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The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

Reinforcement learning (RL) is one of the most practical ways to learn from real-life use-cases. Motivated from the cognitive methods used by humans makes it a widely acceptable strategy in the field of artificial intelligence. Most of the…

Artificial Intelligence · Computer Science 2026-04-14 Abhishek Sawaika , Samuel Yen-Chi Chen , Udaya Parampalli , Rajkumar Buyya

Constrained reinforcement learning (RL) seeks high-performance policies under safety constraints. We focus on an offline setting where the agent has only a fixed dataset -- common in realistic tasks to prevent unsafe exploration. To address…

Machine Learning · Computer Science 2025-09-08 Junyu Guo , Zhi Zheng , Donghao Ying , Ming Jin , Shangding Gu , Costas Spanos , Javad Lavaei

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

Motivated by the promising advances of deep-reinforcement learning (DRL) applied to cooperative multi-agent systems we propose a model and learning procedure to solve the Capacitated Multi-Vehicle Routing Problem (CMVRP) with fixed fleet…

Neural and Evolutionary Computing · Computer Science 2019-12-10 Jose Manuel Vera , Andres G. Abad

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Knowing the features of a complex system that are highly relevant to a particular target variable is of fundamental interest in many areas of science. Existing approaches are often limited to linear settings, sometimes lack guarantees, and…

Machine Learning · Computer Science 2023-07-06 Francesco Quinzan , Ashkan Soleymani , Patrick Jaillet , Cristian R. Rojas , Stefan Bauer

In multi-agent safety-critical scenarios, traditional autonomous driving frameworks face significant challenges in balancing safety constraints and task performance. These frameworks struggle to quantify dynamic interaction risks in…

Robotics · Computer Science 2025-04-10 Kaifeng Wang , Yinsong Chen , Qi Liu , Xueyuan Li , Xin Gao

Deep reinforcement learning (DRL) is a promising outer-loop intelligence paradigm which can deploy problem solving strategies for complex tasks. Consequently, DRL has been utilized for several scientific applications, specifically in cases…

Machine Learning · Computer Science 2023-04-05 Sahil Bhola , Suraj Pawar , Prasanna Balaprakash , Romit Maulik

Modern navigation algorithms based on deep reinforcement learning (RL) show promising efficiency and robustness. However, most deep RL algorithms operate in a risk-neutral manner, making no special attempt to shield users from relatively…

Machine Learning · Computer Science 2021-04-12 Jinyoung Choi , Christopher R. Dance , Jung-eun Kim , Seulbin Hwang , Kyung-sik Park

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Continual Reinforcement Learning (CRL) aims to develop lifelong learning agents to continuously acquire knowledge across diverse tasks while mitigating catastrophic forgetting. This requires efficiently managing the stability-plasticity…

Machine Learning · Computer Science 2026-02-02 Yuxuan Li , Qijun He , Mingqi Yuan , Wen-Tse Chen , Jeff Schneider , Jiayu Chen

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

To train machine learning models that are robust to distribution shifts in the data, distributionally robust optimization (DRO) has been proven very effective. However, the existing approaches to learning a distributionally robust model…

Machine Learning · Computer Science 2022-03-21 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Amin Karbasi

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng

Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…

Optimization and Control · Mathematics 2025-05-28 Daniel Kuhn , Soroosh Shafiee , Wolfram Wiesemann

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Machine Learning · Computer Science 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

Controlling instabilities in complex dynamical systems is challenging in scientific and engineering applications. Deep reinforcement learning (DRL) has seen promising results for applications in different scientific applications. The…

Machine Learning · Computer Science 2025-04-09 Luning Sun , Xin-Yang Liu , Siyan Zhao , Aditya Grover , Jian-Xun Wang , Jayaraman J. Thiagarajan
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