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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

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Inverse Reinforcement Learning (IRL) is a powerful set of techniques for imitation learning that aims to learn a reward function that rationalizes expert demonstrations. Unfortunately, traditional IRL methods suffer from a computational…

Machine Learning · Computer Science 2024-01-31 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

Inverse reinforcement learning (IRL) is the problem of finding a reward function that generates a given optimal policy for a given Markov Decision Process. This paper looks at an algorithmic-independent geometric analysis of the IRL problem…

Machine Learning · Computer Science 2021-02-19 Abi Komanduru , Jean Honorio

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

Machine Learning · Computer Science 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

This paper proposes an active learning (AL) algorithm to solve regression problems based on inverse-distance weighting functions for selecting the feature vectors to query. The algorithm has the following features: (i) supports both…

Machine Learning · Computer Science 2022-12-15 Alberto Bemporad

Inverse Reinforcement Learning (IRL) is the problem of finding a reward function which describes observed/known expert behavior. The IRL setting is remarkably useful for automated control, in situations where the reward function is…

Machine Learning · Computer Science 2022-09-12 Gregory Dexter , Kevin Bello , Jean Honorio

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

Machine Learning · Computer Science 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

In this paper, we propose a novel method for learning reward functions directly from offline demonstrations. Unlike traditional inverse reinforcement learning (IRL), our approach decouples the reward function from the learner's policy,…

Machine Learning · Computer Science 2025-06-13 Seyed Mahdi B. Azad , Zahra Padar , Gabriel Kalweit , Joschka Boedecker

In this paper we obtain several informative error bounds on function approximation for the policy evaluation algorithm proposed by Basu et al. when the aim is to find the risk-sensitive cost represented using exponential utility. The main…

Machine Learning · Computer Science 2019-10-23 Prasenjit Karmakar , Shalabh Bhatnagar

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

A basic assumption of traditional reinforcement learning is that the value of a reward does not change once it is received by an agent. The present work forgoes this assumption and considers the situation where the value of a reward decays…

Artificial Intelligence · Computer Science 2023-03-01 Taylor Dohmen , Ashutosh Trivedi

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

Machine Learning · Computer Science 2025-08-04 Yongchao Huang

In this work, we study an inverse reinforcement learning (IRL) problem where the experts are planning under a shared reward function but with different, unknown planning horizons. Without the knowledge of discount factors, the reward…

Machine Learning · Computer Science 2024-09-27 Jiayu Yao , Weiwei Pan , Finale Doshi-Velez , Barbara E Engelhardt

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

Machine Learning · Computer Science 2019-08-19 Daniel S. Brown , Scott Niekum

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

Machine Learning · Computer Science 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

Reinforcement learning (RL) offers significant promise for machinery fault detection (MFD). However, most existing RL-based MFD approaches do not fully exploit RL's sequential decision-making strengths, often treating MFD as a simple…

Machine Learning · Computer Science 2026-02-27 Dhiraj Neupane , Richard Dazeley , Mohamed Reda Bouadjenek , Sunil Aryal

This paper introduces a new method for inverse reinforcement learning in large-scale and high-dimensional state spaces. To avoid solving the computationally expensive reinforcement learning problems in reward learning, we propose a function…

Machine Learning · Computer Science 2017-08-15 Kun Li , Joel W. Burdick