Paper:
Partially Observable Markov Decision Processes (POMDPs) are popular and flexible models for real-world decision-making applications that demand the information from past observations to make optimal decisions. Standard reinforcement learning algorithms for solving Markov Decision Processes (MDP) tasks are not applicable, as they cannot infer the unobserved states. In this paper, we propose a novel algorithm for POMDPs, named sequential variational soft Q-learning networks (SVQNs), which formalizes the inference of hidden states and maximum entropy reinforcement learning (MERL) under a unified graphical model and optimizes the two modules jointly. We further design a deep recurrent neural network to reduce the computational complexity of the algorithm. Experimental results show that SVQNs can utilize past information to help decision making for efficient inference, and outperforms other baselines on several challenging tasks. Our ablation study shows that SVQNs have the generalization ability over time and are robust to the disturbance of the observation.

Review:
This paper proposes a new sequential model-free Q-learning methodology for POMDPs that relies on variational autoencoders to represent the hidden state. The approach is generic, well-motivated and has  clear applicability in the presence of partial observability. The idea is to create a joint model for optimizing the hidden-state inference and planning jointly. For that reason variational inference is used to optimize the ELBO objective in this particular setting. All this is combined with a recurrent architecture that makes the whole process feasible and efficient.
The work is novel and it comes with the theoretical derivation of a variational lower bound for POMDPs in general. This intuition is exploited to create a VAE based recurrent architecture. One motivation comes from maximal entropy reinforcement learning (MERL), but which has the ad hoc objective of maximizing the policy entropy. On the other hand SVQN optimizes both a variational approximation of the policy and that of the hidden state. Here the rest terms of the ELBO objective can be approximated generatively and some of them are conditioned on the previous state which calls for a recurrent architecture. The other parts are modeled by a VAE.
The paper also explores two different recurrent models in this context: GRU and LSTM are both evaluated. Besides the nice theoretical derivation the paper presents compelling evidence by comparing this approach to competing approaches on four games of the flickering ATARI benchmark and outperforming the baselines significantly. Also both the GRU and LSTM version outperforms the baseline methods on various tasks of the VIZDoom benchmark as well.
In general, I find that this well written paper presents a significant progress in modelling POMDPS in a model-free manner with nice theoretical justification and compelling empirical evidence.