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Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

Inverse Reinforcement Learning (IRL) techniques deal with the problem of deducing a reward function that explains the behavior of an expert agent who is assumed to act optimally in an underlying unknown task. In several problems of…

Machine Learning · Computer Science 2024-01-09 Riccardo Poiani , Gabriele Curti , Alberto Maria Metelli , Marcello Restelli

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

The growing literature of Federated Learning (FL) has recently inspired Federated Reinforcement Learning (FRL) to encourage multiple agents to federatively build a better decision-making policy without sharing raw trajectories. Despite its…

Machine Learning · Computer Science 2022-11-04 Flint Xiaofeng Fan , Yining Ma , Zhongxiang Dai , Wei Jing , Cheston Tan , Bryan Kian Hsiang Low

Inverse Reinforcement Learning (IRL) describes the problem of learning an unknown reward function of a Markov Decision Process (MDP) from observed behavior of an agent. Since the agent's behavior originates in its policy and MDP policies…

Artificial Intelligence · Computer Science 2016-04-14 Michael Herman , Tobias Gindele , Jörg Wagner , Felix Schmitt , Wolfram Burgard

Embodied agents, such as robots and virtual characters, must continuously select actions to execute tasks effectively, solving complex sequential decision-making problems. Given the difficulty of designing such controllers manually,…

Robotics · Computer Science 2026-05-18 Pedro Santana

Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…

Machine Learning · Computer Science 2021-03-02 Zichuan Lin , Garrett Thomas , Guangwen Yang , Tengyu Ma

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

Meta reinforcement learning (meta-RL) aims to learn a policy solving a set of training tasks simultaneously and quickly adapting to new tasks. It requires massive amounts of data drawn from training tasks to infer the common structure…

Machine Learning · Computer Science 2022-07-21 Yijie Guo , Qiucheng Wu , Honglak Lee

Recent work has shown that reinforcement learning agents can develop policies that exploit spurious correlations between rewards and observations. This phenomenon, known as policy confounding, arises because the agent's policy influences…

Machine Learning · Computer Science 2025-06-16 Miguel Suau

Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…

Multiagent Systems · Computer Science 2019-12-30 Kun Shao , Zhentao Tang , Yuanheng Zhu , Nannan Li , Dongbin Zhao

While most reinforcement learning methods today flatten the distribution of future returns to a single scalar value, distributional RL methods exploit the return distribution to provide stronger learning signals and to enable applications…

Machine Learning · Computer Science 2026-03-05 Perry Dong , Chongyi Zheng , Chelsea Finn , Dorsa Sadigh , Benjamin Eysenbach

Reinforcement Learning (RL) has demonstrated a great potential for automatically solving decision-making problems in complex uncertain environments. RL proposes a computational approach that allows learning through interaction in an…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-18 Yisel Garí , David A. Monge , Elina Pacini , Cristian Mateos , Carlos García Garino

We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

Machine Learning · Computer Science 2024-01-26 Hao Liang , Zhi-Quan Luo

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

Reinforcement learning (RL) has shown its strength in challenging sequential decision-making problems. The reward function in RL is crucial to the learning performance, as it serves as a measure of the task completion degree. In real-world…

Machine Learning · Computer Science 2024-02-13 Siyuan Li , Shijie Han , Yingnan Zhao , By Liang , Peng Liu

Multi-agent formation as well as obstacle avoidance is one of the most actively studied topics in the field of multi-agent systems. Although some classic controllers like model predictive control (MPC) and fuzzy control achieve a certain…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Yuzi Yan , Xiaoxiang Li , Xinyou Qiu , Jiantao Qiu , Jian Wang , Yu Wang , Yuan Shen

Modeling of real-world biological multi-agents is a fundamental problem in various scientific and engineering fields. Reinforcement learning (RL) is a powerful framework to generate flexible and diverse behaviors in cyberspace; however,…

Artificial Intelligence · Computer Science 2023-12-20 Keisuke Fujii , Kazushi Tsutsui , Atom Scott , Hiroshi Nakahara , Naoya Takeishi , Yoshinobu Kawahara
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