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Cross-domain offline reinforcement learning (RL) seeks to enhance sample efficiency in offline RL by utilizing additional offline source datasets. A key challenge is to identify and utilize source samples that are most relevant to the…

Machine Learning · Computer Science 2025-10-28 Linh Le Pham Van , Minh Hoang Nguyen , Duc Kieu , Hung Le , Hung The Tran , Sunil Gupta

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

Machine Learning · Computer Science 2023-12-21 Gellért Weisz , András György , Csaba Szepesvári

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

Machine Learning · Statistics 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

Machine Learning · Computer Science 2022-10-25 Mengdi Xu , Peide Huang , Yaru Niu , Visak Kumar , Jielin Qiu , Chao Fang , Kuan-Hui Lee , Xuewei Qi , Henry Lam , Bo Li , Ding Zhao

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

Reinforcement learning algorithms are usually stated without theoretical guarantees regarding their performance. Recently, Jin, Yang, Wang, and Jordan (COLT 2020) showed a polynomial-time reinforcement learning algorithm (namely, LSVI-UCB)…

Machine Learning · Computer Science 2024-11-19 Philips George John , Arnab Bhattacharyya , Silviu Maniu , Dimitrios Myrisiotis , Zhenan Wu

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

In this paper, we study distributionally robust offline reinforcement learning (robust offline RL), which seeks to find an optimal policy purely from an offline dataset that can perform well in perturbed environments. In specific, we…

Machine Learning · Computer Science 2023-08-23 Jose Blanchet , Miao Lu , Tong Zhang , Han Zhong

In the realm of reinforcement learning (RL), accounting for risk is crucial for making decisions under uncertainty, particularly in applications where safety and reliability are paramount. In this paper, we introduce a general framework on…

Machine Learning · Computer Science 2024-02-29 Yu Chen , Xiangcheng Zhang , Siwei Wang , Longbo Huang

To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…

Machine Learning · Statistics 2026-01-01 Rafael Hanashiro , Patrick Jaillet

Offline reinforcement learning (RL) aims to learn optimal policies from offline datasets, where the parameterization of policies is crucial but often overlooked. Recently, Diffsuion-QL significantly boosts the performance of offline RL by…

Machine Learning · Computer Science 2023-10-27 Bingyi Kang , Xiao Ma , Chao Du , Tianyu Pang , Shuicheng Yan

Empowered by expressive function approximators such as neural networks, deep reinforcement learning (DRL) achieves tremendous empirical successes. However, learning expressive function approximators requires collecting a large dataset…

Machine Learning · Computer Science 2020-06-23 Lingxiao Wang , Zhuoran Yang , Zhaoran Wang

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…

Machine Learning · Computer Science 2025-08-26 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

Offline reinforcement learning (RL) learns effective policies from a static target dataset. The performance of state-of-the-art offline RL algorithms notwithstanding, it relies on the size of the target dataset, and it degrades if limited…

Machine Learning · Computer Science 2026-02-10 Weiqin Chen , Xinjie Zhang , Sandipan Mishra , Santiago Paternain

Operational constraint violations may occur when deep reinforcement learning (DRL) agents interact with real-world active distribution systems to learn their optimal policies during training. This letter presents a universal…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Hoang Tien Nguyen , Dae-Hyun Choi

Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…

Machine Learning · Computer Science 2026-04-21 Mingxuan Cui , Duo Zhou , Yuxuan Han , Grani A. Hanasusanto , Qiong Wang , Huan Zhang , Zhengyuan Zhou

Single-domain offline reinforcement learning (RL) often suffers from limited data coverage, while cross-domain offline RL handles this issue by leveraging additional data from other domains with dynamics shifts. However, existing studies…

Machine Learning · Computer Science 2026-03-10 Zhongjian Qiao , Rui Yang , Jiafei Lyu , Xiu Li , Zhongxiang Dai , Zhuoran Yang , Siyang Gao , Shuang Qiu