English
Related papers

Related papers: Mean-Variance Efficient Reinforcement Learning wit…

200 papers

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

We present a data-efficient framework for solving visuomotor sequential decision-making problems which exploits the combination of reinforcement learning (RL) and latent variable generative models. Our framework trains deep visuomotor…

Robotics · Computer Science 2020-11-09 Ali Ghadirzadeh , Petra Poklukar , Ville Kyrki , Danica Kragic , Mårten Björkman

Learning expressive and efficient policy functions is a promising direction in reinforcement learning (RL). While flow-based policies have recently proven effective in modeling complex action distributions with a fast deterministic sampling…

Machine Learning · Computer Science 2026-03-10 Guojian Zhan , Letian Tao , Pengcheng Wang , Yixiao Wang , Yiheng Li , Yuxin Chen , Hongyang Li , Masayoshi Tomizuka , Shengbo Eben Li

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…

Computational Finance · Quantitative Finance 2023-02-17 Andrew Papanicolaou , Hao Fu , Prashanth Krishnamurthy , Farshad Khorrami

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Mutual information-based reinforcement learning (RL) has been proposed as a promising framework for retrieving complex skills autonomously without a task-oriented reward function through mutual information (MI) maximization or variational…

Machine Learning · Computer Science 2023-10-31 Seongun Kim , Kyowoon Lee , Jaesik Choi

In this paper, we consider jointly optimizing cell load balance and network throughput via a reinforcement learning (RL) approach, where inter-cell handover (i.e., user association assignment) and massive MIMO antenna tilting are configured…

Machine Learning · Computer Science 2020-12-03 Zhou Zhou , Yan Xin , Hao Chen , Charlie Zhang , Lingjia Liu

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods,…

Artificial Intelligence · Computer Science 2025-09-09 Niki Kotecha , Ehecatl Antonio del Rio Chanona

We consider the reinforcement learning (RL) problem with general utilities which consists in maximizing a function of the state-action occupancy measure. Beyond the standard cumulative reward RL setting, this problem includes as particular…

Machine Learning · Computer Science 2023-06-06 Anas Barakat , Ilyas Fatkhullin , Niao He

Meta-gradients provide a general approach for optimizing the meta-parameters of reinforcement learning (RL) algorithms. Estimation of meta-gradients is central to the performance of these meta-algorithms, and has been studied in the setting…

Machine Learning · Computer Science 2022-09-26 Risto Vuorio , Jacob Beck , Shimon Whiteson , Jakob Foerster , Gregory Farquhar

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

This paper develops a reinforcement learning (RL)approach to solve a cooperative, multi-agent Volt-Var Control (VVC) problem for high solar penetration distribution systems. The ingenuity of our RL method lies in a novel two-stage…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Si Zhang , Mingzhi Zhang , Rongxing Hu , David Lubkeman , Yunan Liu , Ning Lu

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao

Reinforcement learning (RL) has significantly advanced the control of physics-based and robotic characters that track kinematic reference motion. However, methods typically rely on a weighted sum of conflicting reward functions, requiring…

Robotics · Computer Science 2025-05-30 Lucas N. Alegre , Agon Serifi , Ruben Grandia , David Müller , Espen Knoop , Moritz Bächer

Multimodal Reward Models (MRMs) play a crucial role in enhancing the performance of Multimodal Large Language Models (MLLMs). While recent advancements have primarily focused on improving the model structure and training data of MRMs, there…

Computer Vision and Pattern Recognition · Computer Science 2025-05-12 Yi-Fan Zhang , Xingyu Lu , Xiao Hu , Chaoyou Fu , Bin Wen , Tianke Zhang , Changyi Liu , Kaiyu Jiang , Kaibing Chen , Kaiyu Tang , Haojie Ding , Jiankang Chen , Fan Yang , Zhang Zhang , Tingting Gao , Liang Wang

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

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…

Machine Learning · Computer Science 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang