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For continuing tasks, average cost Markov decision processes have well-documented value and can be solved using efficient algorithms. However, it explicitly assumes that the agent is risk-neutral. In this work, we extend risk-neutral…

Machine Learning · Computer Science 2025-12-23 Weikai Wang , Erick Delage

Recent years have seen considerable progress in the continual training of deep neural networks, predominantly thanks to approaches that add replay or regularization terms to the loss function to approximate the joint loss over all tasks so…

Machine Learning · Computer Science 2024-11-01 Timm Hess , Tinne Tuytelaars , Gido M. van de Ven

We propose a new simple and natural algorithm for learning the optimal Q-value function of a discounted-cost Markov Decision Process (MDP) when the transition kernels are unknown. Unlike the classical learning algorithms for MDPs, such as…

Optimization and Control · Mathematics 2019-01-31 Dileep Kalathil , Vivek S. Borkar , Rahul Jain

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

Machine Learning · Computer Science 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

Constraint inference is widely considered essential to align reinforcement learning agents with safety boundaries and operational guidelines by observing expert demonstrations. However, existing approaches typically assume homogeneous…

Artificial Intelligence · Computer Science 2026-05-11 Syed Ihtesham Hussain Shah , Floris den Hengst , Aneta Lisowska , Annette ten Teije

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

Model-based reinforcement learning uses models to plan, where the predictions and policies of an agent can be improved by using more computation without additional data from the environment, thereby improving sample efficiency. However,…

Machine Learning · Computer Science 2023-02-22 Animesh Kumar Paul , Videh Raj Nema

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

We present a new deep meta reinforcement learner, which we call Deep Episodic Value Iteration (DEVI). DEVI uses a deep neural network to learn a similarity metric for a non-parametric model-based reinforcement learning algorithm. Our model…

Machine Learning · Statistics 2017-05-11 Steven Stenberg Hansen

Online reinforcement learning agents are currently able to process an increasing amount of data by converting it into a higher order value functions. This expansion of the information collected from the environment increases the agent's…

Machine Learning · Computer Science 2021-02-04 Mirza Ramicic , Andrea Bonarini

Imitation learning algorithms learn a policy from demonstrations of expert behavior. We show that, for deterministic experts, imitation learning can be done by reduction to reinforcement learning with a stationary reward. Our theoretical…

Machine Learning · Statistics 2022-03-16 Kamil Ciosek

Deep Q-learning is investigated as an end-to-end solution to estimate the optimal strategies for acting on time series input. Experiments are conducted on two idealized trading games. 1) Univariate: the only input is a wave-like price time…

Machine Learning · Computer Science 2018-03-13 Xiang Gao

Deep Reinforcement Learning has yielded proficient controllers for complex tasks. However, these controllers have limited memory and rely on being able to perceive the complete game screen at each decision point. To address these…

Machine Learning · Computer Science 2017-01-13 Matthew Hausknecht , Peter Stone

Reinforcement Learning formalises an embodied agent's interaction with the environment through observations, rewards and actions. But where do the actions come from? Actions are often considered to represent something external, such as the…

Artificial Intelligence · Computer Science 2021-10-01 Elliot Catt , Marcus Hutter , Joel Veness

Exploration is a difficult challenge in reinforcement learning and is of prime importance in sparse reward environments. However, many of the state of the art deep reinforcement learning algorithms, that rely on epsilon-greedy, fail on…

Machine Learning · Computer Science 2018-10-15 Navneet Madhu Kumar

One common approach to solve multi-objective reinforcement learning (MORL) problems is to extend conventional Q-learning by using vector Q-values in combination with a utility function. However issues can arise with this approach in the…

Machine Learning · Computer Science 2024-01-09 Kewen Ding , Peter Vamplew , Cameron Foale , Richard Dazeley

In Reinforcement Learning we look for meaning in the flow of input/output information. If we do not find meaning, the information flow is not more than noise to us. Before we are able to find meaning, we should first learn how to discover…

Machine Learning · Computer Science 2019-06-27 Dimiter Dobrev

Offline reinforcement learning (RL) shows promise of applying RL to real-world problems by effectively utilizing previously collected data. Most existing offline RL algorithms use regularization or constraints to suppress extrapolation…

Machine Learning · Computer Science 2021-10-20 Xiaoteng Ma , Yiqin Yang , Hao Hu , Qihan Liu , Jun Yang , Chongjie Zhang , Qianchuan Zhao , Bin Liang

The standard feedback model of reinforcement learning requires revealing the reward of every visited state-action pair. However, in practice, it is often the case that such frequent feedback is not available. In this work, we take a first…

Machine Learning · Computer Science 2021-03-08 Yonathan Efroni , Nadav Merlis , Shie Mannor