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This paper studies the optimal dividend problem with a bounded payout rate in a partially observed regime-switching diffusion model, where, in practice, the market regime is unobserved and key model parameters are unknown. To address this…

Optimization and Control · Mathematics 2026-01-29 Zhongqin Gao , Yan Lv , Jingmin He

Reinforcement learning usually assumes a given or sometimes even fixed environment in which an agent seeks an optimal policy to maximize its long-term discounted reward. In contrast, we consider agents that are not limited to passive…

Machine Learning · Computer Science 2025-10-20 Ziqing Lu , Babak Hassibi , Lifeng Lai , Weiyu Xu

Recent RL research has utilized reward shaping--particularly complex shaping rewards such as intrinsic motivation (IM)--to encourage agent exploration in sparse-reward environments. While often effective, ``reward hacking'' can lead to the…

Machine Learning · Computer Science 2025-05-20 Grant C. Forbes , Jianxun Wang , Leonardo Villalobos-Arias , Arnav Jhala , David L. Roberts

Diffusion models excel at capturing complex data distributions, such as those of natural images and proteins. While diffusion models are trained to represent the distribution in the training dataset, we often are more concerned with other…

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

Offline reinforcement learning (RL) is an effective tool for real-world recommender systems with its capacity to model the dynamic interest of users and its interactive nature. Most existing offline RL recommender systems focus on…

Information Retrieval · Computer Science 2025-05-13 Yi Zhang , Ruihong Qiu , Jiajun Liu , Sen Wang

Model-based reinforcement learning (RL) algorithms designed for handling complex visual observations typically learn some sort of latent state representation, either explicitly or implicitly. Standard methods of this sort do not distinguish…

Robotics · Computer Science 2022-04-20 Homanga Bharadhwaj , Mohammad Babaeizadeh , Dumitru Erhan , Sergey Levine

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

We address the problem of fine-tuning diffusion models for reward-guided generation in biomolecular design. While diffusion models have proven highly effective in modeling complex, high-dimensional data distributions, real-world…

Diffusion-based planning, learning, and control methods present a promising branch of powerful and expressive decision-making solutions. Given the growing interest, such methods have undergone numerous refinements over the past years.…

Machine Learning · Computer Science 2025-02-19 Dom Huh , Prasant Mohapatra

Reinforcement learning (RL) methods usually treat reward functions as black boxes. As such, these methods must extensively interact with the environment in order to discover rewards and optimal policies. In most RL applications, however,…

Machine Learning · Computer Science 2022-01-19 Rodrigo Toro Icarte , Toryn Q. Klassen , Richard Valenzano , Sheila A. McIlraith

In several reinforcement learning (RL) scenarios, mainly in security settings, there may be adversaries trying to interfere with the reward generating process. In this paper, we introduce Threatened Markov Decision Processes (TMDPs), which…

Machine Learning · Computer Science 2019-10-28 Victor Gallego , Roi Naveiro , David Rios Insua

Model-based reinforcement learning (MBRL) provides a way to learn a transition model of the environment, which can then be used to plan personalized policies for different patient cohorts and to understand the dynamics involved in the…

Machine Learning · Computer Science 2024-11-22 Abhishek Sharma , Sonali Parbhoo , Omer Gottesman , Finale Doshi-Velez

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Understanding emerging behaviors of reinforcement learning (RL) agents may be difficult since such agents are often trained in complex environments using highly complex decision making procedures. This has given rise to a variety of…

Artificial Intelligence · Computer Science 2022-12-02 Mira Finkelstein , Lucy Liu , Nitsan Levy Schlot , Yoav Kolumbus , David C. Parkes , Jeffrey S. Rosenshein , Sarah Keren

Reward shaping is critical in reinforcement learning (RL), particularly for complex tasks where sparse rewards can hinder learning. However, choosing effective shaping rewards from a set of reward functions in a computationally efficient…

Machine Learning · Computer Science 2025-02-26 Chen Bo Calvin Zhang , Zhang-Wei Hong , Aldo Pacchiano , Pulkit Agrawal

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

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

Learning from human feedback has been shown to improve text-to-image models. These techniques first learn a reward function that captures what humans care about in the task and then improve the models based on the learned reward function.…

Maximum entropy reinforcement learning (MaxEnt-RL) has become the standard approach to RL due to its beneficial exploration properties. Traditionally, policies are parameterized using Gaussian distributions, which significantly limits their…

Machine Learning · Computer Science 2025-06-11 Onur Celik , Zechu Li , Denis Blessing , Ge Li , Daniel Palenicek , Jan Peters , Georgia Chalvatzaki , Gerhard Neumann
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