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Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Reinforcement Learning (RL) is widely used in tasks where agents interact with an environment to maximize rewards. Building on this foundation, Safe Reinforcement Learning (Safe RL) incorporates a cost metric alongside the reward metric,…

Machine Learning · Computer Science 2025-07-02 Weiran Guo , Guanjun Liu , Ziyuan Zhou , Ling Wang

System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement…

Reinforcement learning (RL) has shown promise as a tool for engineering safe, ethical, or legal behaviour in autonomous agents. Its use typically relies on assigning punishments to state-action pairs that constitute unsafe or unethical…

Artificial Intelligence · Computer Science 2022-04-20 Emery Neufeld

Reinforcement Learning (RL) is a learning paradigm in which the agent learns from its environment through trial and error. Deep reinforcement learning (DRL) algorithms represent the agent's policies using neural networks, making their…

Artificial Intelligence · Computer Science 2024-09-10 Jasmina Gajcin , Jovan Jeromela , Ivana Dusparic

In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a…

Machine Learning · Computer Science 2022-11-15 Khimya Khetarpal , Matthew Riemer , Irina Rish , Doina Precup

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Reinforcement Learning (RL) bears the promise of being a game-changer in many applications. However, since most of the literature in the field is currently focused on opaque models, the use of RL in high-stakes scenarios, where…

Machine Learning · Computer Science 2025-01-22 Leonardo Lucio Custode , Giovanni Iacca

Safe Reinforcement learning (Safe RL) aims at learning optimal policies while staying safe. A popular solution to Safe RL is shielding, which uses a logical safety specification to prevent an RL agent from taking unsafe actions. However,…

Artificial Intelligence · Computer Science 2023-03-07 Wen-Chi Yang , Giuseppe Marra , Gavin Rens , Luc De Raedt

Reinforcement Learning (RL) for control has become increasingly popular due to its ability to learn rich feedback policies that take into account uncertainty and complex representations of the environment. When considering safety…

Machine Learning · Computer Science 2024-05-21 Sean Vaskov , Wilko Schwarting , Chris L. Baker

Reinforcement learning (RL) is a sub-domain of machine learning, mainly concerned with solving sequential decision-making problems by a learning agent that interacts with the decision environment to improve its behavior through the reward…

Machine Learning · Computer Science 2025-09-23 Hossein Hassani , Ehsan Hallaji , Roozbeh Razavi-Far , Mehrdad Saif , Liang Lin

Reinforcement Learning (RL) is a rapidly growing area of machine learning that finds its application in a broad range of domains, from finance and healthcare to robotics and gaming. Compared to other machine learning techniques, RL agents…

Artificial Intelligence · Computer Science 2024-11-14 Geetansh Kalra , Divye Singh , Justin Jose

In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…

Machine Learning · Computer Science 2025-09-23 Anthony Coache , Sebastian Jaimungal

Reinforcement learning (RL) agents need to explore their environments in order to learn optimal policies. In many environments and tasks, safety is of critical importance. The widespread use of simulators offers a number of advantages,…

Robotics · Computer Science 2024-03-01 Luka Kovač , Igor Farkaš

In reinforcement learning (RL), the term self-play describes a kind of multi-agent learning (MAL) that deploys an algorithm against copies of itself to test compatibility in various stochastic environments. As is typical in MAL, the…

Computer Science and Game Theory · Computer Science 2021-07-08 Anthony DiGiovanni , Ethan C. Zell

Reinforcement learning~(RL) is a versatile framework for learning to solve complex real-world tasks. However, influences on the learning performance of RL algorithms are often poorly understood in practice. We discuss different analysis…

Machine Learning · Computer Science 2023-09-14 Jan Schneider , Pierre Schumacher , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

While our understanding of fairness in machine learning has significantly progressed, our understanding of fairness in reinforcement learning (RL) remains nascent. Most of the attention has been on fairness in one-shot classification tasks;…

Machine Learning · Computer Science 2024-05-14 Anka Reuel , Devin Ma

Inverse reinforcement learning (IRL) is the problem of inferring the reward function of an agent, given its policy or observed behavior. Analogous to RL, IRL is perceived both as a problem and as a class of methods. By categorically…

Machine Learning · Computer Science 2020-11-19 Saurabh Arora , Prashant Doshi

The risks and perils of overfitting in machine learning are well known. However most of the treatment of this, including diagnostic tools and remedies, was developed for the supervised learning case. In this work, we aim to offer new…

Machine Learning · Computer Science 2018-06-26 Amy Zhang , Nicolas Ballas , Joelle Pineau