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Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…

Machine Learning · Computer Science 2022-12-29 Joar Skalse , Lewis Hammond , Charlie Griffin , Alessandro Abate

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…

Machine Learning · Computer Science 2022-07-20 Mohammadi Zaki , Avinash Mohan , Aditya Gopalan , Shie Mannor

Learning auxiliary tasks, such as multiple predictions about the world, can provide many benefits to reinforcement learning systems. A variety of off-policy learning algorithms have been developed to learn such predictions, but as yet there…

Machine Learning · Computer Science 2022-02-24 Matthew McLeod , Chunlok Lo , Matthew Schlegel , Andrew Jacobsen , Raksha Kumaraswamy , Martha White , Adam White

In this study, we propose a multitask reinforcement learning algorithm for foundational policy acquisition to generate novel motor skills. \textcolor{\hcolor}{Learning the rich representation of the multitask policy is a challenge in…

Robotics · Computer Science 2025-03-04 Satoshi Yamamori , Jun Morimoto

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Autonomous cyber-physical agents and systems play an increasingly large role in our lives. To ensure that agents behave in ways aligned with the values of the societies in which they operate, we must develop techniques that allow these…

We consider the problem of learning the optimal threshold policy for control problems. Threshold policies make control decisions by evaluating whether an element of the system state exceeds a certain threshold, whose value is determined by…

Machine Learning · Computer Science 2022-09-30 Khaled Nakhleh , I-Hong Hou

Multi-task reinforcement learning endeavors to efficiently leverage shared information across various tasks, facilitating the simultaneous learning of multiple tasks. Existing approaches primarily focus on parameter sharing with carefully…

Machine Learning · Computer Science 2025-07-10 Jinmin He , Kai Li , Yifan Zang , Haobo Fu , Qiang Fu , Junliang Xing , Jian Cheng

Model-free reinforcement learning algorithms, such as Q-learning, perform poorly in the early stages of learning in noisy environments, because much effort is spent unlearning biased estimates of the state-action value function. The bias…

Machine Learning · Computer Science 2018-02-01 Roy Fox , Ari Pakman , Naftali Tishby

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

This paper considers the problem of adapting a predesigned policy, represented by a parameterized function class, from a solution that minimizes a given original cost function to a trade-off solution between minimizing the original…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Wenjian Hao , Zehui Lu , Nicolas Miguel , Shaoshuai Mou

The standard problem setting in Dec-POMDPs is self-play, where the goal is to find a set of policies that play optimally together. Policies learned through self-play may adopt arbitrary conventions and implicitly rely on multi-step…

Artificial Intelligence · Computer Science 2021-08-19 Hengyuan Hu , Adam Lerer , Brandon Cui , David Wu , Luis Pineda , Noam Brown , Jakob Foerster

We study the problem of model selection in batch policy optimization: given a fixed, partial-feedback dataset and $M$ model classes, learn a policy with performance that is competitive with the policy derived from the best model class. We…

Machine Learning · Computer Science 2021-12-24 Jonathan N. Lee , George Tucker , Ofir Nachum , Bo Dai

Off-Policy reinforcement learning has been a driving force for the state-of-the-art conversational AIs leading to more natural humanagent interactions and improving the user satisfaction for goal-oriented agents. However, in large-scale…

Artificial Intelligence · Computer Science 2023-05-19 Sarthak Ahuja , Mohammad Kachuee , Fateme Sheikholeslami , Weiqing Liu , Jaeyoung Do

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

This work studies a Reinforcement Learning (RL) problem in which we are given a set of trajectories collected with K baseline policies. Each of these policies can be quite suboptimal in isolation, and have strong performance in…

Machine Learning · Computer Science 2024-03-29 Teodor V. Marinov , Alekh Agarwal , Mircea Trofin

Active learning identifies data points to label that are expected to be the most useful in improving a supervised model. Opportunistic active learning incorporates active learning into interactive tasks that constrain possible queries…

Computation and Language · Computer Science 2018-08-31 Aishwarya Padmakumar , Peter Stone , Raymond J. Mooney

We address policy learning with logged data in contextual bandits. Current offline-policy learning algorithms are mostly based on inverse propensity score (IPS) weighting requiring the logging policy to have \emph{full support} i.e. a…

Machine Learning · Statistics 2021-07-27 Hung Tran-The , Sunil Gupta , Thanh Nguyen-Tang , Santu Rana , Svetha Venkatesh