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We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…

Machine Learning · Computer Science 2022-07-26 Yanwei Jia , Xun Yu Zhou

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

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…

Machine Learning · Computer Science 2023-01-04 Franck Djeumou , Christian Ellis , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

Answering real-world open-domain multi-hop questions over massive corpora is a critical challenge in Retrieval-Augmented Generation (RAG) systems. Recent research employs reinforcement learning (RL) to end-to-end optimize the…

Artificial Intelligence · Computer Science 2026-01-12 Yu Liu , Wenxiao Zhang , Cong Cao , Wenxuan Lu , Fangfang Yuan , Diandian Guo , Kun Peng , Qiang Sun , Kaiyan Zhang , Yanbing Liu , Jin B. Hong , Bowen Zhou , Zhiyuan Ma

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

Reinforcement learning (RL) under changing environment models many real-world applications via nonstationary Markov Decision Processes (MDPs), and hence gains considerable interest. However, theoretical studies on nonstationary MDPs in the…

Machine Learning · Computer Science 2023-08-11 Yuan Cheng , Jing Yang , Yingbin Liang

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

Machine Learning · Statistics 2016-12-09 Yichen Chen , Mengdi Wang

When using a tool, the grasps used for picking it up, reposing, and holding it in a suitable pose for the desired task could be distinct. Therefore, a key challenge for autonomous in-hand tool manipulation is finding a sequence of grasps…

Robotics · Computer Science 2023-04-06 Ethan K. Gordon , Rana Soltani Zarrin

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…

Machine Learning · Computer Science 2018-06-15 Matteo Papini , Damiano Binaghi , Giuseppe Canonaco , Matteo Pirotta , Marcello Restelli

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Inverse reinforcement learning (IRL) is typically formulated as maximizing entropy subject to matching the distribution of expert trajectories. Classical (dual-ascent) IRL guarantees monotonic performance improvement but requires fully…

Machine Learning · Computer Science 2026-05-13 Anish Diwan , Davide Tateo , Christopher E. Mower , Haitham Bou-Ammar , Jan Peters , Oleg Arenz

In offline reinforcement learning (RL), an RL agent learns to solve a task using only a fixed dataset of previously collected data. While offline RL has been successful in learning real-world robot control policies, it typically requires…

Machine Learning · Computer Science 2024-08-09 Nicholas E. Corrado , Yuxiao Qu , John U. Balis , Adam Labiosa , Josiah P. Hanna

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The objective is to ensure that the time-averaged reward vector…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Rahul Misra , Manuela L. Bujorianu , Rafał Wisniewski

Recently, Large Language Models (LLMs) have rapidly evolved, approaching Artificial General Intelligence (AGI) while benefiting from large-scale reinforcement learning to enhance Human Alignment (HA) and Reasoning. Recent reward-based…

Machine Learning · Computer Science 2025-06-19 Xuerui Su , Shufang Xie , Guoqing Liu , Yingce Xia , Renqian Luo , Peiran Jin , Zhiming Ma , Yue Wang , Zun Wang , Yuting Liu

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami