English
Related papers

Related papers: Continuous-time reinforcement learning for optimal…

200 papers

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

Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…

Machine Learning · Computer Science 2026-04-08 Chaofan Pan , Xin Yang , Yanhua Li , Wei Wei , Tianrui Li , Bo An , Jiye Liang

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

Reinforcement learning (RL) methods usually treat reward functions as black boxes. As such, these methods must extensively interact with the environment in order to discover rewards and optimal policies. In most RL applications, however,…

Machine Learning · Computer Science 2022-01-19 Rodrigo Toro Icarte , Toryn Q. Klassen , Richard Valenzano , Sheila A. McIlraith

We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedback policy for the problem must be Gaussian type. Then, we…

Machine Learning · Statistics 2025-02-05 Lucky Li

This paper presents an approach for accelerated learning of optimal plans for a given task represented using Linear Temporal Logic (LTL) in multi-agent systems. Given a set of options (temporally abstract actions) available to each agent,…

Multiagent Systems · Computer Science 2025-10-29 Nishant Doshi

Reinforcement learning (RL) is a general and well-known method that a robot can use to learn an optimal control policy to solve a particular task. We would like to build a versatile robot that can learn multiple tasks, but using RL for each…

Artificial Intelligence · Computer Science 2015-12-01 Lisa Lee

In the last decade, Reinforcement Learning (RL) has achieved remarkable success in the control and decision-making of complex dynamical systems. However, most RL algorithms rely on the Markov Decision Process assumption, which is violated…

Machine Learning · Statistics 2026-02-03 Armando Alves Neto

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

Machine Learning · Computer Science 2022-06-20 Harley Wiltzer , David Meger , Marc G. Bellemare

Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied…

Machine Learning · Computer Science 2024-05-06 Zhongchang Sun , Sihong He , Fei Miao , Shaofeng Zou

Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Gabriel Diaz , Lucky Li , Wenhao Zhang

Parallel data collection has redefined Reinforcement Learning (RL), unlocking unprecedented efficiency and powering breakthroughs in large-scale real-world applications. In this paradigm, $N$ identical agents operate in $N$ replicas of an…

Machine Learning · Computer Science 2025-06-25 Vincenzo De Paola , Riccardo Zamboni , Mirco Mutti , Marcello Restelli

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

We introduce Random Reward Perturbation (RRP), a novel exploration strategy for reinforcement learning (RL). Our theoretical analyses demonstrate that adding zero-mean noise to environmental rewards effectively enhances policy diversity…

Machine Learning · Computer Science 2025-06-11 Haozhe Ma , Guoji Fu , Zhengding Luo , Jiele Wu , Tze-Yun Leong

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

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

Machine Learning · Computer Science 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

Reinforcement learning (RL) has shown great effectiveness in quadrotor control, enabling specialized policies to develop even human-champion-level performance in single-task scenarios. However, these specialized policies often struggle with…

Robotics · Computer Science 2024-12-18 Jiaxu Xing , Ismail Geles , Yunlong Song , Elie Aljalbout , Davide Scaramuzza

This paper proposes a safe reinforcement learning (RL) framework based on forward-invariance-induced action-space design. The control problem is cast as a Markov decision process, but instead of relying on runtime shielding or penalty-based…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Chieh Tsai , Muhammad Junayed Hasan Zahed , Salim Hariri , Hossein Rastgoftar