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In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

The main purpose of this study is to introduce a semi-classical model describing betting scenarios in which, at variance with conventional approaches, the payoff of the gambler is encoded into the internal degrees of freedom of a quantum…

Quantum Physics · Physics 2021-09-22 Salvatore Tirone , Maddalena Ghio , Giulia Livieri , Vittorio Giovannetti , Stefano Marmi

This work addresses the classic machine learning problem of online prediction with expert advice. A new potential-based framework for the fixed horizon version of this problem has been recently developed using verification arguments from…

Machine Learning · Computer Science 2020-07-02 Vladimir A. Kobzar , Robert V. Kohn , Zhilei Wang

Interaction-aware planning for autonomous driving requires an exploration of a combinatorial solution space when using conventional search- or optimization-based motion planners. With Deep Reinforcement Learning, optimal driving strategies…

Robotics · Computer Science 2021-02-08 Julian Bernhard , Robert Gieselmann , Klemens Esterle , Alois Knoll

Deep Reinforcement Learning (RL) is unquestionably a robust framework to train autonomous agents in a wide variety of disciplines. However, traditional deep and shallow model-free RL algorithms suffer from low sample efficiency and…

Machine Learning · Computer Science 2022-10-05 Per-Arne Andersen , Ole-Christoffer Granmo , Morten Goodwin

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

Machine Learning · Computer Science 2026-04-07 Jiamin Xu , Ivan Nazarov , Aditya Rastogi , África Periáñez , Kyra Gan

This paper proposes a new way of evaluating the accuracy and validity of probabilistic forecasts that change over time (such as an in-game win probability model, or an election forecast). Under this approach, each model to be evaluated is…

Methodology · Statistics 2026-02-11 Michael Beuoy

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to improve the performance of standard Q-learning in stochastic environments through the use of ``lookahead'' upper…

Machine Learning · Computer Science 2020-06-30 Ibrahim El Shar , Daniel R. Jiang

Delayed and sparse rewards present a fundamental obstacle for reinforcement-learning (RL) agents, which struggle to assign credit for actions whose benefits emerge many steps later. The sliding-tile game 2048 epitomizes this challenge:…

Machine Learning · Computer Science 2025-07-28 Prady Saligram , Tanvir Bhathal , Robby Manihani

Despite its potential to improve sample complexity versus model-free approaches, model-based reinforcement learning can fail catastrophically if the model is inaccurate. An algorithm should ideally be able to trust an imperfect model over a…

Machine Learning · Computer Science 2019-12-25 Chenjun Xiao , Yifan Wu , Chen Ma , Dale Schuurmans , Martin Müller

Learning reliably safe autonomous control is one of the core problems in trustworthy autonomy. However, training a controller that can be formally verified to be safe remains a major challenge. We introduce a novel approach for learning…

Machine Learning · Computer Science 2024-11-19 Junlin Wu , Huan Zhang , Yevgeniy Vorobeychik

Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for…

Machine Learning · Computer Science 2020-09-10 William R. Clements , Bastien Van Delft , Benoît-Marie Robaglia , Reda Bahi Slaoui , Sébastien Toth

Betting games provide a natural setting to capture how information yields strategic advantage. The Kelly criterion for betting, long a cornerstone of portfolio theory and information theory, admits an interpretation in the limit of…

Quantum Physics · Physics 2026-01-15 Maite Arcos , Renato Renner , Jonathan Oppenheim

Hierarchical reinforcement learning (HRL) learns to make decisions on multiple levels of temporal abstraction. A key challenge in HRL is that the low-level policy changes over time, making it difficult for the high-level policy to generate…

Machine Learning · Computer Science 2025-05-29 Vivienne Huiling Wang , Tinghuai Wang , Joni Pajarinen

Solving long-horizon goal-conditioned tasks remains a significant challenge in reinforcement learning (RL). Hierarchical reinforcement learning (HRL) addresses this by decomposing tasks into more manageable sub-tasks, but the automatic…

Machine Learning · Computer Science 2025-09-09 Yang Yu

Considering its advantages in dealing with high-dimensional visual input and learning control policies in discrete domain, Deep Q Network (DQN) could be an alternative method of traditional auto-focus means in the future. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2018-09-11 Xiaofan Yu , Runze Yu , Jingsong Yang , Xiaohui Duan

Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…

Quantum Physics · Physics 2025-01-24 Siddhant Dutta , Nouhaila Innan , Alberto Marchisio , Sadok Ben Yahia , Muhammad Shafique

We study diffusion-based world models for reinforcement learning, which offer high generative fidelity but face critical efficiency challenges in control. Current methods either require heavyweight models at inference or rely on highly…

Machine Learning · Computer Science 2026-02-18 Lior Cohen , Ofir Nabati , Kaixin Wang , Navdeep Kumar , Shie Mannor

Integration of reinforcement learning with unmanned aerial vehicles (UAVs) to achieve autonomous flight has been an active research area in recent years. An important part focuses on obstacle detection and avoidance for UAVs navigating…

Artificial Intelligence · Computer Science 2021-03-12 Jeremy Roghair , Kyungtae Ko , Amir Ehsan Niaraki Asli , Ali Jannesari