Continuous-Time Model-Based Reinforcement Learning
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Abstract (arXiv)
Model-based reinforcement learning (MBRL) approaches rely on discrete-time state transition models whereas physical systems and the vast majority of control tasks operate in continuous-time. To avoid time-discretization approximation of the underlying process, we propose a continuous-time MBRL framework based on a novel actor-critic method. Our approach also infers the unknown state evolution differentials with Bayesian neural ordinary differential equations (ODE) to account for epistemic uncertainty. We implement and test our method on a new ODE-RL suite that explicitly solves continuous-time control systems. Our experiments illustrate that the model is robust against irregular and noisy data, is sample-efficient, and can solve control problems which pose challenges to discrete-time MBRL methods.
Key facts. Cited by 39 papers in the map (data through 7 Oct 2026). Builds on 38 of its 68 references that are in the map. First posted on arXiv 9 Feb 2021.
Builds on
38 of 68 references.
References · 38
- 2014Adam: A Method for Stochastic Optimizationcited by 36,960
- 2019PyTorch: An Imperative Style, High-Performance Deep Learning Librarycited by 20,160
- 2017Proximal Policy Optimization Algorithmscited by 14,441
- 2018Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actorcited by 4,635
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Citing papers per year: 2021: 2; 2022: 10; 2023: 8; 2024: 7; 2025: 8; 2026: 4.
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- 2021Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithmscited by 76
- 2022Bellman Meets Hawkes: Model-Based Reinforcement Learning via Temporal Point Processescited by 23
- 2023Efficient Exploration in Continuous-time Model-based Reinforcement Learningcited by 21
- 2023Robustifying State-space Models for Long Sequences via Approximate Diagonalizationcited by 18
- 2024Tuning Frequency Bias of State Space Modelscited by 16
- 2022Neural Differential Equations for Learning to Program Neural Nets Through Continuous Learning Rulescited by 15
- 2022Dynamic Decision Frequency with Continuous Optionscited by 11
- 2023Neural Laplace Control for Continuous-time Delayed Systemscited by 10
- 2024When to Sense and Control? A Time-adaptive Approach for Continuous-Time RLcited by 9
- 2025Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learningcited by 9
- 2024CL-DiffPhyCon: Closed-loop Diffusion Control of Complex Physical Systemscited by 8
- 2023Learning Energy Conserving Dynamics Efficiently with Hamiltonian Gaussian Processescited by 6
27 more
- 2023ODE-based Recurrent Model-free Reinforcement Learning for POMDPscited by 6
- 2022Learning Interacting Dynamical Systems with Latent Gaussian Process ODEscited by 5
- 2022Temporal Difference Learning with Continuous Time and State in the Stochastic Settingcited by 4
- 2022Neural ODEs as Feedback Policies for Nonlinear Optimal Controlcited by 4
- 2023Data-driven optimal stopping: A pure exploration analysiscited by 3
- 2025Optimal Control of Probabilistic Dynamics Models via Mean Hamiltonian Minimizationcited by 3
- 2025A Temporal Difference Method for Stochastic Continuous Dynamicscited by 3
- 2022Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Modelscited by 2
- 2022Adaptive Asynchronous Control Using Meta-learned Neural Ordinary Differential Equationscited by 2
- 2024Physics-Informed Model and Hybrid Planning for Efficient Dyna-Style Reinforcement Learningcited by 2
- 2024Model-based Policy Optimization using Symbolic World Modelcited by 2
- 2025Sample and Computationally Efficient Continuous-Time Reinforcement Learning with General Function Approximationcited by 2
- 2025Continuous-Time Value Iteration for Multi-Agent Reinforcement Learningcited by 2
- 2021Characteristic Neural Ordinary Differential Equationscited by 1
- 2022Optimisation of Structured Neural Controller Based on Continuous-Time Policy Gradientcited by 1
- 2022Managing Temporal Resolution in Continuous Value Estimation: A Fundamental Trade-offcited by 1
- 2023CERiL: Continuous Event-based Reinforcement Learningcited by 1
- 2024Impact of Computation in Integral Reinforcement Learning for Continuous-Time Controlcited by 1
- 2024A Differential and Pointwise Control Approach to Reinforcement Learningcited by 1
- 2025Instance-Dependent Continuous-Time Reinforcement Learning via Maximum Likelihood Estimationcited by 1
- 2026Action Shapley: A Training Data Selection Metric for World Model in Reinforcement Learningcited by 1
- 2023Continuous-Time Reinforcement Learning: New Design Algorithms with Theoretical Insights and Performance Guaranteescited by 0
- 2025Learning non-Markovian Dynamical Systems with Signature-based Encoderscited by 0
- 2025AD-NODE: Adaptive Dynamics Learning with Neural ODEs for Mobile Robots Controlcited by 0
- 2026Learning to Bid in Repeated Second-Price Auctions with Dynamic Values and Aggregated Feedbackcited by 0
- 2026Interaction-Limited Safe Continuous-Time RL for Dynamical Medical Treatmentcited by 0
- 2026Temporal Self-Imitation Learningcited by 0
- 2026Temporal Self-Imitation Learning18 Jun 2026
- 2026Interaction-Limited Safe Continuous-Time RL for Dynamical Medical Treatment31 May 2026
- 2026Learning to Bid in Repeated Second-Price Auctions with Dynamic Values and Aggregated Feedback27 May 2026
- 2026Action Shapley: A Training Data Selection Metric for World Model in Reinforcement Learning15 Jan 2026
- 2025AD-NODE: Adaptive Dynamics Learning with Neural ODEs for Mobile Robots Control6 Oct 2025
- 2025Learning non-Markovian Dynamical Systems with Signature-based Encoders15 Sep 2025
- 2025Continuous-Time Value Iteration for Multi-Agent Reinforcement Learning11 Sep 2025
- 2025Instance-Dependent Continuous-Time Reinforcement Learning via Maximum Likelihood Estimation4 Aug 2025
- 2025A Temporal Difference Method for Stochastic Continuous Dynamics21 May 2025
- 2025Sample and Computationally Efficient Continuous-Time Reinforcement Learning with General Function Approximation20 May 2025
- 2025Optimal Control of Probabilistic Dynamics Models via Mean Hamiltonian Minimization3 Apr 2025
- 2025Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning13 Mar 2025
27 more
- 2024Tuning Frequency Bias of State Space Models2 Oct 2024
- 2024CL-DiffPhyCon: Closed-loop Diffusion Control of Complex Physical Systems31 Jul 2024
- 2024Model-based Policy Optimization using Symbolic World Model18 Jul 2024
- 2024Physics-Informed Model and Hybrid Planning for Efficient Dyna-Style Reinforcement Learning2 Jul 2024
- 2024When to Sense and Control? A Time-adaptive Approach for Continuous-Time RL3 Jun 2024
- 2024A Differential and Pointwise Control Approach to Reinforcement Learning24 Apr 2024
- 2024Impact of Computation in Integral Reinforcement Learning for Continuous-Time Control27 Feb 2024
- 2023Data-driven optimal stopping: A pure exploration analysis10 Dec 2023
- 2023Efficient Exploration in Continuous-time Model-based Reinforcement Learning30 Oct 2023
- 2023Robustifying State-space Models for Long Sequences via Approximate Diagonalization2 Oct 2023
- 2023ODE-based Recurrent Model-free Reinforcement Learning for POMDPs25 Sep 2023
- 2023Continuous-Time Reinforcement Learning: New Design Algorithms with Theoretical Insights and Performance Guarantees18 Jul 2023
- 2023Learning Energy Conserving Dynamics Efficiently with Hamiltonian Gaussian Processes3 Mar 2023
- 2023Neural Laplace Control for Continuous-time Delayed Systems24 Feb 2023
- 2023CERiL: Continuous Event-based Reinforcement Learning15 Feb 2023
- 2022Managing Temporal Resolution in Continuous Value Estimation: A Fundamental Trade-off17 Dec 2022
- 2022Dynamic Decision Frequency with Continuous Options6 Dec 2022
- 2022Neural ODEs as Feedback Policies for Nonlinear Optimal Control20 Oct 2022
- 2022Adaptive Asynchronous Control Using Meta-learned Neural Ordinary Differential Equations25 Jul 2022
- 2022Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Models14 Jun 2022
- 2022Neural Differential Equations for Learning to Program Neural Nets Through Continuous Learning Rules3 Jun 2022
- 2022Learning Interacting Dynamical Systems with Latent Gaussian Process ODEs24 May 2022
- 2022Temporal Difference Learning with Continuous Time and State in the Stochastic Setting16 Feb 2022
- 2022Bellman Meets Hawkes: Model-Based Reinforcement Learning via Temporal Point Processes29 Jan 2022
- 2022Optimisation of Structured Neural Controller Based on Continuous-Time Policy Gradient17 Jan 2022
- 2021Characteristic Neural Ordinary Differential Equations25 Nov 2021
- 2021Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms22 Nov 2021
- 2023Neural Laplace Control for Continuous-time Delayed Systemscited by 10
- 2026Temporal Self-Imitation Learningcited by 0
- 2026Temporal Self-Imitation Learning18 Jun 2026
- 2023Neural Laplace Control for Continuous-time Delayed Systems24 Feb 2023
- 2021Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithmscited by 76
- 2022Bellman Meets Hawkes: Model-Based Reinforcement Learning via Temporal Point Processescited by 23
- 2023Efficient Exploration in Continuous-time Model-based Reinforcement Learningcited by 21
- 2023Robustifying State-space Models for Long Sequences via Approximate Diagonalizationcited by 18
- 2024Tuning Frequency Bias of State Space Modelscited by 16
- 2022Neural Differential Equations for Learning to Program Neural Nets Through Continuous Learning Rulescited by 15
- 2022Dynamic Decision Frequency with Continuous Optionscited by 11
- 2024When to Sense and Control? A Time-adaptive Approach for Continuous-Time RLcited by 9
- 2025Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learningcited by 9
- 2023Learning Energy Conserving Dynamics Efficiently with Hamiltonian Gaussian Processescited by 6
- 2023ODE-based Recurrent Model-free Reinforcement Learning for POMDPscited by 6
- 2022Learning Interacting Dynamical Systems with Latent Gaussian Process ODEscited by 5
12 most cited of 34 All 34 (JSON)
- 2026Interaction-Limited Safe Continuous-Time RL for Dynamical Medical Treatment31 May 2026
- 2026Learning to Bid in Repeated Second-Price Auctions with Dynamic Values and Aggregated Feedback27 May 2026
- 2025AD-NODE: Adaptive Dynamics Learning with Neural ODEs for Mobile Robots Control6 Oct 2025
- 2025Learning non-Markovian Dynamical Systems with Signature-based Encoders15 Sep 2025
- 2025Continuous-Time Value Iteration for Multi-Agent Reinforcement Learning11 Sep 2025
- 2025Instance-Dependent Continuous-Time Reinforcement Learning via Maximum Likelihood Estimation4 Aug 2025
- 2025A Temporal Difference Method for Stochastic Continuous Dynamics21 May 2025
- 2025Sample and Computationally Efficient Continuous-Time Reinforcement Learning with General Function Approximation20 May 2025
- 2025Optimal Control of Probabilistic Dynamics Models via Mean Hamiltonian Minimization3 Apr 2025
- 2025Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning13 Mar 2025
- 2024Tuning Frequency Bias of State Space Models2 Oct 2024
- 2024Physics-Informed Model and Hybrid Planning for Efficient Dyna-Style Reinforcement Learning2 Jul 2024
12 newest of 34 All 34 (JSON)