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State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

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

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

The specification of aMarkov decision process (MDP) can be difficult. Reward function specification is especially problematic; in practice, it is often cognitively complex and time-consuming for users to precisely specify rewards. This work…

Artificial Intelligence · Computer Science 2012-05-14 Kevin Regan , Craig Boutilier

In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…

Machine Learning · Computer Science 2018-04-05 Jayakumar Subramanian , Aditya Mahajan

Variance plays a crucial role in risk-sensitive reinforcement learning, and most risk measures can be analyzed via variance. In this paper, we consider two law-invariant risks as examples: mean-variance risk and exponential utility risk.…

Machine Learning · Computer Science 2019-07-12 Shuai Ma , Jia Yuan Yu

Reward-free reinforcement learning (RL) is a framework which is suitable for both the batch RL setting and the setting where there are many reward functions of interest. During the exploration phase, an agent collects samples without using…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Simon S. Du , Lin F. Yang , Ruslan Salakhutdinov

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Maximum entropy (MaxEnt) RL maximizes a combination of the original task reward and an entropy reward. It is believed that the regularization imposed by entropy, on both policy improvement and policy evaluation, together contributes to good…

Machine Learning · Computer Science 2022-02-01 Haonan Yu , Haichao Zhang , Wei Xu

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

Machine Learning · Computer Science 2013-03-22 Qifeng Qiao , Peter A. Beling

In this work, we study discrete-time Markov decision processes (MDPs) under constraints with Borel state and action spaces and where all the performance functions have the same form of the expected total reward (ETR) criterion over the…

Probability · Mathematics 2019-05-10 F. Dufour , Alexandre Genadot

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…

Optimization and Control · Mathematics 2023-03-14 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision processes studied so far focus on the distribution of the…

Machine Learning · Computer Science 2020-09-16 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

Information Retrieval · Computer Science 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

In this paper we study a model-based approach to calculating approximately optimal policies in Markovian Decision Processes. In particular, we derive novel bounds on the loss of using a policy derived from a factored linear model, a class…

Machine Learning · Statistics 2016-09-22 Bernardo Ávila Pires , Csaba Szepesvári

We consider mean-field control problems in discrete time with discounted reward, infinite time horizon and compact state and action space. The existence of optimal policies is shown and the limiting mean-field problem is derived when the…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle

Reinforcement learning (RL) algorithms struggle with learning optimal policies for tasks where reward feedback is sparse and depends on a complex sequence of events in the environment. Probabilistic reward machines (PRMs) are finite-state…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Hadi Partovi Aria , Daniel Neider , Zhe Xu

We consider the problem of reward learning for temporally extended tasks. For reward learning, inverse reinforcement learning (IRL) is a widely used paradigm. Given a Markov decision process (MDP) and a set of demonstrations for a task, IRL…

Robotics · Computer Science 2021-07-14 Farzan Memarian , Zhe Xu , Bo Wu , Min Wen , Ufuk Topcu