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Related papers: Reinforcement Learning with Depreciating Assets

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There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and…

Machine Learning · Computer Science 2013-01-14 Lex Weaver , Nigel Tao

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu

Potential-based reward shaping is commonly used to incorporate prior knowledge of how to solve the task into reinforcement learning because it can formally guarantee policy invariance. As such, the optimal policy and the ordering of…

Machine Learning · Computer Science 2025-02-04 Henrik Müller , Daniel Kudenko

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

Machine Learning · Computer Science 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

In the traditional view of reinforcement learning, the agent's goal is to find an optimal policy that maximizes its expected sum of rewards. Once the agent finds this policy, the learning ends. This view contrasts with \emph{continual…

Machine Learning · Computer Science 2025-07-16 Esraa Elelimy , David Szepesvari , Martha White , Michael Bowling

It is well known that reinforcement learning can be cast as inference in an appropriate probabilistic model. However, this commonly involves introducing a distribution over agent trajectories with probabilities proportional to exponentiated…

Artificial Intelligence · Computer Science 2021-10-07 David Tolpin , Tomer Dobkin

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

Reinforcement learning agents learn by encouraging behaviours which maximize their total reward, usually provided by the environment. In many environments, however, the reward is provided after a series of actions rather than each single…

Artificial Intelligence · Computer Science 2022-01-04 Mohammad Reza Bonyadi , Rui Wang , Maryam Ziaei

Contextual bandit learning is a reinforcement learning problem where the learner repeatedly receives a set of features (context), takes an action and receives a reward based on the action and context. We consider this problem under a…

Machine Learning · Computer Science 2012-03-05 Alekh Agarwal , Miroslav Dudík , Satyen Kale , John Langford , Robert E. Schapire

In reinforcement learning the Q-values summarize the expected future rewards that the agent will attain. However, they cannot capture the epistemic uncertainty about those rewards. In this work we derive a new Bellman operator with…

Machine Learning · Computer Science 2022-12-07 Brendan O'Donoghue

Reinforcement learning (RL) typically defines a discount factor as part of the Markov Decision Process. The discount factor values future rewards by an exponential scheme that leads to theoretical convergence guarantees of the Bellman…

Machine Learning · Statistics 2019-03-01 William Fedus , Carles Gelada , Yoshua Bengio , Marc G. Bellemare , Hugo Larochelle

In human-in-the-loop reinforcement learning or environments where calculating a reward is expensive, the costly rewards can make learning efficiency challenging to achieve. The cost of obtaining feedback from humans or calculating expensive…

Machine Learning · Computer Science 2025-03-03 Muhammed Yusuf Satici , David L. Roberts

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

Learning near-optimal behaviour from an expert's demonstrations typically relies on the assumption that the learner knows the features that the true reward function depends on. In this paper, we study the problem of learning from…

Machine Learning · Computer Science 2019-03-28 Luis Haug , Sebastian Tschiatschek , Adish Singla

We consider the problem of reinforcement learning using function approximation, where the approximating basis can change dynamically while interacting with the environment. A motivation for such an approach is maximizing the value function…

Machine Learning · Computer Science 2010-05-04 Dotan Di Castro , Shie Mannor

Imitation learning algorithms learn a policy from demonstrations of expert behavior. We show that, for deterministic experts, imitation learning can be done by reduction to reinforcement learning with a stationary reward. Our theoretical…

Machine Learning · Statistics 2022-03-16 Kamil Ciosek

Asset allocation is an investment strategy that aims to balance risk and reward by constantly redistributing the portfolio's assets according to certain goals, risk tolerance, and investment horizon. Unfortunately, there is no simple…

Portfolio Management · Quantitative Finance 2022-08-16 Ricard Durall

Machine unlearning refers to the process of mitigating the influence of specific training data on machine learning models based on removal requests from data owners. However, one important area that has been largely overlooked in the…

Cryptography and Security · Computer Science 2025-07-17 Dayong Ye , Tianqing Zhu , Congcong Zhu , Derui Wang , Kun Gao , Zewei Shi , Sheng Shen , Wanlei Zhou , Minhui Xue

Reinforcement learning defines the problem facing agents that learn to make good decisions through action and observation alone. To be effective problem solvers, such agents must efficiently explore vast worlds, assign credit from delayed…

Machine Learning · Computer Science 2022-03-02 David Abel