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We study the policy evaluation problem in an online multi-reward multi-policy discounted setting, where multiple reward functions must be evaluated simultaneously for different policies. We adopt an $(\epsilon,\delta)$-PAC perspective to…

Machine Learning · Computer Science 2025-08-19 Alessio Russo , Aldo Pacchiano

We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…

Social and Information Networks · Computer Science 2023-05-09 J. O. Gonzalez-Hernandez , Jonathan Marino , Ted Rogers , Brandon Velasco

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

Computing optimal control policies for complex dynamical systems requires approximation methods to remain computationally tractable. Several approximation methods have been developed to tackle this problem. However, these methods do not…

Robotics · Computer Science 2022-03-30 Ashwin Khadke , Hartmut Geyer

Text-based games provide valuable environments for language-based autonomous agents. However, planning-then-learning paradigms, such as those combining Monte Carlo Tree Search (MCTS) and reinforcement learning (RL), are notably…

Computation and Language · Computer Science 2025-04-24 Zijing Shi , Meng Fang , Ling Chen

Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by…

Optimization and Control · Mathematics 2022-03-28 Christian Bayer , Denis Belomestny , Paul Hager , Paolo Pigato , John Schoenmakers , Vladimir Spokoiny

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Monte-Carlo tree search (MCTS) has driven many recent breakthroughs in deep reinforcement learning (RL). However, scaling MCTS to parallel compute has proven challenging in practice which has motivated alternative planners like sequential…

Machine Learning · Computer Science 2025-07-09 Joery A. de Vries , Jinke He , Yaniv Oren , Matthijs T. J. Spaan

Policy evaluation via Monte Carlo (MC) simulation is at the core of many MC Reinforcement Learning (RL) algorithms (e.g., policy gradient methods). In this context, the designer of the learning system specifies an interaction budget that…

Machine Learning · Computer Science 2024-10-18 Riccardo Poiani , Nicole Nobili , Alberto Maria Metelli , Marcello Restelli

The actor-critic RL is widely used in various robotic control tasks. By viewing the actor-critic RL from the perspective of variational inference (VI), the policy network is trained to obtain the approximate posterior of actions given the…

Machine Learning · Computer Science 2022-01-04 Duo Xu , Faramarz Fekri

Reinforcement Learning has drawn huge interest as a tool for solving optimal control problems. Solving a given problem (task or environment) involves converging towards an optimal policy. However, there might exist multiple optimal policies…

Machine Learning · Computer Science 2023-02-16 Simo Alami. C , Fernando Llorente , Rim Kaddah , Luca Martino , Jesse Read

Reciprocating interactions represent a central feature of all human exchanges. They have been the target of various recent experiments, with healthy participants and psychiatric populations engaging as dyads in multi-round exchanges such as…

Machine Learning · Statistics 2015-06-23 Andreas Hula , P. Read Montague , Peter Dayan

We study the use of policy gradient algorithms to optimize over a class of generalized Thompson sampling policies. Our central insight is to view the posterior parameter sampled by Thompson sampling as a kind of pseudo-action. Policy…

Machine Learning · Computer Science 2020-07-01 Seungki Min , Ciamac C. Moallemi , Daniel J. Russo

Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted…

Machine Learning · Computer Science 2018-09-10 Yubin Deng , Ke Yu , Dahua Lin , Xiaoou Tang , Chen Change Loy

We propose a sampling-based framework for finite-horizon trajectory and policy optimization under differentiable dynamics by casting controller design as inference. Specifically, we minimize a KL-regularized expected trajectory cost, which…

Machine Learning · Computer Science 2026-05-12 Heng Yang

The class of deep deterministic off-policy algorithms is effectively applied to solve challenging continuous control problems. Current approaches commonly utilize random noise as an exploration method, which has several drawbacks, including…

Machine Learning · Computer Science 2024-05-07 Igor Kuznetsov

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

Although parallelism has been extensively used in reinforcement learning (RL), the quantitative effects of parallel exploration are not well understood theoretically. We study the benefits of simple parallel exploration for reward-free RL…

Machine Learning · Computer Science 2023-03-03 Pedro Cisneros-Velarde , Boxiang Lyu , Sanmi Koyejo , Mladen Kolar

We consider multi-dimensional Markov decision processes and formulate a long term discounted reward optimization problem. Two simulation based algorithms---Monte Carlo rollout policy and parallel rollout policy are studied, and various…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Rahul Meshram , Kesav Kaza

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri