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Constrained Reinforcement Learning (RL) aims to maximize the return while adhering to predefined constraint limits, which represent domain-specific safety requirements. In continuous control settings, where learning agents govern system…

Machine Learning · Computer Science 2025-09-12 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

Reinforcement learning for embodied agents is a challenging problem. The accumulated reward to be optimized is often a very rugged function, and gradient methods are impaired by many local optimizers. We demonstrate, in an experimental…

Artificial Intelligence · Computer Science 2016-06-01 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

In this work, we present a reinforcement learning algorithm that can find a variety of policies (novel policies) for a task that is given by a task reward function. Our method does this by creating a second reward function that recognizes…

Machine Learning · Computer Science 2020-02-03 Yunbo Zhang , Wenhao Yu , Greg Turk

Multi-objective Markov decision processes are sequential decision-making problems that involve multiple conflicting reward functions that cannot be optimized simultaneously without a compromise. This type of problems cannot be solved by a…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Merrick , Jiankun Hu

Bilevel optimization has been recently applied to many machine learning tasks. However, their applications have been restricted to the supervised learning setting, where static objective functions with benign structures are considered. But…

Machine Learning · Computer Science 2024-06-04 Han Shen , Zhuoran Yang , Tianyi Chen

One obstacle to applying reinforcement learning algorithms to real-world problems is the lack of suitable reward functions. Designing such reward functions is difficult in part because the user only has an implicit understanding of the task…

Machine Learning · Computer Science 2018-11-20 Jan Leike , David Krueger , Tom Everitt , Miljan Martic , Vishal Maini , Shane Legg

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

Machine Learning · Computer Science 2022-04-06 Jing Tan , Ramin Khalili , Holger Karl

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

Reinforcement learning (RL) algorithms can find an optimal policy for a single agent to accomplish a particular task. However, many real-world problems require multiple agents to collaborate in order to achieve a common goal. For example, a…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Hadi Partovi Aria , Hyohun Kim , Daniel Neider , Zhe Xu

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

We propose a framework for ensuring safe behavior of a reinforcement learning agent when the reward function may be difficult to specify. In order to do this, we rely on the existence of demonstrations from expert policies, and we provide a…

Machine Learning · Computer Science 2018-11-22 Jessie Huang , Fa Wu , Doina Precup , Yang Cai

Reinforcement learning has become a powerful paradigm for improving the capability of intelligent systems, but its practical deployment faces two central challenges. First, reinforcement learning must scale efficiently in distributed…

Machine Learning · Computer Science 2026-05-12 Guangchen Lan

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

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

Reinforcement learning (RL) has become an increasingly active area of research in recent years. Although there are many algorithms that allow an agent to solve tasks efficiently, they often ignore the possibility that prior experience…

Artificial Intelligence · Computer Science 2020-01-07 Francisco M. Garcia , Chris Nota , Philip S. Thomas

An important problem in reinforcement learning is designing agents that learn to solve tasks safely in an environment. A common solution is for a human expert to define either a penalty in the reward function or a cost to be minimised when…

Machine Learning · Computer Science 2023-06-02 Geraud Nangue Tasse , Tamlin Love , Mark Nemecek , Steven James , Benjamin Rosman

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

Reinforcement learning algorithms are generally designed to maximize the expected return across a population. However, a policy that is optimal on average may be suboptimal for certain individuals, leading to potential safety concerns. To…

Machine Learning · Statistics 2026-05-26 Jingyi Li , Peng Wu , Chengchun Shi

In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected…

Machine Learning · Computer Science 2020-05-26 Rui Zhao , Xudong Sun , Volker Tresp

In complex tasks where the reward function is not straightforward and consists of a set of objectives, multiple reinforcement learning (RL) policies that perform task adequately, but employ different strategies can be trained by adjusting…

Artificial Intelligence · Computer Science 2021-12-20 Jasmina Gajcin , Rahul Nair , Tejaswini Pedapati , Radu Marinescu , Elizabeth Daly , Ivana Dusparic
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