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We extend the standard reinforcement learning framework to random time horizons. While the classical setting typically assumes finite and deterministic or infinite runtimes of trajectories, we argue that multiple real-world applications…

Machine Learning · Computer Science 2025-08-15 Enric Ribera Borrell , Lorenz Richter , Christof Schütte

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

In this paper, we investigate the sample complexity of policy evaluation in infinite-horizon offline reinforcement learning (also known as the off-policy evaluation problem) with linear function approximation. We identify a hard regime…

Machine Learning · Computer Science 2021-03-19 Lin Chen , Bruno Scherrer , Peter L. Bartlett

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when…

Machine Learning · Computer Science 2019-07-12 Elad Sarafian , Aviv Tamar , Sarit Kraus

Reinforcement learning with verifiable rewards (RLVR) for Large Reasoning Models hinges on baseline estimation for variance reduction, but existing approaches pay a heavy price: PPO requires a policy-model scale critic, while GRPO needs…

Machine Learning · Computer Science 2026-05-12 Yunho Choi , Jongwon Lim , Woojin Ahn , Minjae Oh , Jeonghoon Shim , Yohan Jo

A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…

Machine Learning · Computer Science 2019-02-21 Paulo Rauber , Avinash Ummadisingu , Filipe Mutz , Juergen Schmidhuber

Conventional treatment policies map patient covariates to a single recommended intervention in order to maximize expected clinical outcomes. Although a rich body of causal inference methods has been developed to estimate such policies,…

Machine Learning · Computer Science 2026-05-20 Laura Fuentes-Vicente , Mathieu Even , Gaëlle Dormion , Antoine Chambaz , Uri Shalit , Julie Josse

As AI becomes more prevalent throughout society, effective methods of integrating humans and AI systems that leverage their respective strengths and mitigate risk have become an important priority. In this paper, we introduce the paradigm…

Machine Learning · Computer Science 2023-10-24 Jiayi Wang , Zhengling Qi , Chengchun Shi

Building interpretable parameterizations of real-world decision-making on the basis of demonstrated behavior -- i.e. trajectories of observations and actions made by an expert maximizing some unknown reward function -- is essential for…

Machine Learning · Computer Science 2021-03-31 Ioana Bica , Daniel Jarrett , Alihan Hüyük , Mihaela van der Schaar

Reinforcement learning agents learn by encouraging behaviours which maximize their total reward, usually provided by the environment. In many environments, however, the reward is provided after a series of actions rather than each single…

Artificial Intelligence · Computer Science 2022-01-04 Mohammad Reza Bonyadi , Rui Wang , Maryam Ziaei

An agent's ability to leverage past experience is critical for efficiently solving new tasks. Prior work has focused on using value function estimates to obtain zero-shot approximations for solutions to a new task. In soft Q-learning, we…

Machine Learning · Computer Science 2024-06-27 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

As a key component to intuitive cognition and reasoning solutions in human intelligence, causal knowledge provides great potential for reinforcement learning (RL) agents' interpretability towards decision-making by helping reduce the…

Machine Learning · Computer Science 2025-04-25 Ruichu Cai , Siyang Huang , Jie Qiao , Wei Chen , Yan Zeng , Keli Zhang , Fuchun Sun , Yang Yu , Zhifeng Hao

We propose a reinforcement learning based approach to tackle the cost-sensitive learning problem where each input feature has a specific cost. The acquisition process is handled through a stochastic policy which allows features to be…

Machine Learning · Computer Science 2016-07-14 Gabriella Contardo , Ludovic Denoyer , Thierry Artières

Safety is a critical feature of controller design for physical systems. When designing control policies, several approaches to guarantee this aspect of autonomy have been proposed, such as robust controllers or control barrier functions.…

Machine Learning · Computer Science 2021-02-26 Miguel Calvo-Fullana , Luiz F. O. Chamon , Santiago Paternain

Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for…

Artificial Intelligence · Computer Science 2021-04-06 Jaeyoung Lee , Richard S. Sutton

Reinforcement learning from verifiable rewards (RLVR) is a promising paradigm for improving large language model (LLM) agents on long-horizon interactive tasks. However, in partially observable environments, incomplete observations cause…

Computation and Language · Computer Science 2026-05-20 Wenjie Tang , Minne Li , Sijie Huang , Liquan Xiao , Yuan Zhou