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Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Hierarchical Reinforcement Learning (HRL) approaches have shown successful results in solving a large variety of complex, structured, long-horizon problems. Nevertheless, a full theoretical understanding of this empirical evidence is…

Machine Learning · Computer Science 2025-02-05 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

Generalization is a central challenge for the deployment of reinforcement learning (RL) systems in the real world. In this paper, we show that the sequential structure of the RL problem necessitates new approaches to generalization beyond…

Machine Learning · Computer Science 2021-07-14 Dibya Ghosh , Jad Rahme , Aviral Kumar , Amy Zhang , Ryan P. Adams , Sergey Levine

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

Despite the low dimensionalities of dissipative viscous fluids, reinforcement learning (RL) requires many observables in fluid control problems. This is because the observables are assumed to follow a policy-independent Markov decision…

Fluid Dynamics · Physics 2021-04-30 Akira Kubo , Masaki Shimizu

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

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

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

Partial Observability -- where agents can only observe partial information about the true underlying state of the system -- is ubiquitous in real-world applications of Reinforcement Learning (RL). Theoretically, learning a near-optimal…

Machine Learning · Computer Science 2022-12-19 Fan Chen , Yu Bai , Song Mei

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

Machine Learning · Computer Science 2024-04-02 Miao Lu , Yifei Min , Zhaoran Wang , Zhuoran Yang

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

We propose and study a new model for reinforcement learning with rich observations, generalizing contextual bandits to sequential decision making. These models require an agent to take actions based on observations (features) with the goal…

Machine Learning · Computer Science 2016-10-31 Akshay Krishnamurthy , Alekh Agarwal , John Langford

We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert…

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

We introduce a Transformer-based Reinforcement Learning framework for autonomous orbital collision avoidance that explicitly models the effects of partial observability and imperfect monitoring in space operations. The framework combines a…

Machine Learning · Computer Science 2026-03-26 Thomas Georges , Adam Abdin

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi