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Related papers: Inverse Risk-Sensitive Reinforcement Learning

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In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

Machine Learning · Computer Science 2024-01-08 Nirjhar Das , Arpan Chattopadhyay

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

We propose a method for learning decision-makers' behavior in routing problems using Inverse Optimization (IO). The IO framework falls into the supervised learning category and builds on the premise that the target behavior is an optimizer…

Optimization and Control · Mathematics 2024-06-21 Pedro Zattoni Scroccaro , Piet van Beek , Peyman Mohajerin Esfahani , Bilge Atasoy

This paper proposes a safe reinforcement learning (RL) framework based on forward-invariance-induced action-space design. The control problem is cast as a Markov decision process, but instead of relying on runtime shielding or penalty-based…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Chieh Tsai , Muhammad Junayed Hasan Zahed , Salim Hariri , Hossein Rastgoftar

Complex planning and scheduling problems have long been solved using various optimization or heuristic approaches. In recent years, imitation learning that aims to learn from expert demonstrations has been proposed as a viable alternative…

Machine Learning · Computer Science 2024-05-24 Qian Shao , Pradeep Varakantham , Shih-Fen Cheng

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

In real world settings, numerous constraints are present which are hard to specify mathematically. However, for the real world deployment of reinforcement learning (RL), it is critical that RL agents are aware of these constraints, so that…

Machine Learning · Computer Science 2021-05-24 Usman Anwar , Shehryar Malik , Alireza Aghasi , Ali Ahmed

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement…

Machine Learning · Computer Science 2019-08-01 Lantao Yu , Jiaming Song , Stefano Ermon

We investigate a framework for robo-advisors to estimate non-expert clients' risk aversion using adaptive binary-choice questionnaires. We model risk aversion using cost functions and spectral risk measures in a static setting. We prove the…

Machine Learning · Statistics 2025-12-25 Ziteng Cheng , Anthony Coache , Sebastian Jaimungal

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

Machine Learning · Computer Science 2021-01-19 Vikram Krishnamurthy , George Yin

In recent years, the interest in leveraging quantum effects for enhancing machine learning tasks has significantly increased. Many algorithms speeding up supervised and unsupervised learning were established. The first framework in which…

Machine Learning · Computer Science 2020-11-13 Walter L. Boyajian , Jens Clausen , Lea M. Trenkwalder , Vedran Dunjko , Hans J. Briegel

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…

Artificial Intelligence · Computer Science 2019-07-10 Shuai Ma , Jia Yuan Yu , Ahmet Satir

We consider the problem of modeling trajectories of drivers in a road network from the perspective of inverse reinforcement learning. Cars are detected by sensors placed on sparsely distributed points on the street network of a city. As…

Artificial Intelligence · Computer Science 2024-01-22 Anselmo R. Pitombeira-Neto , Helano P. Santos , Ticiana L. Coelho da Silva , José Antonio F. de Macedo

We introduce a new framework that performs decision-making in reinforcement learning (RL) as an iterative reasoning process. We model agent behavior as the steady-state distribution of a parameterized reasoning Markov chain (RMC), optimized…

Machine Learning · Computer Science 2022-10-14 Edoardo Cetin , Oya Celiktutan

Recent advances in reinforcement learning have inspired increasing interest in learning user modeling adaptively through dynamic interactions, e.g., in reinforcement learning based recommender systems. Reward function is crucial for most of…

Machine Learning · Computer Science 2021-05-06 Xiaocong Chen , Lina Yao , Xianzhi Wang , Aixin Sun , Wenjie Zhang , Quan Z. Sheng

This paper surveys the field of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the field and a broad selection of…

Artificial Intelligence · Computer Science 2014-11-17 L. P. Kaelbling , M. L. Littman , A. W. Moore

This study addresses the challenges of dynamics and complexity in intelligent human-computer interaction and proposes a reinforcement learning-based optimization framework to improve long-term returns and overall experience. Human-computer…

Human-Computer Interaction · Computer Science 2025-11-03 Rui Liu , Yifan Zhuang , Runsheng Zhang