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This paper studies the problem of risk-sensitive reinforcement learning (RSRL) in continuous time, where the environment is characterized by a controllable stochastic differential equation (SDE) and the objective is a potentially nonlinear…

Machine Learning · Computer Science 2025-12-03 Chuhan Xie

We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments;…

Machine Learning · Computer Science 2021-05-31 Sihan Zeng , Aqeel Anwar , Thinh Doan , Arijit Raychowdhury , Justin Romberg

Exploration and adaptation to new tasks in a transfer learning setup is a central challenge in reinforcement learning. In this work, we build on the idea of modeling a distribution over policies in a Bayesian deep reinforcement learning…

Machine Learning · Computer Science 2019-06-11 Disha Shrivastava , Eeshan Gunesh Dhekane , Riashat Islam

In this letter, we study the limit behavior of the evolution of Tsallis entropy in self-gravitating systems. The study is carried out under two different situations, drawing the same conclusion. No matter in the energy transfer process or…

Statistical Mechanics · Physics 2017-10-11 Yahui Zheng , Jiulin Du , Faku Liang

Offline reinforcement learning (RL) aims to learn optimal policies from offline datasets, where the parameterization of policies is crucial but often overlooked. Recently, Diffsuion-QL significantly boosts the performance of offline RL by…

Machine Learning · Computer Science 2023-10-27 Bingyi Kang , Xiao Ma , Chao Du , Tianyu Pang , Shuicheng Yan

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

An axiomatic foundation regarding the entropy for complex systems is established. Missing from decades of research was the requirement that entropy must measure the uncertainty at the informational scale of the maximizing distribution,…

Statistical Mechanics · Physics 2026-05-29 Kenric P. Nelson

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Reinforcement Learning (RL) enhances LLM reasoning, yet a paradox emerges as models scale: strong base models saturate standard benchmarks (e.g., MATH), yielding correct but homogeneous solutions. In such environments, the lack of failure…

Machine Learning · Computer Science 2026-04-21 Zhenwen Liang , Yujun Zhou , Sidi Lu , Xiangliang Zhang , Haitao Mi , Dong Yu

We study off-policy reinforcement learning for controlling continuous-time Markov diffusion processes with discrete-time observations and actions. We consider model-free algorithms with function approximation that learn value and advantage…

Machine Learning · Computer Science 2026-04-17 Wenlong Mou

Temporal-difference and Q-learning play a key role in deep reinforcement learning, where they are empowered by expressive nonlinear function approximators such as neural networks. At the core of their empirical successes is the learned…

Machine Learning · Computer Science 2024-04-02 Yufeng Zhang , Qi Cai , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge…

Machine Learning · Computer Science 2020-02-18 Simon S. Du , Jason D. Lee , Gaurav Mahajan , Ruosong Wang

The problem of sample complexity of online reinforcement learning is often studied in the literature without taking into account any partial knowledge about the system dynamics that could potentially accelerate the learning process. In this…

Machine Learning · Computer Science 2024-06-04 Meshal Alharbi , Mardavij Roozbehani , Munther Dahleh

Based on the Tsallis entropy, the nonextensive thermodynamic properties are studied as a q-deformation of classical statistical results using only probabilistic methods and straightforward calculations. It is shown that the constant in the…

Statistical Mechanics · Physics 2007-05-23 Franck Jedrzejewski

In continuing tasks, average-reward reinforcement learning may be a more appropriate problem formulation than the more common discounted reward formulation. As usual, learning an optimal policy in this setting typically requires a large…

Artificial Intelligence · Computer Science 2023-01-18 Yuqian Jiang , Sudarshanan Bharadwaj , Bo Wu , Rishi Shah , Ufuk Topcu , Peter Stone

The optimization problems defining meta-stable or stationary equilibrium are explored. The Gibbs scheme is modified aiming to describe the statistical properties of a class of non-equilibrium and metastable states. The system is assumed to…

Statistical Mechanics · Physics 2007-09-04 Alejandro Cabo , Sergio Curilef

Quantum many-body states that frequently appear in physics often obey an entropy scaling law, meaning that an entanglement entropy of a subsystem can be expressed as a sum of terms that scale linearly with its volume and area, plus a…

Quantum Physics · Physics 2021-05-26 Isaac H. Kim

The proper way of averaging is an important question with regards to Tsallis' Thermostatistics. Three different procedures have been thus far employed in the pertinent literature. The third one, i.e., the Tsallis-Mendes-Plastino (TMP)…

Data Analysis, Statistics and Probability · Physics 2009-11-06 S. Martinez , F. Nicolas , F. Pennini , A. Plastino
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