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This paper studies the continuous-time reinforcement learning for stochastic singular control with the application to an infinite-horizon irreversible reinsurance problems. The singular control is equivalently characterized as a pair of…

最优化与控制 · 数学 2025-12-03 Zongxia Liang , Xiaodong Luo , Xiang Yu

The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…

机器学习 · 计算机科学 2025-10-06 Heyang Zhao , Jiafan He , Quanquan Gu

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

最优化与控制 · 数学 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

机器学习 · 统计学 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Model-free reinforcement learning (RL) is a powerful, general tool for learning complex behaviors. However, its sample efficiency is often impractically large for solving challenging real-world problems, even with off-policy algorithms such…

机器学习 · 计算机科学 2020-02-25 Vitchyr Pong , Shixiang Gu , Murtaza Dalal , Sergey Levine

In this paper we propose a framework towards achieving two intertwined objectives: (i) equipping reinforcement learning with active exploration and deliberate information gathering, such that it regulates state and parameter uncertainties…

机器学习 · 计算机科学 2024-09-10 Mohammad S. Ramadan , Mahmoud A. Hayajnh , Michael T. Tolley , Kyriakos G. Vamvoudakis

Model-free control based on the idea of Reinforcement Learning is a promising approach that has recently gained extensive attention. However, Reinforcement-Learning-based control methods solely focus on the regulation problem or learn to…

系统与控制 · 电气工程与系统科学 2019-12-02 Florian Köpf , Johannes Westermann , Michael Flad , Sören Hohmann

We propose a model-based reinforcement learning (RL) approach for noisy time-dependent gate optimization with improved sample complexity over model-free RL. Sample complexity is the number of controller interactions with the physical…

Incomplete knowledge of the environment leads an agent to make decisions under uncertainty. One of the major dilemmas in Reinforcement Learning (RL) where an autonomous agent has to balance two contrasting needs in making its decisions is:…

机器学习 · 统计学 2024-02-21 Valentina Zangirolami , Matteo Borrotti

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

机器学习 · 计算机科学 2021-11-18 Ying Fan , Yifei Ming

We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

机器学习 · 计算机科学 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu

Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…

机器学习 · 计算机科学 2023-07-25 Hoai-An Nguyen , Ching-An Cheng

Reinforcement learning is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

机器学习 · 计算机科学 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications, fundamental questions about inference and error…

机器学习 · 计算机科学 2022-12-06 YI Zhu , Jing Dong , Henry Lam

In this paper, we propose a model-free adaptive learning solution for a model-following control problem. This approach employs policy iteration, to find an optimal adaptive control solution. It utilizes a moving finite-horizon of…

系统与控制 · 电气工程与系统科学 2023-02-07 Mohammed I. Abouheaf , Hashim A. Hashim , Mohammad A. Mayyas , Kyriakos G. Vamvoudakis

Unsupervised reinforcement learning (URL) aims to pre-train agents by exploring diverse states or skills in reward-free environments, facilitating efficient adaptation to downstream tasks. As the agent cannot access extrinsic rewards during…

机器学习 · 计算机科学 2025-05-19 Chengyang Ying , Huayu Chen , Xinning Zhou , Zhongkai Hao , Hang Su , Jun Zhu

Reasoning large language models (LLMs) excel in complex tasks, which has drawn significant attention to reinforcement learning (RL) for LLMs. However, existing approaches allocate an equal number of rollouts to all questions during the RL…

机器学习 · 计算机科学 2025-10-21 Mengqi Liao , Xiangyu Xi , Ruinian Chen , Jia Leng , Yangen Hu , Ke Zeng , Shuai Liu , Huaiyu Wan

This paper presents a model-free reinforcement learning (RL) algorithm to synthesize a control policy that maximizes the satisfaction probability of linear temporal logic (LTL) specifications. Due to the consideration of environment and…

形式语言与自动机理论 · 计算机科学 2022-01-04 Mingyu Cai , Shaoping Xiao , Baoluo Li , Zhiliang Li , Zhen Kan

Recent trends in Reinforcement Learning (RL) highlight the need for agents to learn from reward-free interactions and alternative supervision signals, such as unlabeled or incomplete demonstrations, rather than relying solely on explicit…

机器学习 · 计算机科学 2025-07-22 Elias Malomgré , Pieter Simoens

While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…