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In this paper, we propose a novel Reinforcement Learning approach for solving the Active Information Acquisition problem, which requires an agent to choose a sequence of actions in order to acquire information about a process of interest…

Machine Learning · Computer Science 2019-10-25 Heejin Jeong , Brent Schlotfeldt , Hamed Hassani , Manfred Morari , Daniel D. Lee , George J. Pappas

Many applications of reinforcement learning can be formalized as goal-conditioned environments, where, in each episode, there is a "goal" that affects the rewards obtained during that episode but does not affect the dynamics. Various…

Machine Learning · Computer Science 2023-03-09 Alexander Levine , Soheil Feizi

In Reinforcement Learning, the optimal action at a given state is dependent on policy decisions at subsequent states. As a consequence, the learning targets evolve with time and the policy optimization process must be efficient at…

Machine Learning · Computer Science 2022-02-16 Romain Laroche , Remi Tachet

For all its successes, Reinforcement Learning (RL) still struggles to deliver formal guarantees on the closed-loop behavior of the learned policy. Among other things, guaranteeing the safety of RL with respect to safety-critical systems is…

Systems and Control · Electrical Eng. & Systems 2020-04-03 Sebastien Gros , Mario Zanon , Alberto Bemporad

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

Machine Learning · Computer Science 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

In this paper, a deep reinforcement learning based method is proposed to obtain optimal policies for optimal infinite-horizon control of probabilistic Boolean control networks (PBCNs). Compared with the existing literatures, the proposed…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Jingjie Ni , Fangfei Li , Zheng-Guang Wu

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

By reusing data throughout training, off-policy deep reinforcement learning algorithms offer improved sample efficiency relative to on-policy approaches. For continuous action spaces, the most popular methods for off-policy learning include…

Machine Learning · Computer Science 2023-12-01 Jared Markowitz , Jesse Silverberg , Gary Collins

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

Today's advanced Reinforcement Learning algorithms produce black-box policies, that are often difficult to interpret and trust for a person. We introduce a policy distilling algorithm, building on the CN2 rule mining algorithm, that…

Artificial Intelligence · Computer Science 2021-06-14 Youri Coppens , Denis Steckelmacher , Catholijn M. Jonker , Ann Nowé

Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…

Machine Learning · Computer Science 2026-05-28 Mingjie Hu , Jian-Qiang Hu , Enlu Zhou

When deploying autonomous agents in unstructured environments over sustained periods of time, adaptability and robustness oftentimes outweigh optimality as a primary consideration. In other words, safety and survivability constraints play a…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Motoya Ohnishi , Gennaro Notomista , Masashi Sugiyama , Magnus Egerstedt

Many real-world applications of reinforcement learning (RL) require making decisions in continuous action environments. In particular, determining the optimal dose level plays a vital role in developing medical treatment regimes. One…

Machine Learning · Statistics 2023-10-03 Yuhan Li , Wenzhuo Zhou , Ruoqing Zhu

Infinite horizon off-policy policy evaluation is a highly challenging task due to the excessively large variance of typical importance sampling (IS) estimators. Recently, Liu et al. (2018a) proposed an approach that significantly reduces…

Machine Learning · Computer Science 2019-10-17 Ziyang Tang , Yihao Feng , Lihong Li , Dengyong Zhou , Qiang Liu

In value-based reinforcement learning (RL), unlike in supervised learning, the agent faces not a single, stationary, approximation problem, but a sequence of value prediction problems. Each time the policy improves, the nature of the…

Machine Learning · Computer Science 2021-01-05 Will Dabney , André Barreto , Mark Rowland , Robert Dadashi , John Quan , Marc G. Bellemare , David Silver

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

Potential-based reward shaping is commonly used to incorporate prior knowledge of how to solve the task into reinforcement learning because it can formally guarantee policy invariance. As such, the optimal policy and the ordering of…

Machine Learning · Computer Science 2025-02-04 Henrik Müller , Daniel Kudenko