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In safe reinforcement learning, agent needs to balance between exploration actions and safety constraints. Following this paradigm, domain transfer approaches learn a prior Q-function from the related environments to prevent unsafe actions.…

Machine Learning · Computer Science 2025-04-29 Duc Kien Doan , Bang Giang Le , Viet Cuong Ta

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

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

A sequential decision-making agent balances between exploring to gain new knowledge about an environment and exploiting current knowledge to maximize immediate reward. For environments studied in the traditional literature, optimal…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Wanqiao Xu , Benjamin Van Roy

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

Deep reinforcement learning (RL) excels in various control tasks, yet the absence of safety guarantees hampers its real-world applicability. In particular, explorations during learning usually results in safety violations, while the RL…

Robotics · Computer Science 2025-06-04 Yifan Sun , Feihan Li , Weiye Zhao , Rui Chen , Tianhao Wei , Changliu Liu

Realistic environments often provide agents with very limited feedback. When the environment is initially unknown, the feedback, in the beginning, can be completely absent, and the agents may first choose to devote all their effort on…

Machine Learning · Computer Science 2020-10-13 Pierre Ménard , Omar Darwiche Domingues , Anders Jonsson , Emilie Kaufmann , Edouard Leurent , Michal Valko

Efficient exploration remains a challenging research problem in reinforcement learning, especially when an environment contains large state spaces, deceptive local optima, or sparse rewards. To tackle this problem, we present a…

Artificial Intelligence · Computer Science 2018-10-30 Zhang-Wei Hong , Tzu-Yun Shann , Shih-Yang Su , Yi-Hsiang Chang , Chun-Yi Lee

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

Solving tasks with sparse rewards is one of the most important challenges in reinforcement learning. In the single-agent setting, this challenge is addressed by introducing intrinsic rewards that motivate agents to explore unseen regions of…

Machine Learning · Computer Science 2021-05-25 Shariq Iqbal , Fei Sha

The foraging behavior of animals is a paradigm of target search in nature. Understanding which foraging strategies are optimal and how animals learn them are central challenges in modeling animal foraging. While the question of optimality…

Statistical Mechanics · Physics 2024-04-15 Gorka Muñoz-Gil , Andrea López-Incera , Lukas J. Fiderer , Hans J. Briegel

We consider the problem of learning the best possible policy from a fixed dataset, known as offline Reinforcement Learning (RL). A common taxonomy of existing offline RL works is policy regularization, which typically constrains the learned…

Machine Learning · Computer Science 2023-08-16 Yuhang Ran , Yi-Chen Li , Fuxiang Zhang , Zongzhang Zhang , Yang Yu

This work provides a rigorous framework for studying continuous time control problems in uncertain environments. The framework considered models uncertainty in state dynamics as a measure on the space of functions. This measure is…

Optimization and Control · Mathematics 2018-02-22 Ryan Murray , Michele Palladino

In reinforcement learning, we encode the potential behaviors of an agent interacting with an environment into an infinite set of policies, the policy space, typically represented by a family of parametric functions. Dealing with such a…

Machine Learning · Computer Science 2022-02-23 Mirco Mutti , Stefano Del Col , Marcello Restelli

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

Efficient exploration is necessary to achieve good sample efficiency for reinforcement learning in general. From small, tabular settings such as gridworlds to large, continuous and sparse reward settings such as robotic object manipulation…

Machine Learning · Computer Science 2019-06-20 Zhaohan Daniel Guo , Emma Brunskill

This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…

Machine Learning · Computer Science 2025-07-10 George Papadopoulos , George A. Vouros

We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non-randomized, limiting natural exploration in RL settings. To…

Optimization and Control · Mathematics 2026-02-18 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu

In many practical problems, a learning agent may want to learn the best action in hindsight without ever taking a bad action, which is significantly worse than the default production action. In general, this is impossible because the agent…

Machine Learning · Statistics 2018-06-05 Sumeet Katariya , Branislav Kveton , Zheng Wen , Vamsi K. Potluru