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While Reinforcement Learning (RL) aims to train an agent from a reward function in a given environment, Inverse Reinforcement Learning (IRL) seeks to recover the reward function from observing an expert's behavior. It is well known that, in…

Machine Learning · Computer Science 2022-10-14 Paul Rolland , Luca Viano , Norman Schuerhoff , Boris Nikolov , Volkan Cevher

While distributional reinforcement learning (DistRL) has been empirically effective, the question of when and why it is better than vanilla, non-distributional RL has remained unanswered. This paper explains the benefits of DistRL through…

Machine Learning · Computer Science 2023-09-26 Kaiwen Wang , Kevin Zhou , Runzhe Wu , Nathan Kallus , Wen Sun

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

Can we use reinforcement learning to learn general-purpose policies that can perform a wide range of different tasks, resulting in flexible and reusable skills? Contextual policies provide this capability in principle, but the…

Machine Learning · Computer Science 2021-04-26 Soroush Nasiriany , Vitchyr H. Pong , Ashvin Nair , Alexander Khazatsky , Glen Berseth , Sergey Levine

Offline preference-based reinforcement learning (PbRL) mitigates the need for reward definition, aligning with human preferences via preference-driven reward feedback without interacting with the environment. However, trajectory-wise…

Machine Learning · Computer Science 2025-09-25 Teng Pang , Bingzheng Wang , Guoqiang Wu , Yilong Yin

In contrast to classical reinforcement learning (RL), distributional RL algorithms aim to learn the distribution of returns rather than their expected value. Since the nature of the return distribution is generally unknown a priori or…

Machine Learning · Computer Science 2025-03-17 Moritz A. Zanger , Wendelin Böhmer , Matthijs T. J. Spaan

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

Artificial Intelligence · Computer Science 2019-10-09 Yizheng Zhang , Andre Rosendo

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

Machine Learning · Computer Science 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Optimization and Control · Mathematics 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

This paper is concerned with functional learning by utilizing two-stage sampled distribution regression. We study a multi-penalty regularization algorithm for distribution regression under the framework of learning theory. The algorithm…

Machine Learning · Computer Science 2023-11-30 Zhan Yu , Daniel W. C. Ho

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

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

Machine Learning · Computer Science 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…

Optimization and Control · Mathematics 2021-10-26 Alec Koppel , Amrit Singh Bedi , Bhargav Ganguly , Vaneet Aggarwal

There has been significant progress in deep reinforcement learning (RL) in recent years. Nevertheless, finding suitable hyperparameter configurations and reward functions remains challenging even for experts, and performance heavily relies…

Machine Learning · Computer Science 2024-10-10 Julian Dierkes , Emma Cramer , Holger H. Hoos , Sebastian Trimpe

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

Standard reinforcement learning (RL) optimizes policies for reward but imposes few constraints on how decisions evolve over time. As a result, policies may achieve high performance while exhibiting temporally incoherent behavior such as…

Machine Learning · Computer Science 2026-04-24 Sukesh Subaharan

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin
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