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We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revealed to the controller in hindsight, and the controller…

Optimization and Control · Mathematics 2021-01-27 Mohammad Akbari , Bahman Gharesifard , Tamas Linder

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Training models to effectively use test-time compute is crucial for improving the reasoning performance of LLMs. Current methods mostly do so via fine-tuning on search traces or running RL with 0/1 outcome reward, but do these approaches…

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

We propose controller synthesis for state regulation problems in which a human operator shares control with an autonomy system, running in parallel. The autonomy system continuously improves over human action, with minimal intervention, and…

Systems and Control · Computer Science 2019-09-23 Murad Abu-Khalaf , Sertac Karaman , Daniela Rus

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

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

The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

Machine Learning · Statistics 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

Learning to control an unknown dynamical system with respect to high-level temporal specifications is an important problem in control theory. We present the first regret-free online algorithm for learning a controller for linear temporal…

Artificial Intelligence · Computer Science 2025-06-09 Rupak Majumdar , Mahmoud Salamati , Sadegh Soudjani

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

Reinforcement learning (RL) algorithms based on high-dimensional function approximation have achieved tremendous empirical success in large-scale problems with an enormous number of states. However, most analysis of such algorithms gives…

Machine Learning · Computer Science 2022-02-17 Jihao Long , Jiequn Han , Weinan E

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Over the recent past data-driven algorithms for solving stochastic optimal control problems in face of model uncertainty have become an increasingly active area of research. However, for singular controls and underlying diffusion dynamics…

Optimization and Control · Mathematics 2024-10-15 Sören Christensen , Asbjørn Holk Thomsen , Lukas Trottner

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

We propose a simple model selection approach for algorithms in stochastic bandit and reinforcement learning problems. As opposed to prior work that (implicitly) assumes knowledge of the optimal regret, we only require that each base…

Machine Learning · Computer Science 2020-12-25 Aldo Pacchiano , Christoph Dann , Claudio Gentile , Peter Bartlett

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…

Machine Learning · Computer Science 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

The setting of an agent making decisions under uncertainty and under dynamic constraints is common for the fields of optimal control, reinforcement learning, and recently also for online learning. In the online learning setting, the quality…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Aren Karapetyan , Anastasios Tsiamis , Efe C. Balta , Andrea Iannelli , John Lygeros