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In this work, we provide theoretical guarantees for reward decomposition in deterministic MDPs. Reward decomposition is a special case of Hierarchical Reinforcement Learning, that allows one to learn many policies in parallel and combine…

Machine Learning · Computer Science 2018-03-14 Tom Zahavy , Avinatan Hasidim , Haim Kaplan , Yishay Mansour

Reinforcement learning has shown promise in learning policies that can solve complex problems. However, manually specifying a good reward function can be difficult, especially for intricate tasks. Inverse reinforcement learning offers a…

Machine Learning · Computer Science 2017-11-28 Peter Henderson , Wei-Di Chang , Pierre-Luc Bacon , David Meger , Joelle Pineau , Doina Precup

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get…

Machine Learning · Computer Science 2020-01-13 Kai Jiang , XiaoLong Qin

Reinforcement Learning agents are expected to eventually perform well. Typically, this takes the form of a guarantee about the asymptotic behavior of an algorithm given some assumptions about the environment. We present an algorithm for a…

Machine Learning · Computer Science 2020-04-02 Michael K. Cohen , Elliot Catt , Marcus Hutter

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…

Machine Learning · Statistics 2011-06-30 Constantin Rothkopf , Christos Dimitrakakis

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

A fundamental trait of intelligence is the ability to achieve goals in the face of novel circumstances, such as making decisions from new action choices. However, standard reinforcement learning assumes a fixed set of actions and requires…

Machine Learning · Computer Science 2020-11-04 Ayush Jain , Andrew Szot , Joseph J. Lim

Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Machine Learning · Computer Science 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

This paper surveys the field of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the field and a broad selection of…

Artificial Intelligence · Computer Science 2014-11-17 L. P. Kaelbling , M. L. Littman , A. W. Moore

Asset allocation using reinforcement learning has advantages such as flexibility in goal setting and utilization of various information. However, existing asset allocation methods do not consider the following viewpoints in solving the…

Computational Finance · Quantitative Finance 2022-07-07 Jungyu Ahn , Sungwoo Park , Jiwoon Kim , Ju-hong Lee

Efficient maintenance has always been essential for the successful application of engineering systems. However, the challenges to be overcome in the implementation of Industry 4.0 necessitate new paradigms of maintenance optimization.…

Machine Learning · Computer Science 2025-05-28 Alberto Pliego Marugán , Jesús M. Pinar-Pérez , Fausto Pedro García Márquez

Reward modeling is not only a prediction problem: in KL-regularized policy optimization, the learned reward is exponentiated to define the deployed policy, so downstream value depends on errors in reward-tilted regions. We study this…

Machine Learning · Statistics 2026-05-26 Rei Higuchi , Ryotaro Kawata , Akifumi Wachi , Shokichi Takakura , Kohei Miyaguchi , Taiji Suzuki

One approach for improving sample efficiency in cooperative multi-agent learning is to decompose overall tasks into sub-tasks that can be assigned to individual agents. We study this problem in the context of reward machines: symbolic tasks…

Multiagent Systems · Computer Science 2025-02-20 Ameesh Shah , Niklas Lauffer , Thomas Chen , Nikhil Pitta , Sanjit A. Seshia

Reinforcement learning (RL) agents have traditionally been tasked with maximizing the value function of a Markov decision process (MDP), either in continuous settings, with fixed discount factor $\gamma < 1$, or in episodic settings, with…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…

Machine Learning · Computer Science 2020-11-05 Brendan O'Donoghue , Ian Osband , Catalin Ionescu

In statistical modelling the biggest threat is concept drift which makes the model gradually showing deteriorating performance over time. There are state of the art methodologies to detect the impact of concept drift, however general…

Machine Learning · Computer Science 2018-10-09 Kumarjit Pathak , Jitin Kapila

One of the main challenges in real-world reinforcement learning is to learn successfully from limited training samples. We show that in certain settings, the available data can be dramatically increased through a form of multi-task…

Machine Learning · Computer Science 2021-02-19 Desmond Cai , Shiau Hong Lim , Laura Wynter

Rewards serve as a measure of user satisfaction and act as a limiting factor in interactive recommender systems. In this research, we focus on the problem of learning to reward (LTR), which is fundamental to reinforcement learning. Previous…

Machine Learning · Computer Science 2023-10-31 Jialin Liu , Xinyan Su , Zeyu He , Xiangyu Zhao , Jun Li

The valuation process that economic agents undergo for investments with uncertain payoff typically depends on their statistical views on possible future outcomes, their attitudes toward risk, and, of course, the payoff structure itself.…

Pricing of Securities · Quantitative Finance 2010-01-11 Constantinos Kardaras