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The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

With the impact of real-time processing being realized in the recent past, the need for efficient implementations of reinforcement learning algorithms has been on the rise. Albeit the numerous advantages of Bellman equations utilized in RL…

Machine Learning · Computer Science 2023-03-15 Saumil Shivdikar , Jagannath Nirmal

In Reinforcement Learning (RL), the goal of agents is to discover an optimal policy that maximizes the expected cumulative rewards. This objective may also be viewed as finding a policy that optimizes a linear function of its state-action…

Machine Learning · Computer Science 2023-08-30 Navdeep Kumar , Kaixin Wang , Kfir Levy , Shie Mannor

Reinforcement learning (RL) in the real world necessitates the development of procedures that enable agents to explore without causing harm to themselves or others. The most successful solutions to the problem of safe RL leverage offline…

Machine Learning · Computer Science 2025-01-09 Alexander Quessy , Thomas Richardson , Sebastian East

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yao Mu , Shengbo Eben Li , Chang Liu , Qi Sun , Bingbing Nie , Bo Cheng , Baiyu Peng

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Reinforcement learning algorithms can solve dynamic decision-making and optimal control problems. With continuous-valued state and input variables, reinforcement learning algorithms must rely on function approximators to represent the value…

Machine Learning · Computer Science 2021-11-16 Jiří Kubalík , Erik Derner , Jan Žegklitz , Robert Babuška

Reliable long-horizon value prediction is difficult in offline reinforcement learning because fitted value methods combine bootstrapping, function approximation, and distribution shift, while standard guarantees often require Bellman…

Machine Learning · Statistics 2026-05-11 Lars van der Laan , Nathan Kallus

We present a formalisation of finite Markov decision processes with rewards in the Isabelle theorem prover. We focus on the foundations required for dynamic programming and the use of reinforcement learning agents over such processes. In…

Logic in Computer Science · Computer Science 2021-12-14 Mark Chevallier , Jacques Fleuriot

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 is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

Machine Learning · Computer Science 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our…

Machine Learning · Computer Science 2016-12-02 Nan Jiang , Akshay Krishnamurthy , Alekh Agarwal , John Langford , Robert E. Schapire

Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Wei Zhang , Jr-Shin Li

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

Offline reinforcement learning (RL) defines the task of learning from a fixed batch of data. Due to errors in value estimation from out-of-distribution actions, most offline RL algorithms take the approach of constraining or regularizing…

Machine Learning · Computer Science 2021-12-06 Scott Fujimoto , Shixiang Shane Gu

Offline reinforcement learning (RL) aims to optimize the return given a fixed dataset of agent trajectories without additional interactions with the environment. While algorithm development has progressed rapidly, significant theoretical…

Machine Learning · Computer Science 2025-08-12 Fengdi Che

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…

Machine Learning · Computer Science 2020-08-04 Samuele Tosatto , Joao Carvalho , Hany Abdulsamad , Jan Peters

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

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