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Reinforcement learning (RL) typically defines a discount factor as part of the Markov Decision Process. The discount factor values future rewards by an exponential scheme that leads to theoretical convergence guarantees of the Bellman…

Machine Learning · Statistics 2019-03-01 William Fedus , Carles Gelada , Yoshua Bengio , Marc G. Bellemare , Hugo Larochelle

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown…

Machine Learning · Computer Science 2022-12-08 Matthias Schultheis , Constantin A. Rothkopf , Heinz Koeppl

Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Machine Learning · Computer Science 2024-09-18 S. R. Eshwar , Mayank Motwani , Nibedita Roy , Gugan Thoppe

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

In continuing tasks, average-reward reinforcement learning may be a more appropriate problem formulation than the more common discounted reward formulation. As usual, learning an optimal policy in this setting typically requires a large…

Artificial Intelligence · Computer Science 2023-01-18 Yuqian Jiang , Sudarshanan Bharadwaj , Bo Wu , Rishi Shah , Ufuk Topcu , Peter Stone

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards. While the latter is more popular, it…

Machine Learning · Computer Science 2022-09-05 Vektor Dewanto , Marcus Gallagher

We show that discounted methods for solving continuing reinforcement learning problems can perform significantly better if they center their rewards by subtracting out the rewards' empirical average. The improvement is substantial at…

Machine Learning · Computer Science 2024-10-31 Abhishek Naik , Yi Wan , Manan Tomar , Richard S. Sutton

Time-inconsistent preferences, where agents favor smaller-sooner over larger-later rewards, are a key feature of human and animal decision-making. Quasi-Hyperbolic (QH) discounting provides a simple yet powerful model for this behavior, but…

Machine Learning · Computer Science 2025-09-09 S. R. Eshwar

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Reinforcement learning, which acquires a policy maximizing long-term rewards, has been actively studied. Unfortunately, this learning type is too slow and difficult to use in practical situations because the state-action space becomes huge…

Machine Learning · Computer Science 2024-10-28 Takato Okudo , Seiji Yamada

Designing an effective reward function has long been a challenge in reinforcement learning, particularly for complex tasks in unstructured environments. To address this, various learning paradigms have emerged that leverage different forms…

Machine Learning · Computer Science 2025-04-29 Muhammad Qasim Elahi , Somtochukwu Oguchienti , Maheed H. Ahmed , Mahsa Ghasemi

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…

Machine Learning · Computer Science 2021-11-02 Xiaoteng Ma , Xiaohang Tang , Li Xia , Jun Yang , Qianchuan Zhao

There has been significant progress in deep reinforcement learning (RL) in recent years. Nevertheless, finding suitable hyperparameter configurations and reward functions remains challenging even for experts, and performance heavily relies…

Machine Learning · Computer Science 2024-10-10 Julian Dierkes , Emma Cramer , Holger H. Hoos , Sebastian Trimpe

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt

This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…

Machine Learning · Computer Science 2010-09-15 Punit Pandey , Deepshikha Pandey , Shishir Kumar

We study defense strategies against reward poisoning attacks in reinforcement learning. As a threat model, we consider attacks that minimally alter rewards to make the attacker's target policy uniquely optimal under the poisoned rewards,…

Machine Learning · Computer Science 2021-06-22 Kiarash Banihashem , Adish Singla , Goran Radanovic
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