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Deep Reinforcement Learning has shown its ability in solving complicated problems directly from high-dimensional observations. However, in end-to-end settings, Reinforcement Learning algorithms are not sample-efficient and requires long…

Machine Learning · Computer Science 2021-07-06 Nicolò Botteghi , Mannes Poel , Beril Sirmacek , Christoph Brune

This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…

Machine Learning · Computer Science 2022-05-05 Lorenzo Steccanella , Anders Jonsson

Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Machine Learning · Computer Science 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

This paper tackles the problem of learning value functions from undirected state-only experience (state transitions without action labels i.e. (s,s',r) tuples). We first theoretically characterize the applicability of Q-learning in this…

Machine Learning · Computer Science 2022-04-27 Matthew Chang , Arjun Gupta , Saurabh Gupta

This paper presents the first model-free, simulator-free reinforcement learning algorithm for Constrained Markov Decision Processes (CMDPs) with sublinear regret and zero constraint violation. The algorithm is named Triple-Q because it…

Machine Learning · Computer Science 2021-10-26 Honghao Wei , Xin Liu , Lei Ying

Value function factorization has achieved great success in multi-agent reinforcement learning by optimizing joint action-value functions through the maximization of factorized per-agent utilities. To ensure Individual-Global-Maximum…

Multiagent Systems · Computer Science 2023-12-27 Huiqun Li , Hanhan Zhou , Yifei Zou , Dongxiao Yu , Tian Lan

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

Machine Learning · Computer Science 2019-06-21 Francis Bach

Value function decomposition is becoming a popular rule of thumb for scaling up multi-agent reinforcement learning (MARL) in cooperative games. For such a decomposition rule to hold, the assumption of the individual-global max (IGM)…

Machine Learning · Computer Science 2022-02-17 Zehao Dou , Jakub Grudzien Kuba , Yaodong Yang

This paper addresses a fundamental issue central to approximation methods for solving large Markov decision processes (MDPs): how to automatically learn the underlying representation for value function approximation? A novel theoretically…

Artificial Intelligence · Computer Science 2012-07-09 Sridhar Mahadevan

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

The transition kernel of a continuous-state-action Markov decision process (MDP) admits a natural tensor structure. This paper proposes a tensor-inspired unsupervised learning method to identify meaningful low-dimensional state and action…

Machine Learning · Statistics 2023-02-21 Chengzhuo Ni , Yaqi Duan , Munther Dahleh , Anru Zhang , Mengdi Wang

In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Meet Gandhi , Atreyee Kundu , Shalabh Bhatnagar

Reward decomposition is a critical problem in centralized training with decentralized execution~(CTDE) paradigm for multi-agent reinforcement learning. To take full advantage of global information, which exploits the states from all agents…

Machine Learning · Computer Science 2021-02-26 Jianzhun Shao , Hongchang Zhang , Yuhang Jiang , Shuncheng He , Xiangyang Ji

In recent years, reinforcement learning has achieved many remarkable successes due to the growing adoption of deep learning techniques and the rapid growth in computing power. Nevertheless, it is well-known that flat reinforcement learning…

Artificial Intelligence · Computer Science 2024-10-30 Le Pham Tuyen , Ngo Anh Vien , Abu Layek , TaeChoong Chung

We revisit offline reinforcement learning on episodic time-homogeneous Markov Decision Processes (MDP). For tabular MDP with $S$ states and $A$ actions, or linear MDP with anchor points and feature dimension $d$, given the collected $K$…

Machine Learning · Statistics 2022-02-11 Tongzheng Ren , Jialian Li , Bo Dai , Simon S. Du , Sujay Sanghavi
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