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Reward shaping has been applied widely to accelerate Reinforcement Learning (RL) agents' training. However, a principled way of designing effective reward shaping functions, especially for complex continuous control problems, remains…

Machine Learning · Computer Science 2026-02-12 Mateo Juliani , Mingxuan Li , Elias Bareinboim

Bootstrapping and rollout are two fundamental principles for value function estimation in reinforcement learning (RL). We introduce a novel class of Bellman operators, called subgraph Bellman operators, that interpolate between…

Machine Learning · Computer Science 2024-12-02 Wenlong Mou , Jian Qian

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

Language models as intelligent agents push the boundaries of sequential decision-making agents but struggle with limited knowledge of environmental dynamics and exponentially huge action space. Recent efforts like GLAM and TWOSOME manually…

Artificial Intelligence · Computer Science 2024-05-28 Muning Wen , Ziyu Wan , Weinan Zhang , Jun Wang , Ying Wen

We study Markov decision processes with Polish state and action spaces. The action space is state dependent and is not necessarily compact. We first establish the existence of an optimal ergodic occupation measure using only a near-monotone…

Optimization and Control · Mathematics 2023-08-15 Ari Arapostathis , Vivek S. Borkar

We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…

Optimization and Control · Mathematics 2026-02-05 Léa Ninite , Adrien Banse , Guillaume O. Berger , Raphaël M. Jungers

Tail-end risk measures such as static conditional value-at-risk (CVaR) are used in safety-critical applications to prevent rare, yet catastrophic events. Unlike risk-neutral objectives, the static CVaR of the return depends on entire…

Machine Learning · Computer Science 2026-02-04 Aneri Muni , Vincent Taboga , Esther Derman , Pierre-Luc Bacon , Erick Delage

In this paper, a convex optimization-based method is proposed for numerically solving dynamic programs in continuous state and action spaces. The key idea is to approximate the output of the Bellman operator at a particular state by the…

Optimization and Control · Mathematics 2020-10-23 Insoon Yang

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Weighted timed automata have been defined in the early 2000's for modelling resource-consumption or -allocation problems in real-time systems. Optimal reachability is decidable in weighted timed automata, and a symbolic forward algorithm…

Logic in Computer Science · Computer Science 2016-02-02 Patricia Bouyer , Maximilien Colange , Nicolas Markey

Learning control policies for complex, long-horizon tasks is a central challenge in robotics and autonomous systems. Signal Temporal Logic (STL) offers a powerful and expressive language for specifying such tasks, but its non-Markovian…

Robotics · Computer Science 2025-10-02 Yue Meng , Fei Chen , Chuchu Fan

Determining the optimal cost function parameters of Model Predictive Control (MPC) to optimize multiple control objectives is a challenging and time-consuming task. Multiobjective Bayesian Optimization (BO) techniques solve this problem by…

Robotics · Computer Science 2024-02-06 Baha Zarrouki , Marios Spanakakis , Johannes Betz

Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…

Machine Learning · Computer Science 2020-01-09 Felix Leibfried , Sergio Pascual-Diaz , Jordi Grau-Moya

This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space $\R^N$.…

Analysis of PDEs · Mathematics 2012-09-12 Guy Barles , Ariela Briani , Emmanuel Chasseigne

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

Hard constraints in reinforcement learning (RL) often degrade policy performance. Lagrangian methods offer a way to blend objectives with constraints, but require intricate reward engineering and parameter tuning. In this work, we extend…

Artificial Intelligence · Computer Science 2025-12-05 William Sharpless , Dylan Hirsch , Sander Tonkens , Nikhil Shinde , Sylvia Herbert

We consider the problem of quantifying uncertainty over expected cumulative rewards in model-based reinforcement learning. In particular, we focus on characterizing the variance over values induced by a distribution over Markov decision…

Machine Learning · Computer Science 2024-09-18 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

The widespread adoption of digital distribution channels both enables and forces more and more logistical service providers to manage booking processes actively to maintain competitiveness. As a result, their operational planning is no…

Artificial Intelligence · Computer Science 2024-12-19 David Fleckenstein , Robert Klein , Vienna Klein , Claudius Steinhardt

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation. Using value function…

Machine Learning · Computer Science 2017-10-10 Yijie Peng , Edwin K. P. Chong , Chun-Hung Chen , Michael C. Fu