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Reinforcement learning (RL) excels in optimizing policies for discrete-time Markov decision processes (MDP). However, various systems are inherently continuous in time, making discrete-time MDPs an inexact modeling choice. In many…

Machine Learning · Computer Science 2024-11-01 Lenart Treven , Bhavya Sukhija , Yarden As , Florian Dörfler , Andreas Krause

In partially observable (PO) environments, deep reinforcement learning (RL) agents often suffer from unsatisfactory performance, since two problems need to be tackled together: how to extract information from the raw observations to solve…

Machine Learning · Computer Science 2019-12-25 Dongqi Han , Kenji Doya , Jun Tani

Reinforcement learning (RL) has proven to be particularly effective in solving complex decision-making problems for a wide range of applications. Safe reinforcement learning refers to a class of constrained problems where the constraint…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Dhruv Singh Kushwaha , Zoleikha Abdollahi Biron

We study a Federated Reinforcement Learning (FedRL) problem with constraint heterogeneity. In our setting, we aim to solve a reinforcement learning problem with multiple constraints while $N$ training agents are located in $N$ different…

Machine Learning · Computer Science 2024-05-07 Hao Jin , Liangyu Zhang , Zhihua Zhang

Recent methods using Reinforcement Learning (RL) have proven to be successful for training intelligent agents in unknown environments. However, RL has not been applied widely in real-world robotics scenarios. This is because current…

Systems and Control · Electrical Eng. & Systems 2024-03-20 Antonio Lopez , David Fridovich-Keil

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

This paper considers the problem of solving constrained reinforcement learning (RL) problems with anytime guarantees, meaning that the algorithmic solution must yield a constraint-satisfying policy at every iteration of its evolution. Our…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Pol Mestres , Arnau Marzabal , Jorge Cortés

For continuous systems modeled by dynamical equations such as ODEs and SDEs, Bellman's Principle of Optimality takes the form of the Hamilton-Jacobi-Bellman (HJB) equation, which provides the theoretical target of reinforcement learning…

Machine Learning · Computer Science 2025-10-28 Haruki Settai , Naoya Takeishi , Takehisa Yairi

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

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

Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

The subject of this paper is reinforcement learning. Policies are considered here that produce actions based on states and random elements autocorrelated in subsequent time instants. Consequently, an agent learns from experiments that are…

Machine Learning · Computer Science 2020-09-11 Marcin Szulc , Jakub Łyskawa , Paweł Wawrzyński

The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…

Machine Learning · Computer Science 2021-04-15 Moritz A. Zanger , Karam Daaboul , J. Marius Zöllner

There has been significant progress in deep reinforcement learning (RL) in recent years. Nevertheless, finding suitable hyperparameter configurations and reward functions remains challenging even for experts, and performance heavily relies…

Machine Learning · Computer Science 2024-10-10 Julian Dierkes , Emma Cramer , Holger H. Hoos , Sebastian Trimpe

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

Quantum optimal control in the presence of decoherence is difficult, particularly when not all Hamiltonian parameters are known precisely, as in quantum sensing applications. In this context, maximizing the sensitivity of the system is the…

Quantum Physics · Physics 2026-01-19 Logan W. Cooke , Stefanie Czischek

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

We consider the problem of reinforcement learning (RL) with unbounded state space motivated by the classical problem of scheduling in a queueing network. Traditional policies as well as error metric that are designed for finite, bounded or…

Machine Learning · Computer Science 2020-06-09 Devavrat Shah , Qiaomin Xie , Zhi Xu

Low-precision training has become a popular approach to reduce compute requirements, memory footprint, and energy consumption in supervised learning. In contrast, this promising approach has not yet enjoyed similarly widespread adoption…

Machine Learning · Computer Science 2021-06-07 Johan Bjorck , Xiangyu Chen , Christopher De Sa , Carla P. Gomes , Kilian Q. Weinberger