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Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

Understanding a \textit{reinforcement learning} policy, which guides state-to-action mappings to maximize rewards, necessitates an accompanying explanation for human comprehension. In this paper, we introduce a set of \textit{linear…

Artificial Intelligence · Computer Science 2025-05-01 Mikihisa Yuasa , Huy T. Tran , Ramavarapu S. Sreenivas

Safe Reinforcement learning (Safe RL) aims at learning optimal policies while staying safe. A popular solution to Safe RL is shielding, which uses a logical safety specification to prevent an RL agent from taking unsafe actions. However,…

Artificial Intelligence · Computer Science 2023-03-07 Wen-Chi Yang , Giuseppe Marra , Gavin Rens , Luc De Raedt

Reinforcement learning (RL) has achieved remarkable success in fields like robotics and autonomous driving, but adversarial attacks designed to mislead RL systems remain challenging. Existing approaches often rely on modifying the…

Machine Learning · Computer Science 2025-07-25 Junyong Jiang , Buwei Tian , Chenxing Xu , Songze Li , Lu Dong

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

Reinforcement Learning (RL) algorithms have been successfully applied to real world situations like illegal smuggling, poaching, deforestation, climate change, airport security, etc. These scenarios can be framed as Stackelberg security…

Machine Learning · Computer Science 2022-12-01 Saptarashmi Bandyopadhyay , Chenqi Zhu , Philip Daniel , Joshua Morrison , Ethan Shay , John Dickerson

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…

Machine Learning · Computer Science 2026-04-15 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

Safe reinforcement learning is a promising path toward applying reinforcement learning algorithms to real-world problems, where suboptimal behaviors may lead to actual negative consequences. In this work, we focus on the setting where…

Machine Learning · Computer Science 2022-02-17 Garrett Thomas , Yuping Luo , Tengyu Ma

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

The field of reinforcement learning offers a large variety of concepts and methods to tackle sequential decision-making problems. This variety has become so large that choosing an algorithm for a task at hand can be challenging. In this…

Real-world recommender systems often need to balance multiple objectives when deciding which recommendations to present to users. These include behavioural signals (e.g. clicks, shares, dwell time), as well as broader objectives (e.g.…

Information Retrieval · Computer Science 2024-09-17 Olivier Jeunen , Jatin Mandav , Ivan Potapov , Nakul Agarwal , Sourabh Vaid , Wenzhe Shi , Aleksei Ustimenko

Efficiency in optimisation and search processes persists to be one of the challenges, which affects the performance and use of optimisation algorithms. Utilising a pool of operators instead of a single operator to handle move operations…

Artificial Intelligence · Computer Science 2025-12-12 Mehmet Emin Aydin

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

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

The ability to autonomously explore and resolve tasks with minimal human guidance is crucial for the self-development of embodied intelligence. Although reinforcement learning methods can largely ease human effort, it's challenging to…

Robotics · Computer Science 2024-12-19 Changxin Huang , Yanbin Chang , Junfan Lin , Junyang Liang , Runhao Zeng , Jianqiang Li

The aim of this paper is to study the reward based policy exploration problem in a supervised learning approach and enable robots to form complex movement trajectories in challenging reward settings and search spaces. For this, the…

Robotics · Computer Science 2020-11-10 M. Tuluhan Akbulut , Utku Bozdogan , Ahmet Tekden , Emre Ugur

Ensuring the safety of Reinforcement Learning (RL) is crucial for its deployment in real-world applications. Nevertheless, managing the trade-off between reward and safety during exploration presents a significant challenge. Improving…

Machine Learning · Computer Science 2025-03-04 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Ming Jin , Alois Knoll
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