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Optimism in the face of uncertainty is a popular approach to balance exploration and exploitation in reinforcement learning. Here, we consider the online linear quadratic regulator (LQR) problem, i.e., to learn the LQR corresponding to an…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Marcell Bartos , Bruce D. Lee , Lenart Treven , Andreas Krause , Florian Dörfler , Melanie N. Zeilinger

Inverse reinforcement learning (IRL) is computationally challenging, with common approaches requiring the solution of multiple reinforcement learning (RL) sub-problems. This work motivates the use of potential-based reward shaping to reduce…

Machine Learning · Computer Science 2023-12-19 Lauren H. Cooke , Harvey Klyne , Edwin Zhang , Cassidy Laidlaw , Milind Tambe , Finale Doshi-Velez

Reinforcement learning with verifiable rewards (RLVR) scales the reasoning ability of large language models (LLMs) but remains bottlenecked by limited labeled samples for continued data scaling. Reinforcement learning with intrinsic rewards…

Machine Learning · Computer Science 2025-10-13 Chuyi Tan , Peiwen Yuan , Xinglin Wang , Yiwei Li , Shaoxiong Feng , Yueqi Zhang , Jiayi Shi , Ji Zhang , Boyuan Pan , Yao Hu , Kan Li

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Reinforcement learning (RL) is a promising tool to solve robust optimal well control problems where the model parameters are highly uncertain, and the system is partially observable in practice. However, RL of robust control policies often…

Machine Learning · Computer Science 2022-07-14 Atish Dixit , Ahmed H. ElSheikh

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

A number of machine learning tasks entail a high degree of invariance: the data distribution does not change if we act on the data with a certain group of transformations. For instance, labels of images are invariant under translations of…

Machine Learning · Statistics 2021-03-01 Song Mei , Theodor Misiakiewicz , Andrea Montanari

Reinforcement Learning with Verifiable Rewards (RLVR) replaces costly human labeling with automated verifiers. To reduce verifier hacking, many RLVR systems binarize rewards to $\{0,1\}$, but imperfect verifiers inevitably introduce…

Machine Learning · Computer Science 2026-05-25 Xin-Qiang Cai , Wei Wang , Feng Liu , Tongliang Liu , Gang Niu , Masashi Sugiyama

While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

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

We present the first provable Least-Squares Value Iteration (LSVI) algorithms that have runtime complexity sublinear in the number of actions. We formulate the value function estimation procedure in value iteration as an approximate maximum…

Data Structures and Algorithms · Computer Science 2021-06-09 Anshumali Shrivastava , Zhao Song , Zhaozhuo Xu

Everything else being equal, simpler models should be preferred over more complex ones. In reinforcement learning (RL), simplicity is typically quantified on an action-by-action basis -- but this timescale ignores temporal regularities,…

Machine Learning · Computer Science 2023-05-29 Tankred Saanum , Noémi Éltető , Peter Dayan , Marcel Binz , Eric Schulz

We approach the task of network congestion control in datacenters using Reinforcement Learning (RL). Successful congestion control algorithms can dramatically improve latency and overall network throughput. Until today, no such…

The remarkable empirical performance of distributional reinforcement learning (RL) has garnered increasing attention to understanding its theoretical advantages over classical RL. By decomposing the categorical distributional loss commonly…

Machine Learning · Computer Science 2025-12-25 Ke Sun , Yingnan Zhao , Enze Shi , Yafei Wang , Xiaodong Yan , Bei Jiang , Linglong Kong

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

Machine Learning · Statistics 2024-03-21 Frank Shih , Faming Liang

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…

Machine Learning · Computer Science 2019-12-10 Jacobo Roa-Vicens , Yuanbo Wang , Virgile Mison , Yarin Gal , Ricardo Silva

This paper delves into designing stabilizing feedback control gains for continuous linear systems with unknown state matrix, in which the control is subject to a general structural constraint. We bring forth the ideas from reinforcement…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Sayak Mukherjee , Thanh Long Vu

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

As humans and animals learn in the natural world, they encounter distributions of entities, situations and events that are far from uniform. Typically, a relatively small set of experiences are encountered frequently, while many important…

Machine Learning · Computer Science 2022-08-09 Stephanie C. Y. Chan , Andrew K. Lampinen , Pierre H. Richemond , Felix Hill
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