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Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDPs) with a long-run CVaR criterion effectively mitigate cost…

Optimization and Control · Mathematics 2026-03-11 Qixin Wang , Hao Cao , Jian-Qiang Hu , Mingjie Hu , Li Xia

Continuous-time nonlinear optimal control problems hold great promise in real-world applications. After decades of development, reinforcement learning (RL) has achieved some of the greatest successes as a general nonlinear control design…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Brent A. Wallace , Jennie Si

Offline safe reinforcement learning (RL) aims to learn policies from a fixed dataset while maximizing performance under cumulative cost constraints. In practice, deployment requirements often vary across scenarios, necessitating a single…

Machine Learning · Computer Science 2026-02-10 Wensong Bai , Chao Zhang , Qihang Xu , Chufan Chen , Chenhao Zhou , Hui Qian

Lane change decision-making for autonomous vehicles is a complex but high-reward behavior. In this paper, we propose a hybrid input based deep reinforcement learning (DRL) algorithm, which realizes abstract lane change decisions and lane…

Robotics · Computer Science 2025-09-03 Ziteng Gao , Jiaqi Qu , Chaoyu Chen

Model-free Reinforcement Learning (RL) generally suffers from poor sample complexity, mostly due to the need to exhaustively explore the state-action space to find well-performing policies. On the other hand, we postulate that expert…

Machine Learning · Computer Science 2023-09-13 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

Planning through crowded environments under uncertain obstacle motions remains difficult, as stochastic interactions often induce overly conservative behavior or reduced efficiency. To address this challenge, we propose an end-to-end risk…

Robotics · Computer Science 2026-05-21 Xinyi Wang , Taekyung Kim , Bardh Hoxha , Georgios Fainekos , Dimitra Panagou

This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…

Machine Learning · Computer Science 2025-12-12 Akhil Agnihotri

Pervasive AI increasingly depends on on-device learning systems that deliver low-latency and energy-efficient computation under strict resource constraints. Liquid State Machines (LSMs) offer a promising approach for low-power temporal…

Machine Learning · Computer Science 2026-01-09 Zain Iqbal , Lorenzo Valerio

Offline Reinforcement Learning (RL) learns optimal policies from fixed datasets, training a policy once and deploying it at inference time without further refinement. Inspired by model predictive control (MPC), we introduce an inference…

Machine Learning · Computer Science 2026-05-21 Rohan Deb , Stephen J. Wright , Arindam Banerjee

Large language models (LLMs) excel at mathematical reasoning and logical problem-solving. The current popular training paradigms primarily use supervised fine-tuning (SFT) and reinforcement learning (RL) to enhance the models' reasoning…

Machine Learning · Computer Science 2025-08-05 Jack Chen , Fazhong Liu , Naruto Liu , Yuhan Luo , Erqu Qin , Harry Zheng , Tian Dong , Haojin Zhu , Yan Meng , Xiao Wang

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

Combining quantum computing techniques in the form of amplitude amplification with classical reinforcement learning has led to the so-called "hybrid agent for quantum-accessible reinforcement learning", which achieves a quadratic speedup in…

Quantum Physics · Physics 2025-07-03 Oliver Sefrin , Manuel Radons , Lars Simon , Sabine Wölk

Unsupervised zero-shot reinforcement learning (RL) has emerged as a powerful paradigm for pretraining behavioral foundation models (BFMs), enabling agents to solve a wide range of downstream tasks specified via reward functions in a…

Optimal decision making with limited or no information in stochastic environments where multiple agents interact is a challenging topic in the realm of artificial intelligence. Reinforcement learning (RL) is a popular approach for arriving…

Machine Learning · Computer Science 2019-01-08 Roi Ceren

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Although safety stock optimisation has been studied for more than 60 years, most companies still use simplistic means to calculate necessary safety stock levels, partly due to the mismatch between existing analytical methods' emphases on…

Multiagent Systems · Computer Science 2021-07-05 Edward Elson Kosasih , Alexandra Brintrup

Reinforcement learning (RL) excels in various applications but struggles in dynamic environments where the underlying Markov decision process evolves. Continual reinforcement learning (CRL) enables RL agents to continually learn and adapt…

Machine Learning · Computer Science 2025-12-23 Xue Yang , Michael Schukat , Junlin Lu , Patrick Mannion , Karl Mason , Enda Howley

Recently, Offline Reinforcement Learning (RL) has achieved remarkable progress with the emergence of various algorithms and datasets. However, these methods usually focus on algorithmic advancements, ignoring that many low-level…

Machine Learning · Computer Science 2023-06-02 Bingyi Kang , Xiao Ma , Yirui Wang , Yang Yue , Shuicheng Yan

One of the ambitious goals of artificial intelligence is to build a machine that outperforms human intelligence, even if limited knowledge and data are provided. Reinforcement Learning (RL) provides one such possibility to reach this goal.…

Mesoscale and Nanoscale Physics · Physics 2018-05-31 Xiao-Ming Zhang , Zi-Wei Cui , Xin Wang , Man-Hong Yung

Design time uncertainty poses an important challenge when developing a self-adaptive system. As an example, defining how the system should adapt when facing a new environment state, requires understanding the precise effect of an…

Machine Learning · Computer Science 2022-10-13 Felix Feit , Andreas Metzger , Klaus Pohl