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As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…

Machine Learning · Computer Science 2020-06-19 Annie Xie , James Harrison , Chelsea Finn

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

Machine Learning · Computer Science 2025-06-17 Zahra Shahrooei , Ali Baheri

We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…

Machine Learning · Computer Science 2025-08-15 Enric Ribera Borrell , Lorenz Richter , Christof Schütte

Reinforcement learning (RL) has demonstrated the ability to maintain the plasticity of the policy throughout short-term training in aerial robot control. However, these policies have been shown to loss of plasticity when extended to…

Robotics · Computer Science 2025-03-11 Ali Tahir Karasahin , Ziniu Wu , Basaran Bahadir Kocer

Rewards and punishments in different forms are pervasive and present in a wide variety of decision-making scenarios. By observing the outcome of a sufficient number of repeated trials, one would gradually learn the value and usefulness of a…

Machine Learning · Computer Science 2019-06-25 Nikki Lijing Kuang , Clement H. C. Leung

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

Machine Learning · Computer Science 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide…

Machine Learning · Computer Science 2024-10-21 Anay Pattanaik , Lav R. Varshney

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

Offline Reinforcement Learning (RL) learns optimal policies from fixed datasets, training a policy once and deploying it at inference time without further refinement. Inspired by model predictive control (MPC), we introduce an inference…

Machine Learning · Computer Science 2026-05-21 Rohan Deb , Stephen J. Wright , Arindam Banerjee

A decision-maker periodically acquires information about a changing state, controlling both the timing and content of updates. I characterize optimal policies using a decomposition of the dynamic problem into optimal stopping and static…

Theoretical Economics · Economics 2025-12-02 César Barilla

Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…

Machine Learning · Statistics 2024-10-28 Ziping Xu , Kelly W. Zhang , Susan A. Murphy

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

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

Reinforcement learning typically assumes that the state update from the previous actions happens instantaneously, and thus can be used for making future decisions. However, this may not always be true. When the state update is not…

Machine Learning · Computer Science 2021-02-23 Mridul Agarwal , Vaneet Aggarwal
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