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Related papers: Reinforcement Learning Beyond Expectation

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We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

The objective of a reinforcement learning agent is to behave so as to maximise the sum of a suitable scalar function of state: the reward. These rewards are typically given and immutable. In this paper, we instead consider the proposition…

Artificial Intelligence · Computer Science 2020-08-25 Zeyu Zheng , Junhyuk Oh , Matteo Hessel , Zhongwen Xu , Manuel Kroiss , Hado van Hasselt , David Silver , Satinder Singh

Many potential applications of reinforcement learning in the real world involve interacting with other agents whose numbers vary over time. We propose new neural policy architectures for these multi-agent problems. In contrast to other…

Machine Learning · Computer Science 2019-06-03 Matthew A. Wright , Roberto Horowitz

This effort is focused on examining the behavior of reinforcement learning systems in personalization environments and detailing the differences in policy entropy associated with the type of learning algorithm utilized. We demonstrate that…

Machine Learning · Computer Science 2024-04-30 Anton Dereventsov , Andrew Starnes , Clayton G. Webster

Reinforcement learning is a powerful technique to train an agent to perform a task. However, an agent that is trained using reinforcement learning is only capable of achieving the single task that is specified via its reward function. Such…

Machine Learning · Computer Science 2018-07-24 Carlos Florensa , David Held , Xinyang Geng , Pieter Abbeel

Agents that can learn to imitate given video observation -- \emph{without direct access to state or action information} are more applicable to learning in the natural world. However, formulating a reinforcement learning (RL) agent that…

Machine Learning · Computer Science 2023-07-14 Glen Berseth , Florian Golemo , Christopher Pal

Training a multi-agent reinforcement learning (MARL) algorithm is more challenging than training a single-agent reinforcement learning algorithm, because the result of a multi-agent task strongly depends on the complex interactions among…

Machine Learning · Computer Science 2021-01-19 Heechang Ryu , Hayong Shin , Jinkyoo Park

We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function to the temporal difference (TD) error, nonlinear…

Machine Learning · Computer Science 2014-10-10 Yun Shen , Michael J. Tobia , Tobias Sommer , Klaus Obermayer

Interactive Machine Learning is concerned with creating systems that operate in environments alongside humans to achieve a task. A typical use is to extend or amplify the capabilities of a human in cognitive or physical ways, requiring the…

Machine Learning · Computer Science 2019-02-05 Miguel Alonso

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

Cooperation between self-interested individuals is a widespread phenomenon in the natural world, but remains elusive in interactions between artificially intelligent agents. Instead, naive reinforcement learning algorithms typically…

Multiagent Systems · Computer Science 2025-01-16 John L. Zhou , Weizhe Hong , Jonathan C. Kao

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Classical multi-agent reinforcement learning (MARL) assumes risk neutrality and complete objectivity for agents. However, in settings where agents need to consider or model human economic or social preferences, a notion of risk must be…

Machine Learning · Computer Science 2024-02-09 Hafez Ghaemi , Hamed Kebriaei , Alireza Ramezani Moghaddam , Majid Nili Ahamdabadi

Before taking actions in an environment with more than one intelligent agent, an autonomous agent may benefit from reasoning about the other agents and utilizing a notion of a guarantee or confidence about the behavior of the system. In…

Machine Learning · Computer Science 2024-02-12 Nikunj Gupta , Somjit Nath , Samira Ebrahimi Kahou

In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…

Machine Learning · Computer Science 2021-11-23 Alex Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

Empowerment, an information-theoretic measure of an agent's potential influence on its environment, has emerged as a powerful intrinsic motivation and exploration framework for reinforcement learning (RL). Besides for unsupervised RL and…

Artificial Intelligence · Computer Science 2025-10-08 Moritz Schneider , Robert Krug , Narunas Vaskevicius , Luigi Palmieri , Michael Volpp , Joschka Boedecker

The capability to widely sample the state and action spaces is a key ingredient toward building effective reinforcement learning algorithms. The variational optimization principles exposed in this paper emphasize the importance of an…

Machine Learning · Computer Science 2022-05-25 Emmanuel Daucé

The most commonly accepted model for investors' preferences is expected utility theory. More recently, other theories have emerged and pose new challenges to mathematics. The present paper treats preferences of cumulative prospect theory…

Portfolio Management · Quantitative Finance 2016-08-07 Miklós Rásonyi , José Gregorio Rodríguez-Villarreal

This paper adds to the efforts of evolutionary ethics to naturalize morality by providing specific insights derived from a computational ethics view. We propose a stylized model of human decision-making, which is based on Reinforcement…

Computers and Society · Computer Science 2023-07-24 Eduardo C. Garrido-Merchán , Sara Lumbreras-Sancho

Reinforcement learning is a proven technique for an agent to learn a task. However, when learning a task using reinforcement learning, the agent cannot distinguish the characteristics of the environment from those of the task. This makes it…

Artificial Intelligence · Computer Science 2017-08-10 Pieter Van Molle , Tim Verbelen , Steven Bohez , Sam Leroux , Pieter Simoens , Bart Dhoedt