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The recent advancement of Large Language Models (LLMs) has established their potential as autonomous interactive agents. However, they often struggle in strategic games of incomplete information, such as bilateral price negotiation. In this…

Artificial Intelligence · Computer Science 2026-04-14 Shuze Daniel Liu , Claire Chen , Jiabao Sean Xiao , Lei Lei , Yuheng Zhang , Yisong Yue , David Simchi-Levi

Reinforcement learning is well suited for optimizing policies of recommender systems. Current solutions mostly focus on model-free approaches, which require frequent interactions with the real environment, and thus are expensive in model…

Machine Learning · Computer Science 2020-01-22 Xueying Bai , Jian Guan , Hongning Wang

We study the problem of training a principal in a multi-agent general-sum game using reinforcement learning (RL). Learning a robust principal policy requires anticipating the worst possible strategic responses of other agents, which is…

Machine Learning · Computer Science 2022-12-21 Eric Zhao , Alexander R. Trott , Caiming Xiong , Stephan Zheng

We present a user study to investigate the impact of explanations on non-experts' understanding of reinforcement learning (RL) agents. We investigate both a common RL visualization, saliency maps (the focus of attention), and a more recent…

A reinforcement learning (RL) control policy could fail in a new/perturbed environment that is different from the training environment, due to the presence of dynamic variations. For controlling systems with continuous state and action…

Robotics · Computer Science 2022-08-31 Y. Cheng , P. Zhao , F. Wang , D. J. Block , N. Hovakimyan

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Social learning is a key component of human and animal intelligence. By taking cues from the behavior of experts in their environment, social learners can acquire sophisticated behavior and rapidly adapt to new circumstances. This paper…

Machine Learning · Computer Science 2021-06-24 Kamal Ndousse , Douglas Eck , Sergey Levine , Natasha Jaques

Most existing policy learning solutions require the learning agents to receive high-quality supervision signals such as well-designed rewards in reinforcement learning (RL) or high-quality expert demonstrations in behavioral cloning (BC).…

Machine Learning · Computer Science 2021-11-03 Jingkang Wang , Hongyi Guo , Zhaowei Zhu , Yang Liu

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

Reinforcement learning (RL) policies are typically trained for fixed objectives, making reuse difficult when task requirements change. We study inference-time policy reuse: given a library of pre-trained policies and a new composite…

Machine Learning · Computer Science 2026-04-29 Ihor Vitenko , Noha Ibrahim , Sihem Amer-Yahia

While recent progress has spawned very powerful machine learning systems, those agents remain extremely specialized and fail to transfer the knowledge they gain to similar yet unseen tasks. In this paper, we study a simple reinforcement…

Machine Learning · Computer Science 2020-12-15 Remi Tachet , Philip Bachman , Harm van Seijen

Why do reinforcement learning (RL) policies fail or succeed? This is a challenging question due to the complex, high-dimensional nature of agent-environment interactions. In this work, we take a causal perspective on explaining the behavior…

Machine Learning · Statistics 2025-07-22 Armin Kekić , Jan Schneider , Dieter Büchler , Bernhard Schölkopf , Michel Besserve

This article is a gentle discussion about the field of reinforcement learning in practice, about opportunities and challenges, touching a broad range of topics, with perspectives and without technical details. The article is based on both…

Machine Learning · Computer Science 2022-04-25 Yuxi Li

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Learning-to-Defer routes each input to the expert that minimizes expected cost, but it assumes that the information available to every expert is fixed at decision time. Many modern systems violate this assumption: after selecting an expert,…

Machine Learning · Statistics 2026-05-29 Yannis Montreuil , Leïna Montreuil , Axel Carlier , Lai Xing Ng , Wei Tsang Ooi

Preference-based reinforcement learning has gained prominence as a strategy for training agents in environments where the reward signal is difficult to specify or misaligned with human intent. However, its effectiveness is often limited by…

Machine Learning · Computer Science 2025-08-27 Jonathan Erskine , Taku Yamagata , Raúl Santos-Rodríguez