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We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

Reinforcement learning (RL) is a central problem in artificial intelligence. This problem consists of defining artificial agents that can learn optimal behaviour by interacting with an environment -- where the optimal behaviour is defined…

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

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

This paper presents a reinforcement learning framework that incorporates a Contextual Reward Machine for task-oriented grasping. The Contextual Reward Machine reduces task complexity by decomposing grasping tasks into manageable sub-tasks.…

Robotics · Computer Science 2025-12-12 Hui Li , Akhlak Uz Zaman , Fujian Yan , Hongsheng He

In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We…

Artificial Intelligence · Computer Science 2020-04-29 Stuart Armstrong , Jan Leike , Laurent Orseau , Shane Legg

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic…

Machine Learning · Computer Science 2012-06-22 Sergey Levine , Vladlen Koltun

This paper proposes a new reinforcement learning with hyperbolic discounting. Combining a new temporal difference error with the hyperbolic discounting in recursive manner and reward-punishment framework, a new scheme to learn the optimal…

Machine Learning · Computer Science 2021-06-04 Taisuke Kobayashi

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

Several recent works have been dedicated to unsupervised reinforcement learning in a single environment, in which a policy is first pre-trained with unsupervised interactions, and then fine-tuned towards the optimal policy for several…

Machine Learning · Computer Science 2021-12-17 Mirco Mutti , Mattia Mancassola , Marcello Restelli

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

Learning how to learn efficiently is a fundamental challenge for biological agents and a growing concern for artificial ones. To learn effectively, an agent must regulate its learning speed, balancing the benefits of rapid improvement…

Machine Learning · Computer Science 2026-01-13 Valentina Njaradi , Rodrigo Carrasco-Davis , Peter E. Latham , Andrew Saxe

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

In meta reinforcement learning (meta RL), an agent learns from a set of training tasks how to quickly solve a new task, drawn from the same task distribution. The optimal meta RL policy, a.k.a. the Bayes-optimal behavior, is well defined,…

Machine Learning · Computer Science 2024-04-01 Zohar Rimon , Aviv Tamar , Gilad Adler

One important property of DIstribution Correction Estimation (DICE) methods is that the solution is the optimal stationary distribution ratio between the optimized and data collection policy. In this work, we show that DICE-based methods…

Machine Learning · Computer Science 2024-11-01 Liyuan Mao , Haoran Xu , Xianyuan Zhan , Weinan Zhang , Amy Zhang

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

We study interactions between strategic players and markets whose behavior is guided by an algorithm. Algorithms use data from prior interactions and a limited set of decision rules to prescribe actions. While as-if rational play need not…

Theoretical Economics · Economics 2021-01-26 In-Koo Cho , Jonathan Libgober

In complex tasks where the reward function is not straightforward and consists of a set of objectives, multiple reinforcement learning (RL) policies that perform task adequately, but employ different strategies can be trained by adjusting…

Artificial Intelligence · Computer Science 2021-12-20 Jasmina Gajcin , Rahul Nair , Tejaswini Pedapati , Radu Marinescu , Elizabeth Daly , Ivana Dusparic

Efficient exploration is necessary to achieve good sample efficiency for reinforcement learning in general. From small, tabular settings such as gridworlds to large, continuous and sparse reward settings such as robotic object manipulation…

Machine Learning · Computer Science 2019-06-20 Zhaohan Daniel Guo , Emma Brunskill