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The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

Machine Learning · Computer Science 2023-07-27 Laixi Shi , Robert Dadashi , Yuejie Chi , Pablo Samuel Castro , Matthieu Geist

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

Machine Learning · Computer Science 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…

Machine Learning · Statistics 2025-04-15 Jinhang Chai , Elynn Chen , Jianqing Fan

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

Recent developments in Reinforcement learning have significantly enhanced sequential decision-making in uncertain environments. Despite their strong performance guarantees, most existing work has focused primarily on improving the…

Statistics Theory · Mathematics 2025-08-13 Bo Pan , Jianya Lu , Yafei Wang , Hao Li , Bei Jiang , Linglong Kong

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

Systems and Control · Electrical Eng. & Systems 2020-03-03 Yao Mu , Shengbo Eben Li , Chang Liu , Qi Sun , Bingbing Nie , Bo Cheng , Baiyu Peng

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

Machine Learning · Computer Science 2021-10-20 Naman Agarwal , Syomantak Chaudhuri , Prateek Jain , Dheeraj Nagaraj , Praneeth Netrapalli

Quantum sensors offer control flexibility during estimation by allowing manipulation by the experimenter across various parameters. For each sensing platform, pinpointing the optimal controls to enhance the sensor's precision remains a…

Quantum Physics · Physics 2024-12-11 Federico Belliardo , Fabio Zoratti , Florian Marquardt , Vittorio Giovannetti

Interactive assessments generate sequential process data that are not well handled by conventional item response models. Existing MDP-based measurement approaches, such as the Markov decision process measurement model (MDP-MM, LaMar, 2018),…

Methodology · Statistics 2026-05-12 Wenqian Xu , Feng Ji

In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…

Machine Learning · Computer Science 2023-03-16 David Barber

Reinforcement Learning (RL) techniques have been increasingly applied in optimizing control systems. However, their application in quantum systems is hampered by the challenge of performing closed-loop control due to the difficulty in…

Quantum Physics · Physics 2024-02-08 Tanmay Neema , Susmit Jha , Tuhin Sahai

The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an…

This paper presents a novel approach to reinforcement learning (RL) for control systems that provides probabilistic stability guarantees using finite data. Leveraging Lyapunov's method, we propose a probabilistic stability theorem that…

Machine Learning · Computer Science 2026-03-03 Minghao Han , Lixian Zhang , Chenliang Liu , Zhipeng Zhou , Jun Wang , Wei Pan

The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…

Machine Learning · Computer Science 2025-10-06 Heyang Zhao , Jiafan He , Quanquan Gu

Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…

Machine Learning · Computer Science 2024-10-15 Ali Shirali , Alexander Schubert , Ahmed Alaa

Many challenges arising in Quantum Technology can be successfully addressed using a set of machine learning algorithms collectively known as reinforcement learning (RL), based on adaptive decision-making through interaction with the quantum…

Quantum Physics · Physics 2026-01-28 Marin Bukov , Florian Marquardt

In safe Reinforcement Learning (RL), safety cost is typically defined as a function dependent on the immediate state and actions. In practice, safety constraints can often be non-Markovian due to the insufficient fidelity of state…

Machine Learning · Computer Science 2024-05-07 Siow Meng Low , Akshat Kumar