English
Related papers

Related papers: Constrained episodic reinforcement learning in con…

200 papers

In this paper we propose two algorithms in the tabular setting and an algorithm for the function approximation setting for the Stochastic Shortest Path (SSP) problem. SSP problems form an important class of problems in Reinforcement…

Machine Learning · Computer Science 2025-12-03 Soumyajit Guin , Shalabh Bhatnagar

Many problems in operations research require that constraints be specified in the model. Determining the right constraints is a hard and laborsome task. We propose an approach to automate this process using artificial intelligence and…

Artificial Intelligence · Computer Science 2018-05-30 Mohit Kumar , Stefano Teso , Luc De Raedt

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

This paper proposes a new reinforcement learning with hyperbolic discounting. Combining a new temporal difference error with the hyperbolic discounting in recursive manner and reward-punishment framework, a new scheme to learn the optimal…

Machine Learning · Computer Science 2021-06-04 Taisuke Kobayashi

Cold atom traps are at the heart of many quantum applications in science and technology. The preparation and control of atomic clouds involves complex optimization processes, that could be supported and accelerated by machine learning. In…

Quantum Gases · Physics 2023-06-30 Malte Reinschmidt , József Fortágh , Andreas Günther , Valentin Volchkov

Adding constraint support in Machine Learning has the potential to address outstanding issues in data-driven AI systems, such as safety and fairness. Existing approaches typically apply constrained optimization techniques to ML training,…

Machine Learning · Computer Science 2021-03-01 Fabrizio Detassis , Michele Lombardi , Michela Milano

The integration of algorithmic components into neural architectures has gained increased attention recently, as it allows training neural networks with new forms of supervision such as ordering constraints or silhouettes instead of using…

Machine Learning · Computer Science 2021-10-27 Felix Petersen , Christian Borgelt , Hilde Kuehne , Oliver Deussen

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

Reinforcement learning (RL) has emerged as a powerful tool for tackling control problems, but its practical application is often hindered by the complexity arising from intricate reward functions with multiple terms. The reward hypothesis…

Machine Learning · Computer Science 2025-02-11 Kilian Freitag , Kristian Ceder , Rita Laezza , Knut Åkesson , Morteza Haghir Chehreghani

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on…

Machine Learning · Computer Science 2018-12-18 Maria Dimakopoulou , Ian Osband , Benjamin Van Roy

Constrained optimization with multiple functional inequality constraints has significant applications in machine learning. This paper examines a crucial subset of such problems where both the objective and constraint functions are weakly…

Machine Learning · Computer Science 2026-02-09 Ming Yang , Gang Li , Quanqi Hu , Qihang Lin , Tianbao Yang

State of the art deep reinforcement learning algorithms take many millions of interactions to attain human-level performance. Humans, on the other hand, can very quickly exploit highly rewarding nuances of an environment upon first…

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

Meta reinforcement learning (RL) allows agents to leverage experience across a distribution of tasks on which the agent can train at will, enabling faster learning of optimal policies on new test tasks. Despite its success in improving…

Machine Learning · Computer Science 2026-05-27 Tingting Ni , Maryam Kamgarpour

Reinforcement learning provides a powerful and general framework for decision making and control, but its application in practice is often hindered by the need for extensive feature and reward engineering. Deep reinforcement learning…

Machine Learning · Computer Science 2018-08-15 Justin Fu , Katie Luo , Sergey Levine

Decision-making in complex, continuous multi-task environments is often hindered by the difficulty of obtaining accurate models for planning and the inefficiency of learning purely from trial and error. While precise environment dynamics…

Machine Learning · Computer Science 2025-03-20 Jeff Jewett , Sandhya Saisubramanian

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

This paper studies the constrained/safe reinforcement learning (RL) problem with sparse indicator signals for constraint violations. We propose a model-based approach to enable RL agents to effectively explore the environment with unknown…

Artificial Intelligence · Computer Science 2021-03-09 Zuxin Liu , Hongyi Zhou , Baiming Chen , Sicheng Zhong , Martial Hebert , Ding Zhao

Episodic reinforcement learning and contextual bandits are two widely studied sequential decision-making problems. Episodic reinforcement learning generalizes contextual bandits and is often perceived to be more difficult due to long…

Machine Learning · Computer Science 2021-07-01 Zihan Zhang , Xiangyang Ji , Simon S. Du

We present new algorithms for inverse reinforcement learning (IRL, or inverse optimal control) in convex optimization settings. We argue that finite-space IRL can be posed as a convex quadratic program under a Bayesian inference framework…

Machine Learning · Computer Science 2013-01-22 Qifeng Qiao , Peter A. Beling