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Standard reinforcement learning (RL) algorithms assume that the observation of the next state comes instantaneously and at no cost. In a wide variety of sequential decision making tasks ranging from medical treatment to scientific…

Artificial Intelligence · Computer Science 2020-05-27 Colin Bellinger , Rory Coles , Mark Crowley , Isaac Tamblyn

$Q$-learning is one of the most fundamental reinforcement learning algorithms. It is widely believed that $Q$-learning with linear function approximation (i.e., linear $Q$-learning) suffers from possible divergence until the recent work…

Machine Learning · Computer Science 2025-05-28 Xinyu Liu , Zixuan Xie , Shangtong Zhang

Learning quantum states is a crucial task for realizing quantum information technology. Recently, neural approaches have emerged as promising methods for learning quantum states. We propose a meta-learning model that utilizes reinforcement…

Quantum Physics · Physics 2025-08-06 Jeongwoo Jae , Jeonghoon Hong , Jinho Choo , Yeong-Dae Kwon

We study reinforcement learning (RL) for learning a Quantal Stackelberg Equilibrium (QSE) in an episodic Markov game with a leader-follower structure. In specific, at the outset of the game, the leader announces her policy to the follower…

Machine Learning · Computer Science 2023-07-27 Siyu Chen , Mengdi Wang , Zhuoran Yang

This paper presents a new method to learn online policies in continuous state, continuous action, model-free Markov decision processes, with two properties that are crucial for practical applications. First, the policies are implementable…

Artificial Intelligence · Computer Science 2016-12-19 Ludovic Hofer , Hugo Gimbert

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira

Policy evaluation or value function or Q-function approximation is a key procedure in reinforcement learning (RL). It is a necessary component of policy iteration and can be used for variance reduction in policy gradient methods. Therefore…

Machine Learning · Computer Science 2017-10-17 Xinyan Yan , Krzysztof Choromanski , Byron Boots , Vikas Sindhwani

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

We consider offline reinforcement learning (RL) methods in possibly nonstationary environments. Many existing RL algorithms in the literature rely on the stationarity assumption that requires the system transition and the reward function to…

Machine Learning · Statistics 2025-01-07 Mengbing Li , Chengchun Shi , Zhenke Wu , Piotr Fryzlewicz

State-action value functions (i.e., Q-values) are ubiquitous in reinforcement learning (RL), giving rise to popular algorithms such as SARSA and Q-learning. We propose a new notion of action value defined by a Gaussian smoothed version of…

Machine Learning · Computer Science 2018-07-26 Ofir Nachum , Mohammad Norouzi , George Tucker , Dale Schuurmans

We propose Q-Policy, a hybrid quantum-classical reinforcement learning (RL) framework that mathematically accelerates policy evaluation and optimization by exploiting quantum computing primitives. Q-Policy encodes value functions in quantum…

Machine Learning · Computer Science 2025-06-10 Kalyan Cherukuri , Aarav Lala , Yash Yardi

The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…

Learning representations for reinforcement learning (RL) has shown much promise for continuous control. We propose an efficient representation learning method using only a self-supervised latent-state consistency loss. Our approach employs…

Machine Learning · Computer Science 2024-06-06 Aidan Scannell , Kalle Kujanpää , Yi Zhao , Mohammadreza Nakhaei , Arno Solin , Joni Pajarinen

The use of reinforcement learning (RL) in scientific applications, such as materials design and automated chemistry, is increasing. A major challenge, however, lies in fact that measuring the state of the system is often costly and time…

Machine Learning · Computer Science 2022-04-08 Colin Bellinger , Andriy Drozdyuk , Mark Crowley , Isaac Tamblyn

Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…

Systems and Control · Electrical Eng. & Systems 2025-04-09 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

Interest in reinforcement learning (RL) for large-scale systems, comprising extensive populations of intelligent agents interacting with heterogeneous environments, has surged significantly across diverse scientific domains in recent years.…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Wei Zhang , Jr-Shin Li

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Machine Learning · Computer Science 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh