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Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…

Machine Learning · Computer Science 2021-06-08 Edoardo Cetin , Oya Celiktutan

In reinforcement learning (RL), agents sequentially interact with changing environments while aiming to maximize the obtained rewards. Usually, rewards are observed only after acting, and so the goal is to maximize the expected cumulative…

Machine Learning · Computer Science 2024-10-15 Nadav Merlis , Dorian Baudry , Vianney Perchet

This paper studies directed exploration for reinforcement learning agents by tracking uncertainty about the value of each available action. We identify two sources of uncertainty that are relevant for exploration. The first originates from…

Machine Learning · Computer Science 2017-11-30 Thomas M. Moerland , Joost Broekens , Catholijn M. Jonker

Deep reinforcement learning has become an important paradigm for constructing agents that can enter complex multi-agent situations and improve their policies through experience. One commonly used technique is reactive training - applying…

Artificial Intelligence · Computer Science 2017-12-11 Alexander Peysakhovich , Adam Lerer

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

Inverse Reinforcement Learning (IRL) techniques deal with the problem of deducing a reward function that explains the behavior of an expert agent who is assumed to act optimally in an underlying unknown task. In several problems of…

Machine Learning · Computer Science 2024-01-09 Riccardo Poiani , Gabriele Curti , Alberto Maria Metelli , Marcello Restelli

Learning agents that excel at sequential decision-making tasks must continuously resolve the problem of exploration and exploitation for optimal learning. However, such interactions with the environment online might be prohibitively…

Machine Learning · Computer Science 2024-12-30 Ambedkar Dukkipati , Ranga Shaarad Ayyagari , Bodhisattwa Dasgupta , Parag Dutta , Prabhas Reddy Onteru

Proximal Policy Optimization with Adaptive Exploration (axPPO) is introduced as a novel learning algorithm. This paper investigates the exploration-exploitation tradeoff within the context of reinforcement learning and aims to contribute…

Machine Learning · Computer Science 2024-05-09 Andrei Lixandru

Identifying uncertainty and taking mitigating actions is crucial for safe and trustworthy reinforcement learning agents, especially when deployed in high-risk environments. In this paper, risk sensitivity is promoted in a model-based…

Machine Learning · Computer Science 2021-11-10 Stefan Radic Webster , Peter Flach

Reinforcement learning (RL) agents typically optimize their policies by performing expensive backward passes to update their network parameters. However, some agents can solve new tasks without updating any parameters by simply conditioning…

Machine Learning · Computer Science 2025-02-13 Amir Moeini , Jiuqi Wang , Jacob Beck , Ethan Blaser , Shimon Whiteson , Rohan Chandra , Shangtong Zhang

These lecture notes give a statistical perspective on the foundations of reinforcement learning and interactive decision making. We present a unifying framework for addressing the exploration-exploitation dilemma using frequentist and…

Machine Learning · Computer Science 2023-12-29 Dylan J. Foster , Alexander Rakhlin

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

Machine Learning · Computer Science 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

Reinforcement learning (RL) systems can be complex and non-interpretable, making it challenging for non-AI experts to understand or intervene in their decisions. This is due in part to the sequential nature of RL in which actions are chosen…

Artificial Intelligence · Computer Science 2025-04-16 Amal Alabdulkarim , Madhuri Singh , Gennie Mansi , Kaely Hall , Upol Ehsan , Mark O. Riedl

In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We…

Artificial Intelligence · Computer Science 2020-04-29 Stuart Armstrong , Jan Leike , Laurent Orseau , Shane Legg

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

To achieve general artificial intelligence, reinforcement learning (RL) agents should learn not only to optimize returns for one specific task but also to constantly build more complex skills and scaffold their knowledge about the world,…

Artificial Intelligence · Computer Science 2018-12-07 Khimya Khetarpal , Shagun Sodhani , Sarath Chandar , Doina Precup

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…

Artificial Intelligence · Computer Science 2022-06-02 Edoardo Bacci , David Parker