Science 2022-08-05 Yuxin Pan , Fangzhen Lin

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang
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