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We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

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, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

A common approach for defining a reward function for Multi-objective Reinforcement Learning (MORL) problems is the weighted sum of the multiple objectives. The weights are then treated as design parameters dependent on the expertise (and…

Machine Learning · Computer Science 2020-03-04 Arpan Kusari , Jonathan P. How

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

Preference-conditioned multi-objective reinforcement learning aims to learn a single policy that captures trade-offs across preferences, but under nonlinear scalarization the uniqueness and continuity of the preference-to-solution…

Machine Learning · Computer Science 2026-05-12 Akihiro Kubo , Kosuke Nakanishi , Shin Ishii

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Autonomous driving involves multiple, often conflicting objectives such as safety, efficiency, and comfort. In reinforcement learning (RL), these objectives are typically combined through weighted summation, which collapses their relative…

Robotics · Computer Science 2026-03-24 Ahmed Abouelazm , Jonas Michel , Daniel Bogdoll , Philip Schörner , J. Marius Zöllner

We revisit offline reinforcement learning on episodic time-homogeneous Markov Decision Processes (MDP). For tabular MDP with $S$ states and $A$ actions, or linear MDP with anchor points and feature dimension $d$, given the collected $K$…

Machine Learning · Statistics 2022-02-11 Tongzheng Ren , Jialian Li , Bo Dai , Simon S. Du , Sujay Sanghavi

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

We study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

Machine Learning · Computer Science 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

Machine Learning · Computer Science 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

Inverse reinforcement learning (IRL) aims to recover the reward function and the associated optimal policy that best fits observed sequences of states and actions implemented by an expert. Many algorithms for IRL have an inherently nested…

Machine Learning · Computer Science 2022-11-02 Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong

We study reinforcement learning from human feedback in general Markov decision processes, where agents learn from trajectory-level preference comparisons. A central challenge in this setting is to design algorithms that select informative…

Machine Learning · Computer Science 2025-12-05 Andreas Schlaginhaufen , Reda Ouhamma , Maryam Kamgarpour

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros