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Related papers: Reinforcement Learning in Real Option Models

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Existing offline reinforcement learning (RL) methods face a few major challenges, particularly the distributional shift between the learned policy and the behavior policy. Offline Meta-RL is emerging as a promising approach to address these…

Machine Learning · Computer Science 2022-07-14 Sen Lin , Jialin Wan , Tengyu Xu , Yingbin Liang , Junshan Zhang

Reinforcement learning (RL) has demonstrated impressive performance in decision-making tasks like embodied control, autonomous driving and financial trading. In many decision-making tasks, the agents often encounter the problem of executing…

Machine Learning · Computer Science 2024-07-23 Jing-Cheng Pang , Tian Xu , Shengyi Jiang , Yu-Ren Liu , Yang Yu

Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…

Machine Learning · Computer Science 2026-04-22 Austin Coursey , Abel Diaz-Gonzalez , Marcos Quinones-Grueiro , Gautam Biswas

Economic model predictive control (EMPC) is a promising methodology for optimal operation of dynamical processes that has been shown to improve process economics considerably. However, EMPC performance relies heavily on the accuracy of the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Khalid Alhazmi , Fahad Albalawi , S. Mani Sarathy

Reinforcement learning (RL) requires skillful definition and remarkable computational efforts to solve optimization and control problems, which could impair its prospect. Introducing human guidance into reinforcement learning is a promising…

Machine Learning · Computer Science 2022-11-30 Jingda Wu , Zhiyu Huang , Wenhui Huang , Chen Lv

Offline reinforcement learning aims to train a policy on a pre-recorded and fixed dataset without any additional environment interactions. There are two major challenges in this setting: (1) extrapolation error caused by approximating the…

Machine Learning · Computer Science 2023-01-31 Dmitriy Akimov , Vladislav Kurenkov , Alexander Nikulin , Denis Tarasov , Sergey Kolesnikov

Reinforcement learning (RL) has enabled machine learning models to achieve significant advances in many fields. Most recently, RL has empowered frontier language models to solve challenging math, science, and coding problems. However,…

Machine Learning · Computer Science 2025-06-30 Mihir Prabhudesai , Lili Chen , Alex Ippoliti , Katerina Fragkiadaki , Hao Liu , Deepak Pathak

System optimal traffic routing can mitigate congestion by assigning routes for a portion of vehicles so that the total travel time of all vehicles in the transportation system can be reduced. However, achieving real-time optimal routing…

Machine Learning · Computer Science 2024-07-11 Zemian Ke , Qiling Zou , Jiachao Liu , Sean Qian

Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…

Machine Learning · Computer Science 2021-11-30 Zhuang Liu , Xuanlin Li , Bingyi Kang , Trevor Darrell

Reinforcement learning is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

Machine Learning · Computer Science 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

We propose a control framework that integrates model-based bipedal locomotion with residual reinforcement learning (RL) to achieve robust and adaptive walking in the presence of real-world uncertainties. Our approach leverages a model-based…

Robotics · Computer Science 2026-01-23 Yashuai Yan , Tobias Egle , Christian Ott , Dongheui Lee

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

Offline reinforcement learning (RL) defines a sample-efficient learning paradigm, where a policy is learned from static and previously collected datasets without additional interaction with the environment. The major obstacle to offline RL…

Machine Learning · Computer Science 2022-11-16 Yunfan Zhou , Xijun Li , Qingyu Qu

Large language models (LLMs) have shown promise in performing complex multi-step reasoning, yet they continue to struggle with mathematical reasoning, often making systematic errors. A promising solution is reinforcement learning (RL)…

Machine Learning · Computer Science 2025-09-22 Hanning Zhang , Pengcheng Wang , Shizhe Diao , Yong Lin , Rui Pan , Hanze Dong , Dylan Zhang , Pavlo Molchanov , Tong Zhang

Conventional feedback control methods can solve various types of robot control problems very efficiently by capturing the structure with explicit models, such as rigid body equations of motion. However, many control problems in modern…

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Reinforcement learning has been established over the past decade as an effective tool to find optimal control policies for dynamical systems, with recent focus on approaches that guarantee safety during the learning and/or execution phases.…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…