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Offline reinforcement learning (RL) aims to learn an effective policy from a static dataset. To alleviate extrapolation errors, existing studies often uniformly regularize the value function or policy updates across all states. However, due…

Machine Learning · Computer Science 2025-05-27 Qin-Wen Luo , Ming-Kun Xie , Ye-Wen Wang , Sheng-Jun Huang

In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a…

Machine Learning · Computer Science 2022-11-15 Khimya Khetarpal , Matthew Riemer , Irina Rish , Doina Precup

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

Machine Learning · Computer Science 2026-03-05 Shengbo Wang

In many reinforcement learning (RL) applications, we want policies that reach desired states and then keep the controlled system within an acceptable region around the desired states over an indefinite period of time. This latter objective…

Machine Learning · Computer Science 2024-05-28 Brahma S. Pavse , Matthew Zurek , Yudong Chen , Qiaomin Xie , Josiah P. Hanna

Offline reinforcement learning (RL) refers to the problem of learning policies from a static dataset of environment interactions. Offline RL enables extensive use and re-use of historical datasets, while also alleviating safety concerns…

Machine Learning · Computer Science 2020-12-22 Rafael Rafailov , Tianhe Yu , Aravind Rajeswaran , Chelsea Finn

Modern deep reinforcement learning (DRL) methods have made significant advances in handling continuous action spaces. However, real-world control systems, especially those requiring precise and reliable performance, often demand…

Machine Learning · Computer Science 2026-04-10 Xuyang Li , Romit Maulik

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…

Machine Learning · Computer Science 2026-04-22 Austin Coursey , Abel Diaz-Gonzalez , Marcos Quinones-Grueiro , Gautam Biswas

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 study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

We consider the problem of Reinforcement Learning for nonlinear stochastic dynamical systems. We show that in the RL setting, there is an inherent ``Curse of Variance" in addition to Bellman's infamous ``Curse of Dimensionality", in…

Machine Learning · Computer Science 2021-07-30 Raman Goyal , Suman Chakravorty , Ran Wang , Mohamed Naveed Gul Mohamed

Safe reinforcement learning (RL) trains a policy to maximize the task reward while satisfying safety constraints. While prior works focus on the performance optimality, we find that the optimal solutions of many safe RL problems are not…

Machine Learning · Computer Science 2023-03-03 Zuxin Liu , Zijian Guo , Zhepeng Cen , Huan Zhang , Jie Tan , Bo Li , Ding Zhao

This paper reviews the topological groundwork for the study of reinforcement learning (RL) by focusing on the structure of state, action, and policy spaces. We begin by recalling key mathematical concepts such as complete metric spaces,…

Machine Learning · Computer Science 2025-05-21 David Krame Kadurha , Domini Jocema Leko Moutouo , Yae Ulrich Gaba

Inverse Reinforcement Learning (IRL) is the problem of finding a reward function which describes observed/known expert behavior. The IRL setting is remarkably useful for automated control, in situations where the reward function is…

Machine Learning · Computer Science 2022-09-12 Gregory Dexter , Kevin Bello , Jean Honorio

Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Qiyang Li , Sergey Levine

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

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
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