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Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

Controlling a non-statically bipedal robot is challenging due to the complex dynamics and multi-criterion optimization involved. Recent works have demonstrated the effectiveness of deep reinforcement learning (DRL) for simulation and…

Robotics · Computer Science 2021-12-23 Changxin Huang , Guangrun Wang , Zhibo Zhou , Ronghui Zhang , Liang Lin

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

Designing reward functions is a challenging problem in AI and robotics. Humans usually have a difficult time directly specifying all the desirable behaviors that a robot needs to optimize. One common approach is to learn reward functions…

Robotics · Computer Science 2020-06-05 Erdem Bıyık , Nicolas Huynh , Mykel J. Kochenderfer , Dorsa Sadigh

As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…

Artificial Intelligence · Computer Science 2020-08-19 Umer Siddique , Paul Weng , Matthieu Zimmer

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Policy gradient methods ignore the potential value of adjusting environment variables: unobservable state features that are randomly determined by the environment in a physical setting, but are controllable in a simulator. This can lead to…

Machine Learning · Computer Science 2019-05-28 Supratik Paul , Michael A. Osborne , Shimon Whiteson

Modern meta-reinforcement learning (Meta-RL) methods are mainly developed based on model-agnostic meta-learning, which performs policy gradient steps across tasks to maximize policy performance. However, the gradient conflict problem is…

Artificial Intelligence · Computer Science 2022-09-22 Haozhi Wang , Qing Wang , Yunfeng Shao , Dong Li , Jianye Hao , Yinchuan Li

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…

Methodology · Statistics 2015-03-11 Miroslav Dudík , Dumitru Erhan , John Langford , Lihong Li

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

This research reports on the recent development of a black-box optimization method based on single-step deep reinforcement learning (DRL), and on its conceptual proximity to evolution strategy (ES) techniques. In the fashion of policy…

Optimization and Control · Mathematics 2021-11-29 Jonathan Viquerat , Régis Duvigneau , Philippe Meliga , Alexander Kuhnle , Elie Hachem

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

The primary obstacle for applying reinforcement learning (RL) to real-world robotics is the design of effective reward functions. While recently learning-based Process Reward Models (PRMs) are a promising direction, they are often hindered…

Model-based Reinforcement Learning estimates the true environment through a world model in order to approximate the optimal policy. This family of algorithms usually benefits from better sample efficiency than their model-free counterparts.…

Machine Learning · Computer Science 2021-10-27 Valentin Charvet , Bjørn Sand Jensen , Roderick Murray-Smith

We consider robust optimization problems, where the goal is to optimize an unknown objective function against the worst-case realization of an uncertain parameter. For this setting, we design a novel sample-efficient algorithm GP-MRO, which…

Machine Learning · Computer Science 2020-03-03 Pier Giuseppe Sessa , Ilija Bogunovic , Maryam Kamgarpour , Andreas Krause
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