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In Reinforcement Learning (RL), it is commonly assumed that an immediate reward signal is generated for each action taken by the agent, helping the agent maximize cumulative rewards to obtain the optimal policy. However, in many real-world…

Machine Learning · Computer Science 2024-10-29 Yuting Tang , Xin-Qiang Cai , Yao-Xiang Ding , Qiyu Wu , Guoqing Liu , Masashi Sugiyama

Reinforcement learning from human feedback (RLHF) has become a key factor in aligning model behavior with users' goals. However, while humans integrate multiple strategies when making decisions, current RLHF approaches often simplify this…

Machine Learning · Computer Science 2025-06-19 Mingkang Wu , Devin White , Evelyn Rose , Vernon Lawhern , Nicholas R Waytowich , Yongcan Cao

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…

Machine Learning · Computer Science 2020-07-27 Shengpu Tang , Aditya Modi , Michael W. Sjoding , Jenna Wiens

We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The objective is to ensure that the time-averaged reward vector…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Rahul Misra , Manuela L. Bujorianu , Rafał Wisniewski

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

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng

Measuring states in reinforcement learning (RL) can be costly in real-world settings and may negatively influence future outcomes. We introduce the Actively Observable Markov Decision Process (AOMDP), where an agent not only selects control…

Machine Learning · Computer Science 2025-10-17 Daiqi Gao , Ziping Xu , Aseel Rawashdeh , Predrag Klasnja , Susan A. Murphy

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

Mediation analysis learns the causal effect transmitted via mediator variables between treatments and outcomes and receives increasing attention in various scientific domains to elucidate causal relations. Most existing works focus on…

Machine Learning · Statistics 2023-09-06 Lin Ge , Jitao Wang , Chengchun Shi , Zhenke Wu , Rui Song

Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…

Machine Learning · Statistics 2025-04-21 Chengchun Shi

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

Reinforcement Learning (RL) heavily relies on the careful design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term Reinforcement Learning (LTRL) tasks remains a significant challenge. As a…

Machine Learning · Computer Science 2025-06-03 Qi Ju , Falin Hei , Zhemei Fang , Yunfeng Luo

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan

Utilizing randomized experiments to evaluate the effect of short-term treatments on the short-term outcomes has been well understood and become the golden standard in industrial practice. However, as service systems become increasingly…

Methodology · Statistics 2025-09-10 Shuze Chen , David Simchi-Levi , Chonghuan Wang

Reinforcement learning (RL) has been widely applied in recommendation systems due to its potential in optimizing the long-term engagement of users. From the perspective of RL, recommendation can be formulated as a Markov decision process…

Information Retrieval · Computer Science 2023-10-26 Chengpeng Li , Zhengyi Yang , Jizhi Zhang , Jiancan Wu , Dingxian Wang , Xiangnan He , Xiang Wang

In practical applications, we can rarely assume full observability of a system's environment, despite such knowledge being important for determining a reactive control system's precise interaction with its environment. Therefore, we propose…

Machine Learning · Computer Science 2022-06-24 Edi Muskardin , Martin Tappler , Bernhard K. Aichernig , Ingo Pill

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Reinforcement learning (RL) is typically concerned with estimating stationary policies or single-step models, leveraging the Markov property to factorize problems in time. However, we can also view RL as a generic sequence modeling problem,…

Machine Learning · Computer Science 2021-11-30 Michael Janner , Qiyang Li , Sergey Levine