English
Related papers

Related papers: Continuous Q-Score Matching: Diffusion Guided Rein…

200 papers

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Diffusion models have become a popular choice for representing actor policies in behavior cloning and offline reinforcement learning. This is due to their natural ability to optimize an expressive class of distributions over a continuous…

Machine Learning · Computer Science 2025-02-17 Michael Psenka , Alejandro Escontrela , Pieter Abbeel , Yi Ma

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

We study continuous-time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump-diffusion processes. We formulate an entropy-regularized exploratory control problem with stochastic policies to…

Machine Learning · Computer Science 2025-08-26 Xuefeng Gao , Lingfei Li , Xun Yu Zhou

Machine learning (ML) has become an attractive tool in information processing, however few ML algorithms have been successfully applied in the quantum domain. We show here how classical reinforcement learning (RL) could be used as a tool…

Quantum Physics · Physics 2020-06-02 Jelena Mackeprang , Durga Bhaktavatsala Rao Dasari , Jörg Wrachtrup

We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…

Optimization and Control · Mathematics 2026-05-14 Zongxia Liang , Xiaodong Luo , Xiang Yu

This paper studies policy transfer, one of the well-known transfer learning techniques adopted in large language models, for continuous-time reinforcement learning problems. In the case of continuous-time linear-quadratic systems with…

Machine Learning · Computer Science 2026-03-04 Xin Guo , Zijiu Lyu

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement Learning (RL) has achieved significant success in solving single-goal tasks. However, uniform goal selection often results in sample inefficiency in multi-goal settings where agents must learn a universal goal-conditioned…

Machine Learning · Computer Science 2025-12-30 Gaurav Chaudhary , Laxmidhar Behera

In complex environments with large discrete action spaces, effective decision-making is critical in reinforcement learning (RL). Despite the widespread use of value-based RL approaches like Q-learning, they come with a computational burden,…

Machine Learning · Computer Science 2024-05-17 Fares Fourati , Vaneet Aggarwal , Mohamed-Slim Alouini

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

Robotics · Computer Science 2017-06-20 Yevgen Chebotar , Karol Hausman , Marvin Zhang , Gaurav Sukhatme , Stefan Schaal , Sergey Levine

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

In this article, we study a continuous-time stochastic $H_\infty$ control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-quadratic two-person zero-sum differential game (LQZSG).…

Optimization and Control · Mathematics 2024-10-02 Zhongshi Sun , Guangyan Jia

Recent curriculum Reinforcement Learning (RL) has shown notable progress in solving complex tasks by proposing sequences of surrogate tasks. However, the previous approaches often face challenges when they generate curriculum goals in a…

Machine Learning · Computer Science 2023-10-27 Seungjae Lee , Daesol Cho , Jonghae Park , H. Jin Kim

This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical RL algorithms are typically solving a regularized…

Optimization and Control · Mathematics 2026-04-24 Huyên Pham , Yuming Paul Zhang , Yuhua Zhu

Robotic control policies learned from human demonstrations have achieved impressive results in many real-world applications. However, in scenarios where initial performance is not satisfactory, as is often the case in novel open-world…

Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…

Machine Learning · Computer Science 2024-10-15 Ali Shirali , Alexander Schubert , Ahmed Alaa

We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…

We present an empirical study on the use of continual learning (CL) methods in a reinforcement learning (RL) scenario, which, to the best of our knowledge, has not been described before. CL is a very active recent research topic concerned…

Machine Learning · Computer Science 2024-09-04 Benedikt Bagus , Alexander Gepperth

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu