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This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

Inverse reinforcement learning (IRL) is the problem of learning the preferences of an agent from the observations of its behavior on a task. While this problem has been well investigated, the related problem of {\em online} IRL---where the…

Machine Learning · Computer Science 2020-11-19 Saurabh Arora , Prashant Doshi , Bikramjit Banerjee

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…

Computational Finance · Quantitative Finance 2017-12-14 Igor Halperin

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

Inverse Reinforcement Learning (IRL) has demonstrated effectiveness in a variety of imitation tasks. In this paper, we introduce an IRL framework designed to extract rewarding features from expert trajectories affected by delayed…

Machine Learning · Computer Science 2024-12-05 Simon Sinong Zhan , Qingyuan Wu , Zhian Ruan , Frank Yang , Philip Wang , Yixuan Wang , Ruochen Jiao , Chao Huang , Qi Zhu

We suggest a simple practical method to combine the human and artificial intelligence to both learn best investment practices of fund managers, and provide recommendations to improve them. Our approach is based on a combination of Inverse…

Machine Learning · Computer Science 2022-01-07 Igor Halperin , Jiayu Liu , Xiao Zhang

A significant challenge for the practical application of reinforcement learning in the real world is the need to specify an oracle reward function that correctly defines a task. Inverse reinforcement learning (IRL) seeks to avoid this…

Machine Learning · Computer Science 2019-10-16 Kelvin Xu , Ellis Ratner , Anca Dragan , Sergey Levine , Chelsea Finn

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet

For AI systems to be useful to humans, they must understand and act in accordance with our values and preferences. Since specifying preferences is a hard task, inverse reinforcement learning (IRL) aims to develop methods that allow for…

Artificial Intelligence · Computer Science 2026-05-12 Karim Abdel Sadek , Mark Bedaywi , Rhys Gould , Stuart Russell

Inverse reinforcement learning (IRL) aims to learn a reward function and a corresponding policy that best fit the demonstrated trajectories of an expert. However, current IRL works cannot learn incrementally from an ongoing trajectory…

Machine Learning · Computer Science 2025-07-24 Shicheng Liu , Minghui Zhu

This paper introduces a novel model-free and a partially model-free algorithm for inverse optimal control (IOC), also known as inverse reinforcement learning (IRL), aimed at estimating the cost function of continuous-time nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Hamed Jabbari Asl , Eiji Uchibe

Inverse Reinforcement Learning (IRL) aims to reconstruct the reward function from expert demonstrations to facilitate policy learning, and has demonstrated its remarkable success in imitation learning. To promote expert-like behavior,…

Machine Learning · Computer Science 2023-06-16 Shunyu Liu , Yunpeng Qing , Shuqi Xu , Hongyan Wu , Jiangtao Zhang , Jingyuan Cong , Tianhao Chen , Yunfu Liu , Mingli Song

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

Machine Learning · Computer Science 2013-03-22 Qifeng Qiao , Peter A. Beling

Many imitation learning (IL) algorithms use inverse reinforcement learning (IRL) to infer a reward function that aligns with the demonstration. However, the inferred reward functions often fail to capture the underlying task objectives. In…

Machine Learning · Computer Science 2024-11-01 Weichao Zhou , Wenchao Li

Much attention has been devoted recently to the development of machine learning algorithms with the goal of improving treatment policies in healthcare. Reinforcement learning (RL) is a sub-field within machine learning that is concerned…

One of the most interesting application scenarios in anomaly detection is when sequential data are targeted. For example, in a safety-critical environment, it is crucial to have an automatic detection system to screen the streaming data…

Machine Learning · Computer Science 2020-04-23 Min-hwan Oh , Garud Iyengar

Inverse Reinforcement Learning (IRL) -- the problem of learning reward functions from demonstrations of an \emph{expert policy} -- plays a critical role in developing intelligent systems. While widely used in applications, theoretical…

Machine Learning · Statistics 2024-02-13 Lei Zhao , Mengdi Wang , Yu Bai

We consider the inverse reinforcement learning (IRL) problem, where an unknown reward function of some Markov decision process is estimated based on observed expert demonstrations. In most existing approaches, IRL is formulated and solved…

Machine Learning · Computer Science 2025-06-27 Hao Zhu , Yuan Zhang , Joschka Boedecker

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Samuel Tesfazgi , Leonhard Sprandl , Armin Lederer , Sandra Hirche