Stochastic approximation (SA) is a fundamental iterative framework with broad applications in reinforcement learning and optimization. Classical analyses typically rely on martingale difference or Markov noise with bounded second moments, but many practical settings, including finance and communications, frequently encounter heavy-tailed and long-range dependent (LRD) noise. In this work, we study SA for finding the root of a strongly monotone operator under these non-classical noise models. We establish the first finite-time moment bounds in both settings, providing explicit convergence rates that quantify the impact of heavy tails and temporal dependence. Our analysis employs a noise-averaging argument that regularizes the impact of noise without modifying the iteration. Finally, we apply our general framework to stochastic gradient descent (SGD) and gradient play, and corroborate our finite-time analysis through numerical experiments.

Precision medicine aims to tailor therapeutic decisions to individual patient characteristics. This objective is commonly formalized through dynamic treatment regimes, which use statistical and machine learning methods to derive sequential decision rules adapted to evolving clinical information. In most existing formulations, these approaches produce a single optimal treatment at each stage, leading to a unique decision sequence. However, in many clinical settings, several treatment options may yield similar expected outcomes, and focusing on a single optimal policy may conceal meaningful alternatives. We extend the Q-learning framework for retrospective data by introducing a worst-value tolerance criterion controlled by a hyperparameter $\varepsilon$, which specifies the maximum acceptable deviation from the optimal expected value. Rather than identifying a single optimal policy, the proposed approach constructs sets of $\varepsilon$-optimal policies whose performance remains within a controlled neighborhood of the optimum. This formulation shifts Q-learning from a vector-valued representation to a matrix-valued one, allowing multiple admissible value functions to coexist during backward recursion. The approach yields families of near-equivalent treatment strategies and explicitly identifies regions of treatment indifference where several decisions achieve comparable outcomes. We illustrate the framework in two settings: a single-stage problem highlighting indifference regions around the decision boundary, and a multi-stage decision process based on a simulated oncology model describing tumor size and treatment toxicity dynamics.

This paper proposes REFUEL, a reinforcement learning method with two techniques: reward shapingand feature rebuilding, to improve the performance of online symptom checking for disease diagnosis.

We introduce DynaMITE-RL, a meta-reinforcement learning (meta-RL) approach to approximate inference in environments where the latent state evolves at varying rates. We model episode sessions---parts of the episode where the latent state is fixed---and propose three key modifications to existing meta-RL methods: (i) consistency of latent information within sessions, (ii) session masking, and (iii) prior latent conditioning. We demonstrate the importance of these modifications in various domains, ranging from discrete Gridworld environments to continuous-control and simulated robot assistive tasks, illustrating the efficacy of DynaMITE-RL over state-of-the-art baselines in both online and offline RL settings.

In recent years, significant progress has been made in multi-objective reinforcement learning (RL) research, which aims to balance multiple objectives by incorporating preferences for each objective. In most existing studies, specific preferences must be provided during deployment to indicate the desired policies explicitly. However, designing these preferences depends heavily on human prior knowledge, which is typically obtained through extensive observation of high-performing demonstrations with expected behaviors. In this work, we propose a simple yet effective offline adaptation framework for multi-objective RL problems without assuming handcrafted target preferences, but only given several demonstrations to implicitly indicate the preferences of expected policies. Additionally, we demonstrate that our framework can naturally be extended to meet constraints on safety-critical objectives by utilizing safe demonstrations, even when the safety thresholds are unknown. Empirical results on offline multi-objective and safe tasks demonstrate the capability of our framework to infer policies that align with real preferences while meeting the constraints implied by the provided demonstrations.

In many reinforcement learning (RL) applications, incorporating heuristic rewards alongside the task reward is crucial for achieving desirable performance. Heuristics encode prior human knowledge about how a task should be done, providing valuable hints for RL algorithms. However, such hints may not be optimal, limiting the performance of learned policies. The currently established way of using heuristics is to modify the heuristic reward in a manner that ensures that the optimal policy learned with it remains the same as the optimal policy for the task reward (i.e., optimal policy invariance). However, these methods often fail in practical scenarios with limited training data. We found that while optimal policy invariance ensures convergence to the best policy based on task rewards, it doesn't guarantee better performance than policies trained with biased heuristics under a finite data regime, which is impractical. In this paper, we introduce a new principle tailored for finite data settings. Instead of enforcing optimal policy invariance, we train a policy that combines task and heuristic rewards and ensures it outperforms the heuristic-trained policy. As such, we prevent policies from merely exploiting heuristic rewards without improving the task reward.

Real-world multi-agent scenarios often involve mixed motives, demanding altruistic agents capable of self-protection against potential exploitation. However, existing approaches often struggle to achieve both objectives. In this paper, based on that empathic responses are modulated by learned social relationships between agents, we propose LASE (**L**earning to balance **A**ltruism and **S**elf-interest based on **E**mpathy), a distributed multi-agent reinforcement learning algorithm that fosters altruistic cooperation through gifting while avoiding exploitation by other agents in mixed-motive games. LASE allocates a portion of its rewards to co-players as gifts, with this allocation adapting dynamically based on the social relationship --- a metric evaluating the friendliness of co-players estimated by counterfactual reasoning. In particular, social relationship measures each co-player by comparing the estimated $Q$-function of current joint action to a counterfactual baseline which marginalizes the co-player's action, with its action distribution inferred by a perspective-taking module. Comprehensive experiments are performed in spatially and temporally extended mixed-motive games, demonstrating LASE's ability to promote group collaboration without compromising fairness and its capacity to adapt policies to various types of interactive co-players.

Existing metrics for reinforcement learning (RL) such as regret, PAC bounds, or uniform-PAC (Dann et al., 2017), typically evaluate the cumulative performance, while allowing the play of an arbitrarily bad policy at any finite time t. Such a behavior can be highly detrimental in high-stakes applications. This paper introduces a stronger metric, uniform last-iterate (ULI) guarantee, capturing both cumulative and instantaneous performance of RL algorithms. Specifically, ULI characterizes the instantaneous performance since it ensures that the per-round suboptimality of the played policy is bounded by a function, monotonically decreasing w.r.t.

The wind farm control problem is challenging, since conventional model-based control strategies require tractable models of complex aerodynamical interactions between the turbines and suffer from the curse of dimension when the number of turbines increases. Recently, model-free and multi-agent reinforcement learning approaches have been used to address this challenge. In this article, we introduce WFCRL (Wind Farm Control with Reinforcement Learning), the first suite of multi-agent reinforcement learning environments for the wind farm control problem. WFCRL frames a cooperative Multi-Agent Reinforcement Learning (MARL) problem: each turbine is an agent and can learn to adjust its yaw, pitch or torque to maximize the common objective (e.g. the total power production of the farm). WFCRL also offers turbine load observations that will allow to optimize the farm performance while limiting turbine structural damages. Interfaces with two state-of-the-art farm simulators are implemented in WFCRL: a static simulator (Floris) and a dynamic simulator (FAST.farm). For each simulator, $10$ wind layouts are provided, including $5$ real wind farms. Two state-of-the-art online MARL algorithms are implemented to illustrate the scaling challenges. As learning online on FAST.Farm is highly time-consuming, WFCRL offers the possibility of designing transfer learning strategies from Floris to FAST.Farm.

Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying (``latent'') dynamics are comparatively simple. However, beyond restrictive settings such as tabular latent dynamics, the fundamental statistical requirements and algorithmic principles for are poorly understood. This paper addresses the question of reinforcement learning under from a statistical and algorithmic perspective. On the statistical side, our main negativeresult shows that well-studied settings for reinforcement learning with function approximation become intractable when composed with rich observations; we complement this with a positive result, identifying as ageneral condition that enables statistical tractability. Algorithmically, we develop provably efficient reductions ---that is, reductions that transform an arbitrary algorithm for the latent MDP into an algorithm that can operate on rich observations--- in two settings: one where the agent has access to hindsightobservations of the latent dynamics (Lee et al., 2023) and onewhere the agent can estimate latent models (Schwarzer et al., 2020). Together, our results serve as a first step toward a unified statistical and algorithmic theory forreinforcement learning under latent dynamics.