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Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…

Optimization and Control · Mathematics 2026-05-18 Jeremy Bertoncini , Alberto De Marchi , Matthias Gerdts , Simon Gottschalk

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Interactive assessments generate sequential process data that are not well handled by conventional item response models. Existing MDP-based measurement approaches, such as the Markov decision process measurement model (MDP-MM, LaMar, 2018),…

Methodology · Statistics 2026-05-12 Wenqian Xu , Feng Ji

Recent advancements in meta-learning have enabled the automatic discovery of novel reinforcement learning algorithms parameterized by surrogate objective functions. To improve upon manually designed algorithms, the parameterization of this…

Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and…

Machine Learning · Computer Science 2021-02-26 Ting-Han Fan , Peter J. Ramadge

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Farshad Rahimi , Sepideh Ziaei

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

Reinforcement learning (RL) has emerged as a powerful tool for tackling control problems, but its practical application is often hindered by the complexity arising from intricate reward functions with multiple terms. The reward hypothesis…

Machine Learning · Computer Science 2025-02-11 Kilian Freitag , Kristian Ceder , Rita Laezza , Knut Åkesson , Morteza Haghir Chehreghani

Cooperative Multi-Agent Reinforcement Learning (MARL) algorithms, trained only to optimize task reward, can lead to a concentration of power where the failure or adversarial intent of a single agent could decimate the reward of every agent…

Machine Learning · Computer Science 2024-06-18 Michelle Li , Michael Dennis

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Offline reinforcement learning learns policies from fixed datasets without further environment interaction. A key challenge in this setting is epistemic uncertainty, arising from limited or biased data coverage, particularly when the…

Machine Learning · Computer Science 2026-04-09 Abhilash Reddy Chenreddy , Erick Delage

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

Optimal operation of chemical processes is vital for energy, resource, and cost savings in chemical engineering. The problem of optimal operation can be tackled with reinforcement learning, but traditional reinforcement learning methods…

Machine Learning · Computer Science 2025-11-21 Dean Brandner , Sergio Lucia

A major goal of unsupervised learning is to discover data representations that are useful for subsequent tasks, without access to supervised labels during training. Typically, this involves minimizing a surrogate objective, such as the…

Machine Learning · Computer Science 2019-02-27 Luke Metz , Niru Maheswaranathan , Brian Cheung , Jascha Sohl-Dickstein

Reinforcement learning for the optimization of quantum circuits uses an agent whose goal is to maximize the value of a reward function that decides what is correct and what is wrong during the exploration of the search space. It is an open…

Quantum Physics · Physics 2023-11-22 Ioana Moflic , Alexandru Paler

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu