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Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The…

Machine Learning · Computer Science 2019-07-01 Weichang Wu , Junchi Yan , Xiaokang Yang , Hongyuan Zha

Offline reinforcement learning methods typically enforce strict constraints to ensure safety; yet this rigidity often prevents the discovery of optimal behaviors outside the immediate support of the behavior policy. To address this, we…

Machine Learning · Computer Science 2026-05-19 Yifei Chen , Shaoqin Zhu , Xiaoqiang Ji

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

For reinforcement learning on complex stochastic systems where many factors dynamically impact the output trajectories, it is desirable to effectively leverage the information from historical samples collected in previous iterations to…

Machine Learning · Statistics 2022-09-13 Hua Zheng , Wei Xie , M. Ben Feng

We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…

Statistical Mechanics · Physics 2020-10-07 Prashant Singh

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

Online reinforcement learning agents are currently able to process an increasing amount of data by converting it into a higher order value functions. This expansion of the information collected from the environment increases the agent's…

Machine Learning · Computer Science 2021-02-04 Mirza Ramicic , Andrea Bonarini

We look into the problem of stochastic resetting with refractory periods. The model dynamics comprises diffusive and motionless phases. The diffusive phase ends at random time instants, at which the system is reset to a given position --…

Statistical Mechanics · Physics 2024-03-26 Gregorio García-Valladares , Deepak Gupta , Antonio Prados , Carlos A. Plata

Stochastic resetting has shown promise in enhancing the stability of dynamical systems. Here, we apply this concept to theta neuron networks with partial resetting, where only a fraction of neurons is intermittently reset. We examine both…

Dynamical Systems · Mathematics 2024-12-10 Na Zhao , Carlo R Laing , Jian Song , Shenquan Liu

Recurrent neural networks (RNNs) for reinforcement learning (RL) have shown distinct advantages, e.g., solving memory-dependent tasks and meta-learning. However, little effort has been spent on improving RNN architectures and on…

Machine Learning · Computer Science 2019-11-27 Dongqi Han , Kenji Doya , Jun Tani

Supervised approaches for text summarisation suffer from the problem of mismatch between the target labels/scores of individual sentences and the evaluation score of the final summary. Reinforcement learning can solve this problem by…

Computation and Language · Computer Science 2017-11-15 Diego Molla

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

This paper discusses a system that accelerates reinforcement learning by using transfer from related tasks. Without such transfer, even if two tasks are very similar at some abstract level, an extensive re-learning effort is required. The…

Artificial Intelligence · Computer Science 2011-06-10 C. Drummond

Oftentimes, environments for sequential decision-making problems can be quite sparse in the provision of evaluative feedback to guide reinforcement-learning agents. In the extreme case, long trajectories of behavior are merely punctuated…

Machine Learning · Computer Science 2023-08-22 Akash Velu , Skanda Vaidyanath , Dilip Arumugam

Many efforts have been devoted to training generative latent variable models with autoregressive decoders, such as recurrent neural networks (RNN). Stochastic recurrent models have been successful in capturing the variability observed in…

Machine Learning · Statistics 2017-11-17 Anirudh Goyal , Alessandro Sordoni , Marc-Alexandre Côté , Nan Rosemary Ke , Yoshua Bengio

This paper proves that the episodic learning environment of every finite-horizon decision task has a unique steady state under any behavior policy, and that the marginal distribution of the agent's input indeed converges to the steady-state…

Machine Learning · Computer Science 2021-01-14 Huang Bojun

We analyze the efficiency of parallelization and restart mechanisms for stochastic simulations in model-free settings, where the underlying system dynamics are unknown. Such settings are common in Reinforcement Learning (RL) and rare event…

Probability · Mathematics 2026-05-07 Ernesto Garcia , Paola Bermolen , Matthieu Jonckheere , Seva Shneer

In this paper we propose a framework towards achieving two intertwined objectives: (i) equipping reinforcement learning with active exploration and deliberate information gathering, such that it regulates state and parameter uncertainties…

Machine Learning · Computer Science 2024-09-10 Mohammad S. Ramadan , Mahmoud A. Hayajnh , Michael T. Tolley , Kyriakos G. Vamvoudakis