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While reinforcement learning (RL) methods that learn an internal model of the environment have the potential to be more sample efficient than their model-free counterparts, learning to model raw observations from high dimensional sensors…

Machine Learning · Computer Science 2023-06-27 Raj Ghugare , Homanga Bharadhwaj , Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani

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

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Reinforcement Learning (RL) can effectively learn complex policies. However, learning these policies often demands extensive trial-and-error interactions with the environment. In many real-world scenarios, this approach is not practical due…

Machine Learning · Computer Science 2024-02-19 Linh Le Pham Van , Hung The Tran , Sunil Gupta

Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

Artificial Intelligence · Computer Science 2007-05-23 Istvan Szita , Balint Takacs , Andras Lorincz

In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as…

Machine Learning · Computer Science 2022-08-16 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

Reinforcement learning algorithms are fundamental to align large language models with human preferences and to enhance their reasoning capabilities. However, current reinforcement learning algorithms often suffer from training instability…

Machine Learning · Computer Science 2025-06-05 Yaru Hao , Li Dong , Xun Wu , Shaohan Huang , Zewen Chi , Furu Wei

We consider the offline reinforcement learning problem, where the aim is to learn a decision making policy from logged data. Offline RL -- particularly when coupled with (value) function approximation to allow for generalization in large or…

Machine Learning · Computer Science 2022-08-31 Dylan J. Foster , Akshay Krishnamurthy , David Simchi-Levi , Yunzong Xu

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Model-free Reinforcement Learning (RL) generally suffers from poor sample complexity, mostly due to the need to exhaustively explore the state-action space to find well-performing policies. On the other hand, we postulate that expert…

Machine Learning · Computer Science 2023-09-13 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Mario Zanon , Vyacheslav Kungurtsev , Sébastien Gros

Many potential applications of reinforcement learning (RL) require guarantees that the agent will perform well in the face of disturbances to the dynamics or reward function. In this paper, we prove theoretically that maximum entropy…

Machine Learning · Computer Science 2022-05-06 Benjamin Eysenbach , Sergey Levine

Reinforcement learning (RL) is one of the most vibrant research frontiers in machine learning and has been recently applied to solve a number of challenging problems. In this paper, we primarily focus on off-policy evaluation (OPE), one of…

Machine Learning · Statistics 2022-12-14 Masatoshi Uehara , Chengchun Shi , Nathan Kallus

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

Artificial Intelligence · Computer Science 2017-11-27 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

Machine Learning · Computer Science 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan
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