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Policy evaluation via Monte Carlo (MC) simulation is at the core of many MC Reinforcement Learning (RL) algorithms (e.g., policy gradient methods). In this context, the designer of the learning system specifies an interaction budget that…

Machine Learning · Computer Science 2024-10-18 Riccardo Poiani , Nicole Nobili , Alberto Maria Metelli , Marcello Restelli

Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…

Machine Learning · Computer Science 2024-04-11 Guojian Wang , Faguo Wu , Xiao Zhang

Recent breakthroughs both in reinforcement learning and trajectory optimization have made significant advances towards real world robotic system deployment. Reinforcement learning (RL) can be applied to many problems without needing any…

Robotics · Computer Science 2019-10-23 Guillaume Bellegarda , Katie Byl

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…

Machine Learning · Computer Science 2018-04-05 Jayakumar Subramanian , Aditya Mahajan

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Machine Learning · Computer Science 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

A popular framework for enforcing safe actions in Reinforcement Learning (RL) is Constrained RL, where trajectory based constraints on expected cost (or other cost measures) are employed to enforce safety and more importantly these…

Machine Learning · Computer Science 2024-08-09 Huy Hoang , Tien Mai , Pradeep Varakantham

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…

Optimization and Control · Mathematics 2020-07-22 Jun Liu

In recent years, data-driven reinforcement learning (RL), also known as offline RL, have gained significant attention. However, the role of data sampling techniques in offline RL has been overlooked despite its potential to enhance online…

Machine Learning · Computer Science 2025-03-24 Jinyi Liu , Yi Ma , Jianye Hao , Yujing Hu , Yan Zheng , Tangjie Lv , Changjie Fan

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

In many risk-aware and multi-objective reinforcement learning settings, the utility of the user is derived from the single execution of a policy. In these settings, making decisions based on the average future returns is not suitable. For…

Machine Learning · Computer Science 2021-02-03 Conor F. Hayes , Mathieu Reymond , Diederik M. Roijers , Enda Howley , Patrick Mannion

Reinforcement Learning (RL) agents often struggle with inefficient exploration, particularly in environments with sparse rewards. Traditional exploration strategies can lead to slow learning and suboptimal performance because agents fail to…

Machine Learning · Computer Science 2026-03-31 Gaurav Chaudhary , Laxmidhar Behera , Washim Uddin Mondal

Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…

Machine Learning · Computer Science 2023-06-23 Zhang-Wei Hong , Pulkit Agrawal , Rémi Tachet des Combes , Romain Laroche

Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…

Machine Learning · Computer Science 2025-06-03 Qi Ju , Falin Hei , Zhemei Fang , Yunfeng Luo
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