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Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

One of the challenges in applying reinforcement learning in a complex real-world environment lies in providing the agent with a sufficiently detailed reward function. Any misalignment between the reward and the desired behavior can result…

Machine Learning · Computer Science 2025-10-24 Neta Glazer , Aviv Navon , Aviv Shamsian , Ethan Fetaya

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

Machine Learning · Computer Science 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

Optimization and Control · Mathematics 2016-06-21 Samantha Hansen

One obstacle to applying reinforcement learning algorithms to real-world problems is the lack of suitable reward functions. Designing such reward functions is difficult in part because the user only has an implicit understanding of the task…

Machine Learning · Computer Science 2018-11-20 Jan Leike , David Krueger , Tom Everitt , Miljan Martic , Vishal Maini , Shane Legg

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

The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify properties of the post-change behavior. It is shown in this…

Optimization and Control · Mathematics 2024-09-16 Austin Cooper , Sean Meyn

Temporal-difference (TD) learning is highly effective at controlling and evaluating an agent's long-term outcomes. Most approaches in this paradigm implement a semi-gradient update to boost the learning speed, which consists of ignoring the…

Machine Learning · Computer Science 2026-05-15 Théo Vincent , Kevin Gerhardt , Yogesh Tripathi , Habib Maraqten , Adam White , Martha White , Jan Peters , Carlo D'Eramo

Incorporating high-level knowledge is an effective way to expedite reinforcement learning (RL), especially for complex tasks with sparse rewards. We investigate an RL problem where the high-level knowledge is in the form of reward machines,…

Artificial Intelligence · Computer Science 2022-02-10 Zhe Xu , Ivan Gavran , Yousef Ahmad , Rupak Majumdar , Daniel Neider , Ufuk Topcu , Bo Wu

Inverse reinforcement learning (IRL) learns a reward function and a corresponding policy that best fit the demonstration data of an expert. However, in the current IRL setting, the learner is isolated from the expert and can only passively…

Machine Learning · Computer Science 2026-05-12 Yue Mao , Shicheng Liu , Siyuan Xu , Minghui Zhu

In many sequential decision-making problems (e.g., robotics control, game playing, sequential prediction), human or expert data is available containing useful information about the task. However, imitation learning (IL) from a small amount…

Machine Learning · Computer Science 2022-11-04 Divyansh Garg , Shuvam Chakraborty , Chris Cundy , Jiaming Song , Matthieu Geist , Stefano Ermon

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

We propose a new framework for imitation learning -- treating imitation as a two-player ranking-based game between a policy and a reward. In this game, the reward agent learns to satisfy pairwise performance rankings between behaviors,…

Machine Learning · Computer Science 2023-01-18 Harshit Sikchi , Akanksha Saran , Wonjoon Goo , Scott Niekum

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get…

Machine Learning · Computer Science 2020-01-13 Kai Jiang , XiaoLong Qin

We prove Wasserstein inverse reinforcement learning enables the learner's reward values to imitate the expert's reward values in a finite iteration for multi-objective optimizations. Moreover, we prove Wasserstein inverse reinforcement…

Machine Learning · Computer Science 2023-05-19 Akira Kitaoka , Riki Eto

Inverse reinforcement learning attempts to reconstruct the reward function in a Markov decision problem, using observations of agent actions. As already observed in Russell [1998] the problem is ill-posed, and the reward function is not…

Machine Learning · Computer Science 2021-11-09 Haoyang Cao , Samuel N. Cohen , Lukasz Szpruch

Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…

Machine Learning · Computer Science 2023-04-26 Alberto Maria Metelli , Filippo Lazzati , Marcello Restelli

Agents that can learn to imitate given video observation -- \emph{without direct access to state or action information} are more applicable to learning in the natural world. However, formulating a reinforcement learning (RL) agent that…

Machine Learning · Computer Science 2023-07-14 Glen Berseth , Florian Golemo , Christopher Pal

In this paper, we study the problem of obtaining a control policy that can mimic and then outperform expert demonstrations in Markov decision processes where the reward function is unknown to the learning agent. One main relevant approach…

Machine Learning · Computer Science 2020-09-24 Feng Tao , Yongcan Cao

In this study, we consider the application of max-plus-linear approximators for Q-function in offline reinforcement learning of discounted Markov decision processes. In particular, we incorporate these approximators to propose novel fitted…

Optimization and Control · Mathematics 2025-03-11 Y. Liu , M. A. S. Kolarijani