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Static feature exclusion strategies often fail to prevent bias when hidden dependencies influence the model predictions. To address this issue, we explore a reinforcement learning (RL) framework that integrates bias mitigation and automated…

Machine Learning · Computer Science 2025-10-14 Sudip Khadka , L. S. Paudel

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

Machine Learning · Computer Science 2023-03-01 Ziteng Cheng , Sebastian Jaimungal , Nick Martin

In this work we present a novel approach to hierarchical reinforcement learning for linearly-solvable Markov decision processes. Our approach assumes that the state space is partitioned, and the subtasks consist in moving between the…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , Anders Jonsson , Vicenç Gómez

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

While modern recommender systems are instrumental in navigating information abundance, they remain fundamentally limited by static user modeling and reactive decision-making paradigms. Current large language model (LLM)-based agents inherit…

Artificial Intelligence · Computer Science 2025-08-27 Chenghao Wu , Ruiyang Ren , Junjie Zhang , Ruirui Wang , Zhongrui Ma , Qi Ye , Wayne Xin Zhao

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…

Machine Learning · Computer Science 2026-01-27 Shihab Ahmed , El Houcine Bergou , Aritra Dutta , Yue Wang

Conventional Reinforcement Learning (RL) algorithms, typically focused on estimating or maximizing expected returns, face challenges when refining offline pretrained models with online experiences. This paper introduces Generative Actor…

Machine Learning · Computer Science 2025-12-29 Aoyang Qin , Deqian Kong , Wei Wang , Ying Nian Wu , Song-Chun Zhu , Sirui Xie

Despite recent advances in reinforcement learning (RL), its application in safety critical domains like autonomous vehicles is still challenging. Although punishing RL agents for risky situations can help to learn safe policies, it may also…

Robotics · Computer Science 2021-07-16 Danial Kamran , Tizian Engelgeh , Marvin Busch , Johannes Fischer , Christoph Stiller

Reinforcement learning (RL) agents have traditionally been tasked with maximizing the value function of a Markov decision process (MDP), either in continuous settings, with fixed discount factor $\gamma < 1$, or in episodic settings, with…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

Reinforcement learning (RL) training of large language models (LLMs) on unverifiable tasks is challenging even when a reasonable-quality reference answer is available. We propose a constrained RL training framework that (i) optimizes a…

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Machine Learning · Computer Science 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Recently, reinforcement learning (RL) algorithms have demonstrated remarkable success in learning complicated behaviors from minimally processed input. However, most of this success is limited to simulation. While there are promising…

Machine Learning · Computer Science 2019-03-29 Quan Vuong , Sharad Vikram , Hao Su , Sicun Gao , Henrik I. Christensen

We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…

Machine Learning · Computer Science 2023-03-16 Rahul Singh , Abhishek Gupta , Ness B. Shroff

We present a two-step hybrid reinforcement learning (RL) policy that is designed to generate interpretable and robust hierarchical policies on the RL problem with graph-based input. Unlike prior deep reinforcement learning policies…

Machine Learning · Computer Science 2022-10-20 Tongzhou Mu , Kaixiang Lin , Feiyang Niu , Govind Thattai

The development of autonomous agents for complex, long-horizon tasks is a central goal in AI. However, dominant training paradigms face a critical limitation: reinforcement learning (RL) methods that optimize solely for final task success…

Machine Learning · Computer Science 2025-07-31 Zijing Zhang , Ziyang Chen , Mingxiao Li , Zhaopeng Tu , Xiaolong Li

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

Optimization and Control · Mathematics 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter
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