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The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…

Artificial Intelligence · Computer Science 2020-08-19 Umer Siddique , Paul Weng , Matthieu Zimmer

Many popular policy gradient methods for reinforcement learning follow a biased approximation of the policy gradient known as the discounted approximation. While it has been shown that the discounted approximation of the policy gradient is…

Machine Learning · Computer Science 2023-01-10 Chris Nota

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards. While the latter is more popular, it…

Machine Learning · Computer Science 2022-09-05 Vektor Dewanto , Marcus Gallagher

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown…

Machine Learning · Computer Science 2022-12-08 Matthias Schultheis , Constantin A. Rothkopf , Heinz Koeppl

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

Specifying a Reinforcement Learning (RL) task involves choosing a suitable planning horizon, which is typically modeled by a discount factor. It is known that applying RL algorithms with a lower discount factor can act as a regularizer,…

Machine Learning · Computer Science 2020-07-07 Ron Amit , Ron Meir , Kamil Ciosek

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

We show that discounted methods for solving continuing reinforcement learning problems can perform significantly better if they center their rewards by subtracting out the rewards' empirical average. The improvement is substantial at…

Machine Learning · Computer Science 2024-10-31 Abhishek Naik , Yi Wan , Manan Tomar , Richard S. Sutton

Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…

Machine Learning · Computer Science 2016-01-21 Vincent François-Lavet , Raphael Fonteneau , Damien Ernst

Reinforcement learning optimizes policies for expected cumulative reward. Need the supervision be so narrow? Reward is delayed and sparse for many tasks, making it a difficult and impoverished signal for end-to-end optimization. To augment…

Machine Learning · Computer Science 2017-03-10 Evan Shelhamer , Parsa Mahmoudieh , Max Argus , Trevor Darrell

This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…

Robotics · Computer Science 2026-03-10 Filip V. Georgiev , Kalle G. Timperi , Başak Sakçak , Steven M. LaValle

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…

Machine Learning · Computer Science 2025-08-05 Glen Berseth

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

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…

Machine Learning · Computer Science 2019-09-06 Ameer Haj-Ali , Nesreen K. Ahmed , Ted Willke , Joseph Gonzalez , Krste Asanovic , Ion Stoica

Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…

Machine Learning · Computer Science 2021-11-02 Xiaoteng Ma , Xiaohang Tang , Li Xia , Jun Yang , Qianchuan Zhao

We study paycheck optimization, which examines how to allocate income in order to achieve several competing financial goals. For paycheck optimization, a quantitative methodology is missing, due to a lack of a suitable problem formulation.…

Reinforcement learning algorithms, just like any other Machine learning algorithm pose a serious threat from adversaries. The adversaries can manipulate the learning algorithm resulting in non-optimal policies. In this paper, we analyze the…

Machine Learning · Computer Science 2021-03-12 Aqeel Anwar , Arijit Raychowdhury
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