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While Bellman equations for basic reach, avoid, and reach-avoid problems are well studied, the relationship between value optimality and policy optimality becomes subtle in the undiscounted infinite-horizon setting, particularly for more…

Robotics · Computer Science 2026-05-05 Oswin So , William Sharpless , Sylvia Herbert , Chuchu Fan

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

The classical Dynamic Programming (DP) approach to optimal control problems is based on the characterization of the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman (HJB) equation. The DP scheme for the numerical…

Numerical Analysis · Mathematics 2019-04-15 Alessandro Alla , Maurizio Falcone , Luca Saluzzi

Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Seyyed Reza Jafari , Anders Hansson , Bo Wahlberg

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Reach-avoid optimal control problems, in which the system must reach certain goal conditions while staying clear of unacceptable failure modes, are central to safety and liveness assurance for autonomous robotic systems, but their exact…

Machine Learning · Computer Science 2022-01-25 Kai-Chieh Hsu , Vicenç Rubies-Royo , Claire J. Tomlin , Jaime F. Fisac

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

Policy evaluation is a fundamental component of the development and deployment pipeline for robotic policies. In modern manipulation systems, this problem is particularly challenging: rewards are often sparse, task progression of evaluation…

Robotics · Computer Science 2026-05-13 Hao Wang , Joshua Bowden , Colton Crosby , Somil Bansal

The standard Dynamic Programming (DP) formulation can be used to solve Multi-Stage Optimization Problems (MSOP's) with additively separable objective functions. In this paper we consider a larger class of MSOP's with monotonically backward…

Optimization and Control · Mathematics 2020-10-15 Morgan Jones , Matthew Peet

We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of…

Optimization and Control · Mathematics 2016-09-13 Dimitri P. Bertsekas

Most of the policy evaluation algorithms are based on the theories of Bellman Expectation and Optimality Equation, which derive two popular approaches - Policy Iteration (PI) and Value Iteration (VI). However, multi-step bootstrapping is…

Machine Learning · Computer Science 2021-12-16 Yuhui Wang , Qingyuan Wu , Pengcheng He , Xiaoyang Tan

We investigate the explainability of Reinforcement Learning (RL) policies from a temporal perspective, focusing on the sequence of future outcomes associated with individual actions. In RL, value functions compress information about rewards…

Machine Learning · Computer Science 2025-01-08 Franco Ruggeri , Alessio Russo , Rafia Inam , Karl Henrik Johansson

This work shows that value-aware model learning, known for its numerous theoretical benefits, is also practically viable for solving challenging continuous control tasks in prevalent model-based reinforcement learning algorithms. First, we…

Machine Learning · Computer Science 2022-01-31 Nirbhay Modhe , Harish Kamath , Dhruv Batra , Ashwin Kalyan

In this paper, the task offloading from vehicles with random velocities is optimized via a novel dynamic improvement framework. Particularly, in a vehicular network with multiple vehicles and base stations (BSs), computing tasks of vehicles…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Qianren Li , Yuncong Hong , Bojie Lv , Rui Wang

It is strange but fruitful to think about the functions as random processes. Any function can be viewed as a martingale (in many different ways) with discrete time. But it can be useful to have continuous time too. Processes can emulate…

Probability · Mathematics 2011-06-21 Alexander Volberg

In this paper, we study the offline RL problem with linear function approximation. Our main structural assumption is that the MDP has low inherent Bellman error, which stipulates that linear value functions have linear Bellman backups with…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

Learning high-quality $Q$-value functions plays a key role in the success of many modern off-policy deep reinforcement learning (RL) algorithms. Previous works primarily focus on addressing the value overestimation issue, an outcome of…

Machine Learning · Computer Science 2024-05-14 Tianying Ji , Yu Luo , Fuchun Sun , Xianyuan Zhan , Jianwei Zhang , Huazhe Xu

When faced with a novel scenario, it can be hard to succeed on the first attempt. In these challenging situations, it is important to know how to retry quickly and meaningfully. Retrying behavior can emerge naturally in robots trained on…

Robotics · Computer Science 2024-06-25 Maximilian Du , Alexander Khazatsky , Tobias Gerstenberg , Chelsea Finn

We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that…

Optimization and Control · Mathematics 2018-04-16 Anton Braverman , Itai Gurvich , Junfei Huang

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

Machine Learning · Computer Science 2026-01-14 Bert Verbruggen , Arne Vanhoyweghen , Vincent Ginis
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