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This research focuses on enhancing reinforcement learning (RL) algorithms by integrating penalty functions to guide agents in avoiding unwanted actions while optimizing rewards. The goal is to improve the learning process by ensuring that…

Machine Learning · Computer Science 2025-04-07 Sai Gana Sandeep Pula , Sathish A. P. Kumar , Sumit Jha , Arvind Ramanathan

For continuing environments, reinforcement learning (RL) methods commonly maximize the discounted reward criterion with discount factor close to 1 in order to approximate the average reward (the gain). However, such a criterion only…

Machine Learning · Computer Science 2022-07-05 Vektor Dewanto , Marcus Gallagher

In cooperative multi-agent reinforcement learning (c-MARL), agents learn to cooperatively take actions as a team to maximize a total team reward. We analyze the robustness of c-MARL to adversaries capable of attacking one of the agents on a…

Machine Learning · Computer Science 2020-03-10 Jieyu Lin , Kristina Dzeparoska , Sai Qian Zhang , Alberto Leon-Garcia , Nicolas Papernot

Constrained reinforcement learning (CRL) has gained significant interest recently, since safety constraints satisfaction is critical for real-world problems. However, existing CRL methods constraining discounted cumulative costs generally…

Machine Learning · Computer Science 2022-06-08 Dongjie Yu , Haitong Ma , Shengbo Eben Li , Jianyu Chen

Multi-objective reinforcement learning (MORL) is a structured approach for optimizing tasks with multiple objectives. However, it often relies on pre-defined reward functions, which can be hard to design for balancing conflicting goals and…

Machine Learning · Computer Science 2025-07-21 Ni Mu , Yao Luan , Qing-Shan Jia

Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…

Machine Learning · Computer Science 2024-10-15 Siyuan Xu , Minghui Zhu

Manipulating the interaction trajectories between the intelligent agent and the environment can control the agent's training and behavior, exposing the potential vulnerabilities of reinforcement learning (RL). For example, in Cyber-Physical…

Machine Learning · Computer Science 2024-11-21 Zhi Luo , Xiyuan Yang , Pan Zhou , Di Wang

Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…

Machine Learning · Computer Science 2021-11-12 Tuomas Oikarinen , Wang Zhang , Alexandre Megretski , Luca Daniel , Tsui-Wei Weng

Designing robust reinforcement learning (RL) agents in the presence of imperfect reward signals remains a core challenge. In practice, agents are often trained with proxy rewards that only approximate the true objective, leaving them…

Machine Learning · Computer Science 2026-04-15 Zixuan Liu , Xiaolin Sun , Zizhan Zheng

This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

Reachability games are two-player games played on a graph, where the objective of $\texttt{REACH}$ player is to reach the target set whereas the objective of $\texttt{SAFE}$ player is to stay away from the target set. Reachability games…

Artificial Intelligence · Computer Science 2026-05-12 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Maximilian Seeliger , Đorđe Žikelić

Despite the recent advancement in multi-agent reinforcement learning (MARL), the MARL agents easily overfit the training environment and perform poorly in the evaluation scenarios where other agents behave differently. Obtaining…

Multiagent Systems · Computer Science 2022-10-19 Wei Qiu , Xiao Ma , Bo An , Svetlana Obraztsova , Shuicheng Yan , Zhongwen Xu

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

Provably efficient and robust equilibrium computation in general-sum Markov games remains a core challenge in multi-agent reinforcement learning. Nash equilibrium is computationally intractable in general and brittle due to equilibrium…

Machine Learning · Computer Science 2026-03-11 Jake Gonzales , Max Horwitz , Eric Mazumdar , Lillian J. Ratliff

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

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

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

Artificial Intelligence · Computer Science 2019-10-09 Yizheng Zhang , Andre Rosendo