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We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

Machine Learning · Computer Science 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

On-policy reinforcement learning methods, like Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), often demand extensive data per update, leading to sample inefficiency. This paper introduces Reflective Policy…

Machine Learning · Computer Science 2024-06-07 Yaozhong Gan , Renye Yan , Zhe Wu , Junliang Xing

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Traditional reinforcement learning and planning typically requires vast amounts of data and training to develop effective policies. In contrast, large language models (LLMs) exhibit strong generalization and zero-shot capabilities, but…

Artificial Intelligence · Computer Science 2025-07-30 Jonathan Light , Min Cai , Weiqin Chen , Guanzhi Wang , Xiusi Chen , Wei Cheng , Yisong Yue , Ziniu Hu

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

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

We consider the problem of using multiple agents to harvest data from a collection of sensor nodes (targets) scattered across a two-dimensional environment. These targets transmit their data to the agents that move in the space above them,…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Shili Wu , Yancheng Zhu , Aniruddha Datta , Sean B. Andersson

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Machine Learning · Computer Science 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

In many Deep Reinforcement Learning (RL) problems, decisions in a trained policy vary in significance for the expected safety and performance of the policy. Since RL policies are very complex, testing efforts should concentrate on states in…

Machine Learning · Computer Science 2024-11-13 Stefan Pranger , Hana Chockler , Martin Tappler , Bettina Könighofer

Reinforcement learning (RL) has been extensively employed in a wide range of decision-making problems, such as games and robotics. Recently, diffusion policies have shown strong potential in modeling multi-modal behaviors, enabling more…

Machine Learning · Computer Science 2026-03-06 Ben Liu , Shunpeng Yang , Hua Chen

The field of reinforcement learning offers a large variety of concepts and methods to tackle sequential decision-making problems. This variety has become so large that choosing an algorithm for a task at hand can be challenging. In this…

We present tournament results and several powerful strategies for the Iterated Prisoner's Dilemma created using reinforcement learning techniques (evolutionary and particle swarm algorithms). These strategies are trained to perform well…

Computer Science and Game Theory · Computer Science 2018-02-07 Marc Harper , Vincent Knight , Martin Jones , Georgios Koutsovoulos , Nikoleta E. Glynatsi , Owen Campbell

The challenge in the widely applicable online matching problem lies in making irrevocable assignments while there is uncertainty about future inputs. Most theoretically-grounded policies are myopic or greedy in nature. In real-world…

Machine Learning · Computer Science 2022-11-01 Mohammad Ali Alomrani , Reza Moravej , Elias B. Khalil

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes $\text{W}\text{R}^{2}\text{L}$ -- a robust reinforcement learning algorithm…

Machine Learning · Computer Science 2019-09-18 Mohammed Amin Abdullah , Hang Ren , Haitham Bou Ammar , Vladimir Milenkovic , Rui Luo , Mingtian Zhang , Jun Wang

Recommender Systems have been the cornerstone of online retailers. Traditionally they were based on rules, relevance scores, ranking algorithms, and supervised learning algorithms, but now it is feasible to use reinforcement learning…

Information Retrieval · Computer Science 2021-10-08 Lucas Farris

To improve efficiency and reduce failures in autonomous vehicles, research has focused on developing robust and safe learning methods that take into account disturbances in the environment. Existing literature in robust reinforcement…

Machine Learning · Computer Science 2019-03-12 Xiaobai Ma , Katherine Driggs-Campbell , Mykel J. Kochenderfer

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger