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The challenge of developing powerful and general Reinforcement Learning (RL) agents has received increasing attention in recent years. Much of this effort has focused on the single-agent setting, in which an agent maximizes a predefined…

Machine Learning · Computer Science 2020-10-21 Jiachen Yang , Ang Li , Mehrdad Farajtabar , Peter Sunehag , Edward Hughes , Hongyuan Zha

Reinforcement learning usually assumes a given or sometimes even fixed environment in which an agent seeks an optimal policy to maximize its long-term discounted reward. In contrast, we consider agents that are not limited to passive…

Machine Learning · Computer Science 2025-10-20 Ziqing Lu , Babak Hassibi , Lifeng Lai , Weiyu Xu

While significant advancements have been made in the field of fair machine learning, the majority of studies focus on scenarios where the decision model operates on a static population. In this paper, we study fairness in dynamic systems…

Machine Learning · Computer Science 2024-01-15 Yaowei Hu , Jacob Lear , Lu Zhang

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

Machine Learning · Computer Science 2024-06-25 Nithia Vijayan , Prashanth L. A

Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…

Machine Learning · Computer Science 2020-07-27 Shengpu Tang , Aditya Modi , Michael W. Sjoding , Jenna Wiens

Reinforcement learning (RL) is a central problem in artificial intelligence. This problem consists of defining artificial agents that can learn optimal behaviour by interacting with an environment -- where the optimal behaviour is defined…

This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

The interaction between an artificial agent and its environment is bi-directional. The agent extracts relevant information from the environment, and affects the environment by its actions in return to accumulate high expected reward.…

Systems and Control · Computer Science 2018-06-06 Stas Tiomkin , Naftali Tishby

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Machine Learning · Computer Science 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Markov decision problems are most commonly solved via dynamic programming. Another approach is Bellman residual minimization, which directly minimizes the squared Bellman residual objective function. However, compared to dynamic…

Machine Learning · Computer Science 2026-04-28 Donghwan Lee , Hyukjun Yang

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

This paper studies algorithmic decision-making in the presence of strategic individual behaviors, where an ML model is used to make decisions about human agents and the latter can adapt their behavior strategically to improve their future…

Artificial Intelligence · Computer Science 2025-08-22 Tian Xie , Xueru Zhang

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

The development of autonomous agents for complex, long-horizon tasks is a central goal in AI. However, dominant training paradigms face a critical limitation: reinforcement learning (RL) methods that optimize solely for final task success…

Machine Learning · Computer Science 2025-07-31 Zijing Zhang , Ziyang Chen , Mingxiao Li , Zhaopeng Tu , Xiaolong Li

Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…

Machine Learning · Computer Science 2026-04-01 Yining Lu , Zilong Wang , Shiyang Li , Xin Liu , Changlong Yu , Qingyu Yin , Zhan Shi , Zixuan Zhang , Meng Jiang

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros