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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

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Offline reinforcement learning (RL) aims to learn optimal policies from offline datasets, where the parameterization of policies is crucial but often overlooked. Recently, Diffsuion-QL significantly boosts the performance of offline RL by…

Machine Learning · Computer Science 2023-10-27 Bingyi Kang , Xiao Ma , Chao Du , Tianyu Pang , Shuicheng Yan

Diffusion models are a class of flexible generative models trained with an approximation to the log-likelihood objective. However, most use cases of diffusion models are not concerned with likelihoods, but instead with downstream objectives…

Machine Learning · Computer Science 2024-01-08 Kevin Black , Michael Janner , Yilun Du , Ilya Kostrikov , Sergey Levine

Model-based reinforcement learning (RL) can be effectively supported at scale through the use of world models. However, in practice, scaling such approaches remains fundamentally limited. A commonly recognized challenge is model bias and…

Machine Learning · Computer Science 2026-05-27 Xiaoyuan Cheng , Wenxuan Yuan , Zhancun Mu , Yuanzhao Zhang , Yiming Yang , Hai Wang , Zhuo Sun , Che Liu

Diffusion policies, widely adopted in decision-making scenarios such as robotics, gaming and autonomous driving, are capable of learning diverse skills from demonstration data due to their high representation power. However, the sub-optimal…

Machine Learning · Computer Science 2025-09-30 Ningyuan Yang , Jiaxuan Gao , Feng Gao , Yi Wu , Chao Yu

Diffusion-based policies have gained growing popularity in solving a wide range of decision-making tasks due to their superior expressiveness and controllable generation during inference. However, effectively training large diffusion…

Deep reinforcement learning (DRL) has long been a promising solution for sequential resource management in wireless networks. However, conventional DRL methods are fundamentally limited by their reliance on unimodal policy distributions,…

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

Machine Learning · Computer Science 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

Diffusion models have recently emerged as expressive policy representations for online reinforcement learning (RL). However, their iterative generative processes introduce substantial training and inference overhead. To overcome this…

Machine Learning · Computer Science 2026-04-17 Xiaoyi Dong , Xi Sheryl Zhang , Jian Cheng

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

Popular reinforcement learning (RL) algorithms tend to produce a unimodal policy distribution, which weakens the expressiveness of complicated policy and decays the ability of exploration. The diffusion probability model is powerful to…

Machine Learning · Computer Science 2023-05-23 Long Yang , Zhixiong Huang , Fenghao Lei , Yucun Zhong , Yiming Yang , Cong Fang , Shiting Wen , Binbin Zhou , Zhouchen Lin

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

We present algorithms to effectively represent a set of Markov decision processes (MDPs), whose optimal policies have already been learned, by a smaller source subset for lifelong, policy-reuse-based transfer learning in reinforcement…

Artificial Intelligence · Computer Science 2016-05-03 M. M. Hassan Mahmud , Majd Hawasly , Benjamin Rosman , Subramanian Ramamoorthy

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

Machine Learning · Computer Science 2022-10-25 Mengdi Xu , Peide Huang , Yaru Niu , Visak Kumar , Jielin Qiu , Chao Fang , Kuan-Hui Lee , Xuewei Qi , Henry Lam , Bo Li , Ding Zhao

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

Recent studies have shown the great potential of diffusion models in improving reinforcement learning (RL) by modeling complex policies, expressing a high degree of multi-modality, and efficiently handling high-dimensional continuous…

Robotics · Computer Science 2025-05-14 Huiyun Jiang , Zhuang Yang