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Related papers: Reinforcement Learning with Depreciating Assets

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Most reinforcement learning algorithms take advantage of an experience replay buffer to repeatedly train on samples the agent has observed in the past. Not all samples carry the same amount of significance and simply assigning equal…

Machine Learning · Computer Science 2023-11-02 Shivakanth Sujit , Somjit Nath , Pedro H. M. Braga , Samira Ebrahimi Kahou

Learning about many things can provide numerous benefits to a reinforcement learning system. For example, learning many auxiliary value functions, in addition to optimizing the environmental reward, appears to improve both exploration and…

Machine Learning · Computer Science 2020-08-25 Cam Linke , Nadia M. Ady , Martha White , Thomas Degris , Adam White

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

Machine Learning · Computer Science 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Erfaun Noorani , Christos Mavridis , John Baras

Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…

Machine Learning · Computer Science 2022-11-03 Herkulaas Combrink , Vukosi Marivate , Benjamin Rosman

This paper investigates estimating the variance of a temporal-difference learning agent's update target. Most reinforcement learning methods use an estimate of the value function, which captures how good it is for the agent to be in a…

Artificial Intelligence · Computer Science 2018-02-15 Craig Sherstan , Brendan Bennett , Kenny Young , Dylan R. Ashley , Adam White , Martha White , Richard S. Sutton

In reinforcement learning, we typically aim to optimize the expected value of the sum of rewards an agent collects over a trajectory. However, if the process generating these rewards is non-ergodic, the expected value, i.e., the average…

As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…

Artificial Intelligence · Computer Science 2020-08-19 Umer Siddique , Paul Weng , Matthieu Zimmer

Motivated by applications to online advertising and recommender systems, we consider a game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In contrast to previous work on delayed multi-armed bandits, we focus…

Computer Science and Game Theory · Computer Science 2020-06-22 Amélie Héliou , Panayotis Mertikopoulos , Zhengyuan Zhou

Maximum entropy reinforcement learning motivates agents to explore states and actions to maximize the entropy of some distribution, typically by providing additional intrinsic rewards proportional to that entropy function. In this paper, we…

Machine Learning · Computer Science 2026-03-20 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

This paper employs an intra-personal game-theoretic framework to investigate how decreasing impatience influences irreversible investment behaviors in a continuous-time setting. We consider a capacity expansion problem under weighted…

Mathematical Finance · Quantitative Finance 2024-09-04 Pengyu Wei , Wei Wei

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

Machine Learning · Computer Science 2024-09-23 Narendra Patwardhan , Zequn Wang

The recency heuristic in reinforcement learning is the assumption that stimuli that occurred closer in time to an acquired reward should be more heavily reinforced. The recency heuristic is one of the key assumptions made by TD($\lambda$),…

Machine Learning · Computer Science 2024-08-27 Brett Daley , Marlos C. Machado , Martha White

The value function plays a crucial role as a measure for the cumulative future reward an agent receives in both reinforcement learning and optimal control. It is therefore of interest to study how similar the values of neighboring states…

Systems and Control · Electrical Eng. & Systems 2024-03-22 Hans Harder , Sebastian Peitz

In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…

Machine Learning · Computer Science 2021-11-23 Alex Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

Inverse Reinforcement Learning (IRL) techniques deal with the problem of deducing a reward function that explains the behavior of an expert agent who is assumed to act optimally in an underlying unknown task. In several problems of…

Machine Learning · Computer Science 2024-01-09 Riccardo Poiani , Gabriele Curti , Alberto Maria Metelli , Marcello Restelli

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

The success of Reinforcement Learning (RL) heavily relies on the ability to learn robust representations from the observations of the environment. In most cases, the representations learned purely by the reinforcement learning loss can…

Machine Learning · Computer Science 2024-02-12 Somjit Nath , Rushiv Arora , Samira Ebrahimi Kahou

Reinforcement learners are agents that learn to pick actions that lead to high reward. Ideally, the value of a reinforcement learner's policy approaches optimality--where the optimal informed policy is the one which maximizes reward.…

Machine Learning · Computer Science 2021-05-27 Michael K. Cohen , Elliot Catt , Marcus Hutter

When function approximation is deployed in reinforcement learning (RL), the same problem may be formulated in different ways, often by treating a pre-processing step as a part of the environment or as part of the agent. As a consequence,…

Machine Learning · Computer Science 2020-06-02 Nan Jiang