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Efficient utilization of the replay buffer plays a significant role in the off-policy actor-critic reinforcement learning (RL) algorithms used for model-free control policy synthesis for complex dynamical systems. We propose a method for…

Machine Learning · Computer Science 2024-02-13 Nikhil Kumar Singh , Indranil Saha

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

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…

Machine Learning · Computer Science 2016-11-09 Rémi Munos , Tom Stepleton , Anna Harutyunyan , Marc G. Bellemare

In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…

Dynamical Systems · Mathematics 2021-01-22 Ci Chen , Lihua Xie , Yi Jiang , Kan Xie , Shengli Xie

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…

Machine Learning · Computer Science 2019-08-13 Scott Fujimoto , David Meger , Doina Precup

Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new…

Machine Learning · Computer Science 2016-04-01 Adam White , Martha White

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for…

Systems and Control · Computer Science 2014-10-14 Biao Luo , Derong Liu , Tingwen Huang

We study the problem of safe offline reinforcement learning (RL), the goal is to learn a policy that maximizes long-term reward while satisfying safety constraints given only offline data, without further interaction with the environment.…

Machine Learning · Computer Science 2022-04-11 Haoran Xu , Xianyuan Zhan , Xiangyu Zhu

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Existing off-policy reinforcement learning algorithms often rely on an explicit state-action-value function representation, which can be problematic in high-dimensional action spaces due to the curse of dimensionality. This reliance results…

Machine Learning · Computer Science 2025-02-18 Fabian Otto , Philipp Becker , Ngo Anh Vien , Gerhard Neumann

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…

Optimization and Control · Mathematics 2026-05-14 Zongxia Liang , Xiaodong Luo , Xiang Yu

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

Machine Learning · Computer Science 2026-03-05 Shengbo Wang

Reinforcement learning is a model-free optimal control method that optimizes a control policy through direct interaction with the environment. For reaching tasks that end in regulation, popular discrete-action methods are not well suited…

Robotics · Computer Science 2021-06-23 Wouter Caarls

This paper studies the linear quadratic regulation (LQR) problem of unknown discrete-time systems via dynamic output feedback learning control. In contrast to the state feedback, the optimality of the dynamic output feedback control for…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Kedi Xie , Martin Guay , Shimin Wang , Fang Deng , Maobin Lu

Reinforcement Learning (RL) has opened up new opportunities to enhance existing smart systems that generally include a complex decision-making process. However, modern RL algorithms, e.g., Deep Q-Networks (DQN), are based on deep neural…

Machine Learning · Computer Science 2023-06-22 Yang Ni , Danny Abraham , Mariam Issa , Yeseong Kim , Pietro Mercati , Mohsen Imani

Reinforcement learning (RL) is a powerful data-driven control method that has been largely explored in autonomous driving tasks. However, conventional RL approaches learn control policies through trial-and-error interactions with the…

Robotics · Computer Science 2021-11-03 Tianyu Shi , Dong Chen , Kaian Chen , Zhaojian Li