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We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

We apply kernel-based methods to solve the difficult reinforcement learning problem of 3vs2 keepaway in RoboCup simulated soccer. Key challenges in keepaway are the high-dimensionality of the state space (rendering conventional…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Daniel Polani

In the field of safe reinforcement learning (RL), finding a balance between satisfying safety constraints and optimizing reward performance presents a significant challenge. A key obstacle in this endeavor is the estimation of safety…

Machine Learning · Computer Science 2024-06-14 Zhepeng Cen , Yihang Yao , Zuxin Liu , Ding Zhao

We study provable multi-agent reinforcement learning (RL) in the general framework of partially observable stochastic games (POSGs). To circumvent the known hardness results and the use of computationally intractable oracles, we advocate…

Machine Learning · Computer Science 2026-03-16 Xiangyu Liu , Kaiqing Zhang

Measuring states in reinforcement learning (RL) can be costly in real-world settings and may negatively influence future outcomes. We introduce the Actively Observable Markov Decision Process (AOMDP), where an agent not only selects control…

Machine Learning · Computer Science 2025-10-17 Daiqi Gao , Ziping Xu , Aseel Rawashdeh , Predrag Klasnja , Susan A. Murphy

Besides the recent impressive results on reinforcement learning (RL), safety is still one of the major research challenges in RL. RL is a machine-learning approach to determine near-optimal policies in Markov decision processes (MDPs). In…

Machine Learning · Computer Science 2022-12-06 Bettina Könighofer , Julian Rudolf , Alexander Palmisano , Martin Tappler , Roderick Bloem

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Reinforcement learning (RL) algorithms have been successfully applied to control tasks associated with unmanned aerial vehicles and robotics. In recent years, safe RL has been proposed to allow the safe execution of RL algorithms in…

Machine Learning · Computer Science 2025-02-25 Austin Coursey , Marcos Quinones-Grueiro , Gautam Biswas

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

Reinforcement learning (RL) has achieved remarkable success in real-world decision-making across diverse domains, including gaming, robotics, online advertising, public health, and natural language processing. Despite these advances, a…

Applications · Statistics 2026-01-23 Asim H. Gazi , Yongyi Guo , Daiqi Gao , Ziping Xu , Kelly W. Zhang , Susan A. Murphy

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

In safe Reinforcement Learning (RL), safety cost is typically defined as a function dependent on the immediate state and actions. In practice, safety constraints can often be non-Markovian due to the insufficient fidelity of state…

Machine Learning · Computer Science 2024-05-07 Siow Meng Low , Akshat Kumar

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

The success of deep reinforcement learning (DRL) lies in its ability to learn a representation that is well-suited for the exploration and exploitation task. To understand how the choice of representation can improve the efficiency of…

Machine Learning · Computer Science 2024-02-15 Weitong Zhang , Jiafan He , Dongruo Zhou , Amy Zhang , Quanquan Gu

Reinforcement learning (RL) is promising for complicated stochastic nonlinear control problems. Without using a mathematical model, an optimal controller can be learned from data evaluated by certain performance criteria through…

Systems and Control · Electrical Eng. & Systems 2020-11-16 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

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

Safe exploration aims at addressing the limitations of Reinforcement Learning (RL) in safety-critical scenarios, where failures during trial-and-error learning may incur high costs. Several methods exist to incorporate external knowledge or…

Machine Learning · Computer Science 2023-07-13 Xiaotong Ji , Antonio Filieri

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani
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