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Despite recent successes in Reinforcement Learning, value-based methods often suffer from high variance hindering performance. In this paper, we illustrate this in a continuous control setting where state of the art methods perform poorly…

Machine Learning · Computer Science 2019-05-24 Pierre Thodoroff , Nishanth Anand , Lucas Caccia , Doina Precup , Joelle Pineau

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

The objective of a reinforcement learning agent is to behave so as to maximise the sum of a suitable scalar function of state: the reward. These rewards are typically given and immutable. In this paper, we instead consider the proposition…

Artificial Intelligence · Computer Science 2020-08-25 Zeyu Zheng , Junhyuk Oh , Matteo Hessel , Zhongwen Xu , Manuel Kroiss , Hado van Hasselt , David Silver , Satinder Singh

Temporal difference (TD) learning is often used to update the estimate of the value function which is used by RL agents to extract useful policies. In this paper, we focus on value function estimation in continual reinforcement learning. We…

Machine Learning · Computer Science 2023-12-20 Nishanth Anand , Doina Precup

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

In reinforcement learning, Return, which is the weighted accumulated future rewards, and Value, which is the expected return, serve as the objective that guides the learning of the policy. In classic RL, return is defined as the…

Machine Learning · Computer Science 2020-10-27 Yufei Wang , Qiwei Ye , Tie-Yan Liu

Safety constraints and optimality are important, but sometimes conflicting criteria for controllers. Although these criteria are often solved separately with different tools to maintain formal guarantees, it is also common practice in…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Pierre-François Massiani , Steve Heim , Friedrich Solowjow , Sebastian Trimpe

Learning in sparse reward settings remains a challenge in Reinforcement Learning, which is often addressed by using intrinsic rewards. One promising strategy is inspired by human curiosity, requiring the agent to learn to predict the…

Machine Learning · Computer Science 2018-10-02 Gino Brunner , Manuel Fritsche , Oliver Richter , Roger Wattenhofer

Growing advancements in reinforcement learning has led to advancements in control theory. Reinforcement learning has effectively solved the inverted pendulum problem and more recently the double inverted pendulum problem. In reinforcement…

Machine Learning · Computer Science 2021-05-26 Amartya Mukherjee

In reinforcement learning (RL), agents sequentially interact with changing environments while aiming to maximize the obtained rewards. Usually, rewards are observed only after acting, and so the goal is to maximize the expected cumulative…

Machine Learning · Computer Science 2024-10-15 Nadav Merlis , Dorian Baudry , Vianney Perchet

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

Machine Learning · Computer Science 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

Information Retrieval · Computer Science 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

An agent's ability to leverage past experience is critical for efficiently solving new tasks. Approximate solutions for new tasks can be obtained from previously derived value functions, as demonstrated by research on transfer learning,…

Machine Learning · Computer Science 2023-09-06 Jacob Adamczyk , Stas Tiomkin , Rahul Kulkarni

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

In reinforcement learning, the goal is to seek rewards and avoid punishments. A simple scalar captures the value of a state or of taking an action, where expected future rewards increase and punishments decrease this quantity. Naturally an…

Artificial Intelligence · Computer Science 2015-02-19 Patrick C. Connor , Thomas P. Trappenberg

This paper studies the differentiability of the value function of switched linear systems under arbitrary switching and controlled switching, referred to as worst-case and optimal value functions respectively. First, we show that the value…

Optimization and Control · Mathematics 2025-11-26 Guillaume O. Berger

In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We…

Artificial Intelligence · Computer Science 2020-04-29 Stuart Armstrong , Jan Leike , Laurent Orseau , Shane Legg

A common approach for defining a reward function for Multi-objective Reinforcement Learning (MORL) problems is the weighted sum of the multiple objectives. The weights are then treated as design parameters dependent on the expertise (and…

Machine Learning · Computer Science 2020-03-04 Arpan Kusari , Jonathan P. How
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