English
Related papers

Related papers: Reinforcement Learning in Non-Markovian Environmen…

200 papers

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an agent is to attain the best possible asymptotic reward where the…

Machine Learning · Computer Science 2007-05-23 Daniil Ryabko , Marcus Hutter

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

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…

Reinforcement learning has solid foundations, but becomes inefficient in partially observed (non-Markovian) environments. Thus, a learning agent -born with a representation and a policy- might wish to investigate to what extent the Markov…

Artificial Intelligence · Computer Science 2011-03-02 Gabor Matuz , Andras Lorincz

Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…

Machine Learning · Computer Science 2026-05-28 Onno Eberhard , Claire Vernade , Michael Muehlebach

In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…

Artificial Intelligence · Computer Science 2019-10-25 Haifeng Zhang , Jun Wang , Zhiming Zhou , Weinan Zhang , Ying Wen , Yong Yu , Wenxin Li

The increasing adoption of Reinforcement Learning in safety-critical systems domains such as autonomous vehicles, health, and aviation raises the need for ensuring their safety. Existing safety mechanisms such as adversarial training,…

Machine Learning · Computer Science 2021-11-11 Paulina Stevia Nouwou Mindom , Amin Nikanjam , Foutse Khomh , John Mullins

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

Reinforcement learning (RL) is inspired by the way human infants and animals learn from the environment. The setting is somewhat idealized because, in actual tasks, other agents in the environment have their own goals and behave adaptively…

Computer Science and Game Theory · Computer Science 2023-10-31 Yue Lin , Wenhao Li , Hongyuan Zha , Baoxiang Wang

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

Real-world reinforcement learning applications are often hindered by delayed feedback from environments, which violates the Markov assumption and introduces significant challenges. Although numerous delay-compensating methods have been…

Machine Learning · Computer Science 2026-02-03 Jongsoo Lee , Jangwon Kim , Jiseok Jeong , Soohee Han

Designing incentives for an adapting population is a ubiquitous problem in a wide array of economic applications and beyond. In this work, we study how to design additional rewards to steer multi-agent systems towards desired policies…

Machine Learning · Computer Science 2025-02-11 Jiawei Huang , Vinzenz Thoma , Zebang Shen , Heinrich H. Nax , Niao He

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

In many reinforcement learning tasks, the goal is to learn a policy to manipulate an agent, whose design is fixed, to maximize some notion of cumulative reward. The design of the agent's physical structure is rarely optimized for the task…

Machine Learning · Computer Science 2019-12-03 David Ha

In this paper, we confront the problem of applying reinforcement learning to agents that perceive the environment through many sensors and that can perform parallel actions using many actuators as is the case in complex autonomous robots.…

Artificial Intelligence · Computer Science 2011-07-04 E. Celaya , J. M. Porta

Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…

Multiagent Systems · Computer Science 2021-01-26 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart
‹ Prev 1 2 3 10 Next ›