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Model free reinforcement learning suffers from the high sampling complexity inherent to robotic manipulation or locomotion tasks. Most successful approaches typically use random sampling strategies which leads to slow policy convergence. In…

Robotics · Computer Science 2019-08-13 Miroslav Bogdanovic , Ludovic Righetti

Developing autonomous agents that quickly explore an environment and adapt their behavior online is a canonical challenge in robotics and machine learning. While humans are able to achieve such fast online exploration and adaptation, often…

Machine Learning · Computer Science 2025-07-15 Andrew Wagenmaker , Zhiyuan Zhou , Sergey Levine

All reinforcement learning algorithms must handle the trade-off between exploration and exploitation. Many state-of-the-art deep reinforcement learning methods use noise in the action selection, such as Gaussian noise in policy gradient…

Machine Learning · Computer Science 2018-04-05 Trevor Barron , Oliver Obst , Heni Ben Amor

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

Machine Learning · Computer Science 2025-06-17 Zahra Shahrooei , Ali Baheri

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

We develop a novel framework of bounded rationality under cognitive frictions that studies learning over optimal behavior through both deliberative reasoning and accumulated experiences. Using both types of information, agents engage in…

Theoretical Economics · Economics 2024-03-28 Cosmin Ilut , Rosen Valchev

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Machine Learning · Statistics 2011-09-22 Christos Dimitrakakis

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

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

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

Exploration is an essential component of reinforcement learning algorithms, where agents need to learn how to predict and control unknown and often stochastic environments. Reinforcement learning agents depend crucially on exploration to…

Machine Learning · Computer Science 2021-09-03 Susan Amin , Maziar Gomrokchi , Harsh Satija , Herke van Hoof , Doina Precup

Reinforcement learning systems are often concerned with balancing exploration of untested actions against exploitation of actions that are known to be good. The benefit of exploration can be estimated using the classical notion of Value of…

Artificial Intelligence · Computer Science 2013-01-30 Richard Dearden , Nir Friedman , David Andre

We propose a framework for ensuring safe behavior of a reinforcement learning agent when the reward function may be difficult to specify. In order to do this, we rely on the existence of demonstrations from expert policies, and we provide a…

Machine Learning · Computer Science 2018-11-22 Jessie Huang , Fa Wu , Doina Precup , Yang Cai

Exploration is a key problem in reinforcement learning, since agents can only learn from data they acquire in the environment. With that in mind, maintaining a population of agents is an attractive method, as it allows data be collected…

Machine Learning · Computer Science 2020-10-08 Jack Parker-Holder , Aldo Pacchiano , Krzysztof Choromanski , Stephen Roberts

As AI technology advances, research in playing text-based games with agents has becomeprogressively popular. In this paper, a novel approach to agent design and agent learning ispresented with the context of reinforcement learning. A model…

Computation and Language · Computer Science 2025-09-04 Haonan Wang , Mingjia Zhao , Junfeng Sun , Wei Liu

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

A sequential decision-making agent balances between exploring to gain new knowledge about an environment and exploiting current knowledge to maximize immediate reward. For environments studied in the traditional literature, optimal…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Wanqiao Xu , Benjamin Van Roy
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