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Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

Inverse Reinforcement Learning (IRL) aims to facilitate a learner's ability to imitate expert behavior by acquiring reward functions that explain the expert's decisions. Regularized IRL applies strongly convex regularizers to the learner's…

Machine Learning · Computer Science 2020-12-04 Wonseok Jeon , Chen-Yang Su , Paul Barde , Thang Doan , Derek Nowrouzezahrai , Joelle Pineau

The aim of Inverse Reinforcement Learning (IRL) is to infer a reward function $R$ from a policy $\pi$. To do this, we need a model of how $\pi$ relates to $R$. In the current literature, the most common models are optimality, Boltzmann…

Machine Learning · Computer Science 2023-03-27 Joar Skalse , Alessandro Abate

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

A popular framework for enforcing safe actions in Reinforcement Learning (RL) is Constrained RL, where trajectory based constraints on expected cost (or other cost measures) are employed to enforce safety and more importantly these…

Machine Learning · Computer Science 2024-08-09 Huy Hoang , Tien Mai , Pradeep Varakantham

The goal of the inverse reinforcement learning (IRL) problem is to recover the reward functions from expert demonstrations. However, the IRL problem like any ill-posed inverse problem suffers the congenital defect that the policy may be…

Machine Learning · Computer Science 2022-09-26 Ce Ju

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

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

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…

Machine Learning · Computer Science 2026-02-23 Daqian Shao

Reward maximization, safe exploration, and intrinsic motivation are often studied as separate objectives in reinforcement learning (RL). We present a unified geometric framework, that views these goals as instances of a single optimization…

Machine Learning · Computer Science 2025-09-03 Nikola Milosevic , Nico Scherf

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Reinforcement learning (RL) has been recognized as a powerful tool for robot control tasks. RL typically employs reward functions to define task objectives and guide agent learning. However, since the reward function serves the dual purpose…

Machine Learning · Computer Science 2025-12-10 Zhao Yu , Xiuping Wu , Liangjun Ke

Inverse Reinforcement Learning (IRL) is a powerful set of techniques for imitation learning that aims to learn a reward function that rationalizes expert demonstrations. Unfortunately, traditional IRL methods suffer from a computational…

Machine Learning · Computer Science 2024-01-31 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…

Machine Learning · Computer Science 2019-10-29 Lantao Yu , Tianhe Yu , Chelsea Finn , Stefano Ermon

In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

Computational Finance · Quantitative Finance 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

Two main challenges in Reinforcement Learning (RL) are designing appropriate reward functions and ensuring the safety of the learned policy. To address these challenges, we present a theoretical framework for Inverse Reinforcement Learning…

Machine Learning · Computer Science 2023-06-02 Andreas Schlaginhaufen , Maryam Kamgarpour

Constrained optimization provides a common framework for dealing with conflicting objectives in reinforcement learning (RL). In most of these settings, the objectives (and constraints) are expressed though the expected accumulated reward.…

Machine Learning · Computer Science 2025-12-03 Jane H. Lee , Baturay Saglam , Spyridon Pougkakiotis , Amin Karbasi , Dionysis Kalogerias