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In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mei Minami , Yuka Masumoto , Yoshihiro Okawa , Tomotake Sasaki , Yutaka Hori

This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…

Machine Learning · Computer Science 2016-08-30 Ian Gemp , Sridhar Mahadevan

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

In constrained reinforcement learning (RL), a learning agent seeks to not only optimize the overall reward but also satisfy the additional safety, diversity, or budget constraints. Consequently, existing constrained RL solutions require…

Machine Learning · Computer Science 2021-07-13 Sobhan Miryoosefi , Chi Jin

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they…

Machine Learning · Computer Science 2020-11-03 Aaron Sonabend-W , Junwei Lu , Leo A. Celi , Tianxi Cai , Peter Szolovits

Executing workflows on volunteer computing resources where individual tasks may be forced to relinquish their resource for the resource's primary use leads to unpredictability and often significantly increases execution time. Task…

Performance · Computer Science 2022-09-28 Andrew Stephen McGough , Matthew Forshaw

In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a…

Machine Learning · Computer Science 2022-11-15 Khimya Khetarpal , Matthew Riemer , Irina Rish , Doina Precup

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…

Machine Learning · Computer Science 2019-07-22 Vanessa Kosoy

We study the problem of Non-Stationary Reinforcement Learning (NS-RL) without prior knowledge about the system's non-stationarity. A state-of-the-art, black-box algorithm, known as MASTER, is considered, with a focus on identifying the…

Machine Learning · Computer Science 2025-02-11 Argyrios Gerogiannis , Yu-Han Huang , Venugopal V. Veeravalli

Inverse Reinforcement Learning (IRL) learns a reward function to explain expert demonstrations. Modern IRL methods often use the adversarial (minimax) formulation that alternates between reward and policy optimization, which often lead to…

Machine Learning · Computer Science 2025-10-14 Yang Chen , Menglin Zou , Jiaqi Zhang , Yitan Zhang , Junyi Yang , Gael Gendron , Libo Zhang , Jiamou Liu , Michael J. Witbrock

We design a new provably efficient algorithm for episodic reinforcement learning with generalized linear function approximation. We analyze the algorithm under a new expressivity assumption that we call "optimistic closure," which is…

Machine Learning · Statistics 2019-12-10 Yining Wang , Ruosong Wang , Simon S. Du , Akshay Krishnamurthy

This paper proposes an on-policy reinforcement learning (RL) control algorithm that solves the optimal regulation problem for a class of uncertain continuous-time nonlinear systems under user-defined state constraints. We formulate the safe…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Soutrik Bandyopadhyay , Shubhendu Bhasin

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Restoring critical loads after extreme events demands adaptive control to maintain distribution-grid resilience, yet uncertainty in renewable generation, limited dispatchable resources, and nonlinear dynamics make effective restoration…

Machine Learning · Computer Science 2026-01-19 Zain ul Abdeen , Waris Gill , Ming Jin

A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…

Machine Learning · Computer Science 2024-06-06 Alexander Mattick , Christopher Mutschler

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

Reinforcement learning algorithms commonly seek to optimize policies for solving one particular task. How should we explore an unknown dynamical system such that the estimated model globally approximates the dynamics and allows us to solve…

Machine Learning · Computer Science 2023-10-31 Bhavya Sukhija , Lenart Treven , Cansu Sancaktar , Sebastian Blaes , Stelian Coros , Andreas Krause
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