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In real-world scenarios, risk-averse learning is valuable for mitigating potential adverse outcomes. However, the delayed feedback makes it challenging to assess and manage risk effectively. In this paper, we investigate risk-averse…

Machine Learning · Computer Science 2025-08-06 Siyi Wang , Zifan Wang , Karl Henrik Johansson , Sandra Hirche

Inverse reinforcement learning (IRL) enables an agent to learn complex behavior by observing demonstrations from a (near-)optimal policy. The typical assumption is that the learner's goal is to match the teacher's demonstrated behavior. In…

Machine Learning · Computer Science 2019-10-30 Sebastian Tschiatschek , Ahana Ghosh , Luis Haug , Rati Devidze , Adish Singla

In this paper, we study an inverse reinforcement learning problem that involves learning the reward function of a learning agent using trajectory data collected while this agent is learning its optimal policy. To address this problem, we…

Machine Learning · Computer Science 2024-10-21 Kavinayan P. Sivakumar , Yi Shen , Zachary Bell , Scott Nivison , Boyuan Chen , Michael M. Zavlanos

We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of…

Optimization and Control · Mathematics 2020-03-03 Umit Kose , Andrzej Ruszczynski

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

Risk-averse reinforcement learning finds application in various high-stakes fields. Unlike classical reinforcement learning, which aims to maximize expected returns, risk-averse agents choose policies that minimize risk, occasionally…

Machine Learning · Computer Science 2025-05-27 Igor Udovichenko , Olivier Croissant , Anita Toleutaeva , Evgeny Burnaev , Alexander Korotin

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

We study the problem of teaching via demonstrations in sequential decision-making tasks. In particular, we focus on the situation when the teacher has no access to the learner's model and policy, and the feedback from the learner is limited…

Machine Learning · Computer Science 2023-09-19 Rustam Zayanov , Francisco S. Melo , Manuel Lopes

Optimizing objective functions subject to constraints is fundamental in many real-world applications. However, these constraints are often not readily defined and must be inferred from expert agent behaviors, a problem known as Inverse…

Machine Learning · Computer Science 2025-05-19 Bo Yue , Jian Li , Guiliang Liu

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

Machine Learning · Computer Science 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…

Artificial Intelligence · Computer Science 2021-11-15 Chris Gagne , Peter Dayan

Inverse reinforcement learning (IRL) methods assume that the expert data is generated by an agent optimizing some reward function. However, in many settings, the agent may optimize a reward function subject to some constraints, where the…

Machine Learning · Computer Science 2023-05-01 Ashish Gaurav , Kasra Rezaee , Guiliang Liu , Pascal Poupart

Prior work on safe Reinforcement Learning (RL) has studied risk-aversion to randomness in dynamics (aleatory) and to model uncertainty (epistemic) in isolation. We propose and analyze a new framework to jointly model the risk associated…

Machine Learning · Computer Science 2024-05-15 Jia Lin Hau , Marek Petrik , Mohammad Ghavamzadeh , Reazul Russel

In inverse reinforcement learning (IRL), an agent seeks to replicate expert demonstrations through interactions with the environment. Traditionally, IRL is treated as an adversarial game, where an adversary searches over reward models, and…

Machine Learning · Computer Science 2025-04-23 Arnav Kumar Jain , Harley Wiltzer , Jesse Farebrother , Irina Rish , Glen Berseth , Sanjiban Choudhury

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

In this paper, we formulate inverse reinforcement learning (IRL) as an expert-learner interaction whereby the optimal performance intent of an expert or target agent is unknown to a learner agent. The learner observes the states and…

Machine Learning · Computer Science 2023-01-06 Wenqian Xue , Bosen Lian , Jialu Fan , Tianyou Chai , Frank L. Lewis

This paper presents a method for learning logical task specifications and cost functions from demonstrations. Constructing specifications by hand is challenging for complex objectives and constraints in autonomous systems. Instead, we…

Machine Learning · Computer Science 2022-09-21 Tianyu Wang , Nikolay Atanasov

We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic…

Machine Learning · Computer Science 2022-12-01 Anthony Coache , Sebastian Jaimungal

Having a perfect model to compute the optimal policy is often infeasible in reinforcement learning. It is important in high-stakes domains to quantify and manage risk induced by model uncertainties. Entropic risk measure is an exponential…

Machine Learning · Computer Science 2020-06-23 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik