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相关论文: Finite Horizon Q-learning: Stability, Convergence,…

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We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

机器学习 · 统计学 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

机器学习 · 计算机科学 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

机器学习 · 计算机科学 2023-01-18 Xian Yu , Siqian Shen

In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…

机器学习 · 计算机科学 2026-02-04 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

最优化与控制 · 数学 2022-06-07 Hyeong Soo Chang

This paper analyzes reinforcement learning (RL) algorithms for Markov decision processes (MDPs) under the average-reward criterion. We focus on Q-learning algorithms based on relative value iteration (RVI), which are model-free stochastic…

机器学习 · 计算机科学 2024-08-30 Yi Wan , Huizhen Yu , Richard S. Sutton

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

机器学习 · 计算机科学 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

Average-reward reinforcement learning offers a principled framework for long-term decision-making by maximizing the mean reward per time step. Although Q-learning is a widely used model-free algorithm with established sample complexity in…

机器学习 · 统计学 2026-01-21 Yuchen Jiao , Jiin Woo , Gen Li , Gauri Joshi , Yuejie Chi

Reinforcement learning is a popular machine learning paradigm which can find near optimal solutions to complex problems. Most often, these procedures involve function approximation using neural networks with gradient based updates to…

神经与进化计算 · 计算机科学 2020-06-05 Callum Wilson , Annalisa Riccardi , Edmondo Minisci

Higher-dimensional quantum systems, such as qudits, offer architectural and algorithmic advantages over qubits, but their increased spectral crowding and limited controllability render high-fidelity quantum gates particularly challenging.…

量子物理 · 物理学 2026-04-23 Amine Jaouadi , Sahel Ashhab

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…

统计方法学 · 统计学 2020-03-30 Ashkan Ertefaie , James R. McKay , David Oslin , Robert L. Strawderman

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

机器学习 · 计算机科学 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

Time-critical data aggregation in Internet of Things (IoT) networks demands efficient, collision-free scheduling to minimize latency for applications like smart cities and industrial automation. Traditional heuristic methods, with two-phase…

网络与互联网体系结构 · 计算机科学 2025-11-25 Van-Vi Vo , Tien-Dung Nguyen , Duc-Tai Le , Hyunseung Choo

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

机器学习 · 计算机科学 2025-12-03 Zhizuo Chen , Theodore T. Allen

A scalable and resource-efficient quantum reinforcement learning framework is presented that eliminates the linear qubit-scaling barrier in multi-step quantum Markov decision processes (QMDPs). The proposed framework integrates a QMDP…

量子物理 · 物理学 2026-04-23 Thet Htar Su , Shaswot Shresthamali , Masaaki Kondo

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

机器学习 · 计算机科学 2025-03-25 Mohsen Amiri , Sindri Magnússon

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

机器学习 · 计算机科学 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

The field of quickest change detection (QCD) focuses on the design and analysis of online algorithms that estimate the time at which a significant event occurs. In this paper, design and analysis are cast in a Bayesian framework, where QCD…

最优化与控制 · 数学 2025-12-30 Austin Cooper , Sean Meyn

Asynchronous Q-learning aims to learn the optimal action-value function (or Q-function) of a Markov decision process (MDP), based on a single trajectory of Markovian samples induced by a behavior policy. Focusing on a $\gamma$-discounted…

机器学习 · 计算机科学 2022-09-13 Gen Li , Yuting Wei , Yuejie Chi , Yuantao Gu , Yuxin Chen

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

机器学习 · 计算机科学 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal