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In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The purpose of distributional TD learning is to estimate the return distribution of a…

Machine Learning · Statistics 2025-11-18 Kaicheng Jin , Yang Peng , Jiansheng Yang , Zhihua Zhang

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

There has recently been an increased interest in reinforcement learning for nonlinear control problems. However standard reinforcement learning algorithms can often struggle even on seemingly simple set-point control problems. This paper…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Ruoqi Zhang , Per Mattsson , Torbjörn Wigren

This paper studies offline reinforcement learning with linear function approximation in a setting with decision-theoretic, but not estimation sparsity. The structural restrictions of the data-generating process presume that the transitions…

Machine Learning · Statistics 2024-01-24 Angela Zhou

This works handles the inverse reinforcement learning problem in high-dimensional state spaces, which relies on an efficient solution of model-based high-dimensional reinforcement learning problems. To solve the computationally expensive…

Machine Learning · Computer Science 2017-08-28 Kun Li , Joel W. Burdick

Although duality is used extensively in certain fields, such as supervised learning in machine learning, it has been much less explored in others, such as reinforcement learning (RL). In this paper, we show how duality is involved in a…

Machine Learning · Computer Science 2020-07-28 Pranay Pasula

$Q$-learning with function approximation is one of the most popular methods in reinforcement learning. Though the idea of using function approximation was proposed at least 60 years ago, even in the simplest setup, i.e, approximating…

Machine Learning · Computer Science 2019-11-05 Simon S. Du , Yuping Luo , Ruosong Wang , Hanrui Zhang

Nonlinear filtering problems are encountered in many applications, and one solution approach is the extended Kalman filter, which is not always convergent. Therefore, it is crucial to identify conditions under which the extended Kalman…

Probability · Mathematics 2026-03-24 Ibrahim Mbouandi Njiasse , Florent Ouabo Kamkumo , Ralf Wunderlich

We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to Mean Field Game (MFG) or Mean Field Control (MFC) problems…

Optimization and Control · Mathematics 2024-05-02 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.\ data, where a single sample trajectory is…

Machine Learning · Computer Science 2019-11-20 Shaofeng Zou , Tengyu Xu , Yingbin Liang

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

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

Recent advances in applying reinforcement learning (RL) to large language models (LLMs) have led to substantial progress. In particular, a series of remarkable yet often counterintuitive phenomena have been reported in LLMs, exhibiting…

Machine Learning · Computer Science 2025-09-03 Haoze Wu , Cheng Wang , Wenshuo Zhao , Junxian He

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

Artificial Intelligence · Computer Science 2025-07-08 Saksham Sahai Srivastava , Vaneet Aggarwal

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng

Asynchronous stochastic approximations (SAs) are an important class of model-free algorithms, tools and techniques that are popular in multi-agent and distributed control scenarios. To counter Bellman's curse of dimensionality, such…

Optimization and Control · Mathematics 2019-05-03 Arunselvan Ramaswamy , Shalabh Bhatnagar , Daniel E. Quevedo

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…

Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular,…

Optimization and Control · Mathematics 2022-05-25 Eloïse Berthier , Ziad Kobeissi , Francis Bach

Reinforcement Learning (RL) is a widely employed machine learning architecture that has been applied to a variety of control problems. However, applications in safety-critical domains require a systematic and formal approach to specifying…

Machine Learning · Computer Science 2023-06-07 Hosein Hasanbeig , Daniel Kroening , Alessandro Abate

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

Artificial Intelligence · Computer Science 2025-02-11 Jiachen Xi , Alfredo Garcia , Petar Momcilovic