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Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Machine Learning · Computer Science 2022-08-23 Mohamad Kazem Shirani Faradonbeh

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall…

Machine Learning · Computer Science 2019-02-19 Gabriele Farina , Christian Kroer , Tuomas Sandholm

Reinforcement Learning from Human Feedback (RLHF) has advanced alignment capabilities significantly but remains hindered by two core challenges: \textbf{reward hacking} and \textbf{stable optimization}. Current solutions independently…

Machine Learning · Computer Science 2026-02-13 Li He , Qiang Qu , He Zhao , Stephen Wan , Dadong Wang , Lina Yao , Tongliang Liu

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

Past research on interactive decision making problems (bandits, reinforcement learning, etc.) mostly focuses on the minimax regret that measures the algorithm's performance on the hardest instance. However, an ideal algorithm should adapt…

Machine Learning · Computer Science 2023-06-13 Kefan Dong , Tengyu Ma

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computer Science and Game Theory · Computer Science 2025-11-06 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Machine Learning · Statistics 2020-12-08 Leonardo Cella , Claudio Gentile , Massimiliano Pontil

Reinforcement Learning with Verifiable Rewards (RLVR) improves final-answer accuracy on reasoning tasks, but it does not reliably improve reasoning quality. Because outcome rewards only assess final answers, they also reward spurious…

Machine Learning · Computer Science 2026-05-19 Chenlu Ye , Zhou Yu , Ziji Zhang , Hao Chen , Narayanan Sadagopan , Jing Huang , Tong Zhang , Anurag Beniwal

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

In one view of the classical game of prediction with expert advice with binary outcomes, in each round, each expert maintains an adversarially chosen belief and honestly reports this belief. We consider a recently introduced, strategic…

Machine Learning · Computer Science 2024-04-09 Ali Mortazavi , Junhao Lin , Nishant A. Mehta

In image-based reinforcement learning (RL), policies usually operate in two steps: first extracting lower-dimensional features from raw images (the "recognition" step), and then taking actions based on the extracted features (the "decision"…

Machine Learning · Computer Science 2025-04-04 Alihan Hüyük , Arndt Ryo Koblitz , Atefeh Mohajeri , Matthew Andrews

Optimization of deep learning algorithms to approach Nash Equilibrium remains a significant problem in imperfect information games, e.g. StarCraft and poker. Neural Fictitious Self-Play (NFSP) has provided an effective way to learn…

Artificial Intelligence · Computer Science 2021-04-23 Yuxuan Chen , Li Zhang , Shijian Li , Gang Pan

To design rewards that align with human goals, Reinforcement Learning from Human Feedback (RLHF) has emerged as a prominent technique for learning reward functions from human preferences and optimizing policies via reinforcement learning…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seokhun Ju , Seungyub Han , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

The CFR framework has been a powerful tool for solving large-scale extensive-form games in practice. However, the theoretical rate at which past CFR-based algorithms converge to the Nash equilibrium is on the order of $O(T^{-1/2})$, where…

Computer Science and Game Theory · Computer Science 2019-02-14 Gabriele Farina , Christian Kroer , Noam Brown , Tuomas Sandholm

Designing reward functions for efficiently guiding reinforcement learning (RL) agents toward specific behaviors is a complex task. This is challenging since it requires the identification of reward structures that are not sparse and that…

Machine Learning · Computer Science 2023-11-01 Dhawal Gupta , Yash Chandak , Scott M. Jordan , Philip S. Thomas , Bruno Castro da Silva

In reinforcement learning, specification gaming occurs when AI systems learn undesired behaviors that are highly rewarded due to misspecified training goals. Specification gaming can range from simple behaviors like sycophancy to…

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