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We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

In real-world scenarios, the observation data for reinforcement learning with continuous control is commonly noisy and part of it may be dynamically missing over time, which violates the assumption of many current methods developed for…

Machine Learning · Computer Science 2019-02-18 Yuhui Wang , Hao He , Xiaoyang Tan

Offline reinforcement learning enables sample-efficient policy acquisition without risky online interaction, yet policies trained on static datasets remain brittle under action-space perturbations such as actuator faults. This study…

Robotics · Computer Science 2026-03-02 Shingo Ayabe , Hiroshi Kera , Kazuhiko Kawamoto

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

Machine Learning · Statistics 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…

Robotics · Computer Science 2024-10-18 Jean-Pierre Sleiman , Mayank Mittal , Marco Hutter

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Currently, reinforcement learning (RL), especially deep RL, has received more and more attention in the research area. However, the security of RL has been an obvious problem due to the attack manners becoming mature. In order to defend…

Machine Learning · Computer Science 2023-10-04 Jiarui Yao , Simon Shaolei Du

We consider the problem of learning the best possible policy from a fixed dataset, known as offline Reinforcement Learning (RL). A common taxonomy of existing offline RL works is policy regularization, which typically constrains the learned…

Machine Learning · Computer Science 2023-08-16 Yuhang Ran , Yi-Chen Li , Fuxiang Zhang , Zongzhang Zhang , Yang Yu

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…

Machine Learning · Computer Science 2024-02-23 Zhenghai Xue , Qingpeng Cai , Shuchang Liu , Dong Zheng , Peng Jiang , Kun Gai , Bo An

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Delayed Markov decision processes (DMDPs) fulfill the Markov property by augmenting the state space of agents with a finite time window of recently committed actions. In reliance on these state augmentations, delay-resolved reinforcement…

Robotics · Computer Science 2025-11-17 Mohammadhossein Malmir , Josip Josifovski , Noah Klarmann , Alois Knoll

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…

Machine Learning · Computer Science 2024-10-24 Dongwen Luo