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Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…

Machine Learning · Computer Science 2023-03-07 Ted Moskovitz , Brendan O'Donoghue , Vivek Veeriah , Sebastian Flennerhag , Satinder Singh , Tom Zahavy

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

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu

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

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

When data is scarce or mistakes are costly, average-case metrics fall short. What a practitioner needs is a guarantee: with probability at least $1-\delta$, the learned policy is $\varepsilon$-close to optimal after $N$ episodes. This is…

Machine Learning · Computer Science 2026-03-03 Joshua Steier

Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…

Machine Learning · Computer Science 2020-07-27 Shengpu Tang , Aditya Modi , Michael W. Sjoding , Jenna Wiens

Function approximation has enabled remarkable advances in applying reinforcement learning (RL) techniques in environments with high-dimensional inputs, such as images, in an end-to-end fashion, mapping such inputs directly to low-level…

Machine Learning · Computer Science 2023-01-02 Junlin Wu , Hussein Sibai , Yevgeniy Vorobeychik

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

Machine Learning · Computer Science 2025-11-12 Debamita Ghosh , George K. Atia , Yue Wang

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…