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Real-world decision-making tasks are generally complex, requiring trade-offs between multiple, often conflicting, objectives. Despite this, the majority of research in reinforcement learning and decision-theoretic planning either assumes…

Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…

Machine Learning · Computer Science 2022-11-03 Herkulaas Combrink , Vukosi Marivate , Benjamin Rosman

We propose and analyze a continuous-time robust reinforcement learning framework for optimal stopping under ambiguity. In this framework, an agent chooses a robust exploratory stopping time motivated by two objectives: robust…

Optimization and Control · Mathematics 2026-04-17 Junyan Ye , Hoi Ying Wong , Kyunghyun Park

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…

Machine Learning · Computer Science 2022-12-01 Alain Andres , Esther Villar-Rodriguez , Javier Del Ser

Active learning agents typically employ a query selection algorithm which solely considers the agent's learning objectives. However, this may be insufficient in more realistic human domains. This work uses imitation learning to enable an…

Machine Learning · Computer Science 2019-07-02 Kalesha Bullard , Yannick Schroecker , Sonia Chernova

Many real-world problems require trading off multiple competing objectives. However, these objectives are often in different units and/or scales, which can make it challenging for practitioners to express numerical preferences over…

A crucial challenge in reinforcement learning is to reduce the number of interactions with the environment that an agent requires to master a given task. Transfer learning proposes to address this issue by re-using knowledge from previously…

Machine Learning · Computer Science 2023-04-28 Remo Sasso , Matthia Sabatelli , Marco A. Wiering

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

Reliable and effective multi-task learning is a prerequisite for the development of robotic agents that can quickly learn to accomplish related, everyday tasks. However, in the reinforcement learning domain, multi-task learning has not…

Machine Learning · Computer Science 2018-02-06 Himani Arora , Rajath Kumar , Jason Krone , Chong Li

We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a driver filling a day with rides, a landlord renting an estate,…

Machine Learning · Statistics 2021-11-05 Etienne Boursier , Tristan Garrec , Vianney Perchet , Marco Scarsini

While reinforcement learning algorithms can learn effective policies for complex tasks, these policies are often brittle to even minor task variations, especially when variations are not explicitly provided during training. One natural…

Machine Learning · Computer Science 2020-12-09 Saurabh Kumar , Aviral Kumar , Sergey Levine , Chelsea Finn

Recent advancements in meta-learning have enabled the automatic discovery of novel reinforcement learning algorithms parameterized by surrogate objective functions. To improve upon manually designed algorithms, the parameterization of this…

In this article we study the transfer learning model of action advice under a budget. We focus on reinforcement learning teachers providing action advice to heterogeneous students playing the game of Pac-Man under a limited advice budget.…

Artificial Intelligence · Computer Science 2017-12-12 Anestis Fachantidis , Matthew E. Taylor , Ioannis Vlahavas

In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…

Machine Learning · Computer Science 2020-08-13 Maria Hügle , Gabriel Kalweit , Branka Mirchevska , Moritz Werling , Joschka Boedecker

Learning from Demonstration is increasingly used for transferring operator manipulation skills to robots. In practice, it is important to cater for limited data and imperfect human demonstrations, as well as underlying safety constraints.…

Robotics · Computer Science 2020-04-03 Ya-Yen Tsai , Bo Xiao , Edward Johns , Guang-Zhong Yang

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

The topic of learning to solve optimization problems has received interest from both the operations research and machine learning communities. In this work, we combine techniques from both fields to address the problem of learning to…

Machine Learning · Computer Science 2022-04-25 Aaron Babier , Timothy C. Y. Chan , Adam Diamant , Rafid Mahmood

Reinforcement learning algorithms are typically limited to learning a single solution for a specified task, even though diverse solutions often exist. Recent studies showed that learning a set of diverse solutions is beneficial because…

Machine Learning · Statistics 2022-04-14 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

Recent work has shown that temporally extended actions (options) can be learned fully end-to-end as opposed to being specified in advance. While the problem of "how" to learn options is increasingly well understood, the question of "what"…

Artificial Intelligence · Computer Science 2017-09-15 Jean Harb , Pierre-Luc Bacon , Martin Klissarov , Doina Precup
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