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In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

Machine Learning · Computer Science 2024-10-15 Jaehyun Park , Junyeop Kwon , Dabeen Lee

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Real-world tasks are often highly structured. Hierarchical reinforcement learning (HRL) has attracted research interest as an approach for leveraging the hierarchical structure of a given task in reinforcement learning (RL). However,…

Machine Learning · Computer Science 2019-03-08 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

Reinforcement learning agents that operate in diverse and complex environments can benefit from the structured decomposition of their behavior. Often, this is addressed in the context of hierarchical reinforcement learning, where the aim is…

Machine Learning · Computer Science 2019-06-26 Anirudh Goyal , Shagun Sodhani , Jonathan Binas , Xue Bin Peng , Sergey Levine , Yoshua Bengio

This paper introduces Meta-Q-Learning (MQL), a new off-policy algorithm for meta-Reinforcement Learning (meta-RL). MQL builds upon three simple ideas. First, we show that Q-learning is competitive with state-of-the-art meta-RL algorithms if…

Machine Learning · Computer Science 2020-04-07 Rasool Fakoor , Pratik Chaudhari , Stefano Soatto , Alexander J. Smola

We propose RUDDER, a novel reinforcement learning approach for delayed rewards in finite Markov decision processes (MDPs). In MDPs the Q-values are equal to the expected immediate reward plus the expected future rewards. The latter are…

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

Learning interpretable and transferable subpolicies and performing task decomposition from a single, complex task is difficult. Some traditional hierarchical reinforcement learning techniques enforce this decomposition in a top-down manner,…

Machine Learning · Computer Science 2019-03-06 Bohan Wu , Jayesh K. Gupta , Mykel J. Kochenderfer

Following the pivotal success of learning strategies to win at tasks, solely by interacting with an environment without any supervision, agents have gained the ability to make sequential decisions in complex MDPs. Yet, reinforcement…

Machine Learning · Computer Science 2026-03-18 Ezgi Korkmaz

In spite of the large literature on reinforcement learning (RL) algorithms for partially observable Markov decision processes (POMDPs), a complete theoretical understanding is still lacking. In a partially observable setting, the history of…

Machine Learning · Computer Science 2023-06-12 Erfan Seyedsalehi , Nima Akbarzadeh , Amit Sinha , Aditya Mahajan

Inverse reinforcement learning is the problem of inferring a reward function from an optimal policy or demonstrations by an expert. In this work, it is assumed that the reward is expressed as a reward machine whose transitions depend on…

Machine Learning · Computer Science 2025-10-23 Mohamad Louai Shehab , Antoine Aspeel , Necmiye Ozay

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

Machine Learning · Computer Science 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu