English
Related papers

Related papers: On the continuity and smoothness of the value func…

200 papers

Reward design is a critical part of the application of reinforcement learning, the performance of which strongly depends on how well the reward signal frames the goal of the designer and how well the signal assesses progress in reaching…

Machine Learning · Computer Science 2022-08-01 Yixiang Wang , Yujing Hu , Feng Wu , Yingfeng Chen

We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

Mathematical Finance · Quantitative Finance 2015-10-13 Mourad Lazgham

The aim of Reinforcement Learning (RL) in real-world applications is to create systems capable of making autonomous decisions by learning from their environment through trial and error. This paper emphasizes the importance of reward…

Machine Learning · Computer Science 2024-12-31 Sinan Ibrahim , Mostafa Mostafa , Ali Jnadi , Hadi Salloum , Pavel Osinenko

Safe Reinforcement Learning (Safe RL) aims to train an RL agent to maximize its performance in real-world environments while adhering to safety constraints, as exceeding safety violation limits can result in severe consequences. In this…

Machine Learning · Computer Science 2025-04-07 Hanping Zhang , Yuhong Guo

For many tasks, the reward function is inaccessible to introspection or too complex to be specified procedurally, and must instead be learned from user data. Prior work has evaluated learned reward functions by evaluating policies optimized…

Machine Learning · Computer Science 2021-03-19 Adam Gleave , Michael Dennis , Shane Legg , Stuart Russell , Jan Leike

In continuing tasks, average-reward reinforcement learning may be a more appropriate problem formulation than the more common discounted reward formulation. As usual, learning an optimal policy in this setting typically requires a large…

Artificial Intelligence · Computer Science 2023-01-18 Yuqian Jiang , Sudarshanan Bharadwaj , Bo Wu , Rishi Shah , Ufuk Topcu , Peter Stone

Most learning algorithms are not invariant to the scale of the function that is being approximated. We propose to adaptively normalize the targets used in learning. This is useful in value-based reinforcement learning, where the magnitude…

Machine Learning · Computer Science 2016-08-17 Hado van Hasselt , Arthur Guez , Matteo Hessel , Volodymyr Mnih , David Silver

This paper introduces a new method for inverse reinforcement learning in large-scale and high-dimensional state spaces. To avoid solving the computationally expensive reinforcement learning problems in reward learning, we propose a function…

Machine Learning · Computer Science 2017-08-15 Kun Li , Joel W. Burdick

Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted…

Machine Learning · Computer Science 2018-09-10 Yubin Deng , Ke Yu , Dahua Lin , Xiaoou Tang , Chen Change Loy

Reward functions are central in specifying the task we want a reinforcement learning agent to perform. Given a task and desired optimal behavior, we study the problem of designing informative reward functions so that the designed rewards…

Machine Learning · Computer Science 2024-02-13 Rati Devidze , Parameswaran Kamalaruban , Adish Singla

Natural learners must compute an estimate of future outcomes that follow from a stimulus in continuous time. Widely used reinforcement learning algorithms discretize continuous time and estimate either transition functions from one step to…

Artificial Intelligence · Computer Science 2018-10-30 Zoran Tiganj , Samuel J. Gershman , Per B. Sederberg , Marc W. Howard

Reinforcement learning for embodied agents is a challenging problem. The accumulated reward to be optimized is often a very rugged function, and gradient methods are impaired by many local optimizers. We demonstrate, in an experimental…

Artificial Intelligence · Computer Science 2016-06-01 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

Reward functions are central in reinforcement learning (RL), guiding agents towards optimal decision-making. The complexity of RL tasks requires meticulously designed reward functions that effectively drive learning while avoiding…

Machine Learning · Computer Science 2025-03-31 Rati Devidze

The tendency of repeating past choices more often than expected from the history of outcomes has been repeatedly empirically observed in reinforcement learning experiments. It can be explained by at least two computational processes:…

Neural and Evolutionary Computing · Computer Science 2024-10-28 Isabelle Hoxha , Leo Sperber , Stefano Palminteri

Inferring reward functions from demonstrations and pairwise preferences are auspicious approaches for aligning Reinforcement Learning (RL) agents with human intentions. However, state-of-the art methods typically focus on learning a single…

Machine Learning · Computer Science 2022-01-04 Markus Peschl , Arkady Zgonnikov , Frans A. Oliehoek , Luciano C. Siebert

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

Learning auxiliary tasks, such as multiple predictions about the world, can provide many benefits to reinforcement learning systems. A variety of off-policy learning algorithms have been developed to learn such predictions, but as yet there…

Machine Learning · Computer Science 2022-02-24 Matthew McLeod , Chunlok Lo , Matthew Schlegel , Andrew Jacobsen , Raksha Kumaraswamy , Martha White , Adam White

This paper presents a novel framework for analyzing Incremental-Input-to-State Stability ($\delta$ISS) based on the idea of using rewards as "test functions." Whereas control theory traditionally deals with Lyapunov functions that satisfy a…

Machine Learning · Computer Science 2025-09-19 Daniel Pfrommer , Max Simchowitz , Ali Jadbabaie

Recommending a sequence of activities for an ongoing case requires that the recommendations conform to the underlying business process and meet the performance goal of either completion time or process outcome. Existing work on next…

Artificial Intelligence · Computer Science 2022-05-09 Prerna Agarwal , Avani Gupta , Renuka Sindhgatta , Sampath Dechu