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We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…

Machine Learning · Computer Science 2025-08-15 Enric Ribera Borrell , Lorenz Richter , Christof Schütte

Reinforcement learning is a general technique that allows an agent to learn an optimal policy and interact with an environment in sequential decision making problems. The goodness of a policy is measured by its value function starting from…

Machine Learning · Statistics 2025-06-30 C. Shi , S. Zhang , W. Lu , R. Song

Inverse reinforcement learning (IRL) algorithms often rely on (forward) reinforcement learning or planning, over a given time horizon, to compute an approximately optimal policy for a hypothesized reward function; they then match this…

Machine Learning · Computer Science 2025-02-21 Yiqing Xu , Finale Doshi-Velez , David Hsu

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Wei Zhang , Jr-Shin Li

This paper provides an approximate online adaptive solution to the infinite-horizon optimal tracking problem for control-affine continuous-time nonlinear systems with unknown drift dynamics. Model-based reinforcement learning is used to…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Lindsey Andrews , Patrick Walters , Warren E. Dixon

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

We study goal-conditioned RL through the lens of generalization, but not in the traditional sense of random augmentations and domain randomization. Rather, we aim to learn goal-directed policies that generalize with respect to the horizon:…

Machine Learning · Computer Science 2025-01-29 Vivek Myers , Catherine Ji , Benjamin Eysenbach

In this paper, we propose a novel Reinforcement Learning approach for solving the Active Information Acquisition problem, which requires an agent to choose a sequence of actions in order to acquire information about a process of interest…

Machine Learning · Computer Science 2019-10-25 Heejin Jeong , Brent Schlotfeldt , Hamed Hassani , Manfred Morari , Daniel D. Lee , George J. Pappas

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

Cyber-physical systems, such as mobile robots, must respond adaptively to dynamic operating conditions. Effective operation of these systems requires that sensing and actuation tasks are performed in a timely manner. Additionally, execution…

Machine Learning · Computer Science 2012-03-19 Robert Glaubius , Terry Tidwell , Christopher Gill , William D. Smart

Off-policy evaluation of sequential decision policies from observational data is necessary in applications of batch reinforcement learning such as education and healthcare. In such settings, however, unobserved variables confound observed…

Machine Learning · Computer Science 2020-07-14 Nathan Kallus , Angela Zhou

We present one of the first algorithms on model based reinforcement learning and trajectory optimization with free final time horizon. Grounded on the optimal control theory and Dynamic Programming, we derive a set of backward differential…

Systems and Control · Computer Science 2015-09-04 Wei Sun , Evangelos Theodorou , Panagiotis Tsiotras

Learning policies for complex tasks that require multiple different skills is a major challenge in reinforcement learning (RL). It is also a requirement for its deployment in real-world scenarios. This paper proposes a novel framework for…

Artificial Intelligence · Computer Science 2017-12-21 Tianmin Shu , Caiming Xiong , Richard Socher

Learning in a lifelong setting, where the dynamics continually evolve, is a hard challenge for current reinforcement learning algorithms. Yet this would be a much needed feature for practical applications. In this paper, we propose an…

Machine Learning · Computer Science 2021-12-14 Pierre Liotet , Francesco Vidaich , Alberto Maria Metelli , Marcello Restelli

This paper studies policy learning for continuous treatments from observational data. Continuous treatments present more significant challenges than discrete ones because population welfare may need nonparametric estimation, and policy…

Econometrics · Economics 2025-12-02 Chunrong Ai , Yue Fang , Haitian Xie

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

We study finite-horizon offline reinforcement learning (RL) with function approximation for both policy evaluation and policy optimization. Prior work established that statistically efficient learning is impossible for either of these…

Machine Learning · Computer Science 2025-10-07 Volodymyr Tkachuk , Csaba Szepesvári , Xiaoqi Tan

Reinforcement learning is one of the core components in designing an artificial intelligent system emphasizing real-time response. Reinforcement learning influences the system to take actions within an arbitrary environment either having…

Artificial Intelligence · Computer Science 2020-02-03 Amit Kumar Mondal
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