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The options framework in Hierarchical Reinforcement Learning breaks down overall goals into a combination of options or simpler tasks and associated policies, allowing for abstraction in the action space. Ideally, these options can be…

Machine Learning · Computer Science 2022-06-14 Kushal Chauhan , Soumya Chatterjee , Akash Reddy , Balaraman Ravindran , Pradeep Shenoy

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

Machine Learning · Computer Science 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

Machine Learning · Computer Science 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

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

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Designing hierarchical reinforcement learning algorithms that exhibit safe behaviour is not only vital for practical applications but also, facilitates a better understanding of an agent's decisions. We tackle this problem in the options…

Artificial Intelligence · Computer Science 2021-07-01 Arushi Jain , Khimya Khetarpal , Doina Precup

Hierarchical reinforcement learning (HRL) learns to make decisions on multiple levels of temporal abstraction. A key challenge in HRL is that the low-level policy changes over time, making it difficult for the high-level policy to generate…

Machine Learning · Computer Science 2025-05-29 Vivienne Huiling Wang , Tinghuai Wang , Joni Pajarinen

The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting,…

Machine Learning · Computer Science 2025-08-06 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

Hierarchical Reinforcement Learning (HRL) is well-suitedd for solving complex tasks by breaking them down into structured policies. However, HRL agents often struggle with efficient exploration and quick adaptation. To overcome these…

Machine Learning · Computer Science 2025-03-18 Arash Khajooeinejad , Fatemeh Sadat Masoumi , Masoumeh Chapariniya

Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…

Machine Learning · Computer Science 2025-06-03 Qi Ju , Falin Hei , Zhemei Fang , Yunfeng Luo

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

In the context of average-reward reinforcement learning, the requirement for oracle knowledge of the mixing time, a measure of the duration a Markov chain under a fixed policy needs to achieve its stationary distribution, poses a…

Machine Learning · Computer Science 2024-06-24 Bhrij Patel , Wesley A. Suttle , Alec Koppel , Vaneet Aggarwal , Brian M. Sadler , Amrit Singh Bedi , Dinesh Manocha

Solving long-horizon goal-conditioned tasks remains a significant challenge in reinforcement learning (RL). Hierarchical reinforcement learning (HRL) addresses this by decomposing tasks into more manageable sub-tasks, but the automatic…

Machine Learning · Computer Science 2025-09-09 Yang Yu