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Related papers: Recursive Reward Aggregation

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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

Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and…

Machine Learning · Computer Science 2021-02-26 Ting-Han Fan , Peter J. Ramadge

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

Machine Learning · Computer Science 2021-01-19 Vikram Krishnamurthy , George Yin

In constrained reinforcement learning (RL), a learning agent seeks to not only optimize the overall reward but also satisfy the additional safety, diversity, or budget constraints. Consequently, existing constrained RL solutions require…

Machine Learning · Computer Science 2021-07-13 Sobhan Miryoosefi , Chi Jin

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

Machine Learning · Computer Science 2024-05-15 Asaf Cassel , Haipeng Luo , Aviv Rosenberg , Dmitry Sotnikov

In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…

Machine Learning · Computer Science 2023-03-02 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov decision process (MDP). However, not all goals…

Artificial Intelligence · Computer Science 2023-06-05 Tom Zahavy , Brendan O'Donoghue , Guillaume Desjardins , Satinder Singh

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

Machine Learning · Computer Science 2021-03-24 Luchen Li , A. Aldo Faisal

Multi-agent reinforcement learning (MARL) provides an efficient way for simultaneously learning policies for multiple agents interacting with each other. However, in scenarios requiring complex interactions, existing algorithms can suffer…

Machine Learning · Computer Science 2022-03-08 Xiaobai Ma , David Isele , Jayesh K. Gupta , Kikuo Fujimura , Mykel J. Kochenderfer

We study the transfer of rewards learned using inverse reinforcement learning from expert demonstrations in one environment to reinforcement learning in a new, different environment. This arises naturally when demonstrations are collected…

Machine Learning · Computer Science 2026-05-28 Guang-Yuan Hao , Lars van der Laan , Aurélien Bibaut , Nathan Kallus

We introduce a new framework for web page ranking -- reinforcement ranking -- that improves the stability and accuracy of Page Rank while eliminating the need for computing the stationary distribution of random walks. Instead of relying on…

Information Retrieval · Computer Science 2013-03-26 Hengshuai Yao , Dale Schuurmans

In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the…

Machine Learning · Computer Science 2019-06-17 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Shalabh Bhatnagar

Reinforcement learning (RL) is a powerful approach for training agents to perform tasks, but designing an appropriate reward mechanism is critical to its success. However, in many cases, the complexity of the learning objectives goes beyond…

Machine Learning · Computer Science 2023-08-16 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

While recent advances have boosted LM proficiency in linguistic benchmarks, LMs consistently struggle to reason correctly on complex tasks like mathematics. We turn to Reinforcement Learning from Human Feedback (RLHF) as a method with which…

Computation and Language · Computer Science 2023-11-13 Sarah Pan , Vladislav Lialin , Sherin Muckatira , Anna Rumshisky

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) is the task of learning a single reward function given a Markov Decision Process (MDP) without defining the reward function, and a set of demonstrations generated by humans/experts. However, in practice,…

Artificial Intelligence · Computer Science 2017-12-18 Siddharthan Rajasekaran , Jinwei Zhang , Jie Fu

We consider a Reinforcement Learning setup where an agent interacts with an environment in observation-reward-action cycles without any (esp.\ MDP) assumptions on the environment. State aggregation and more generally feature reinforcement…

Artificial Intelligence · Computer Science 2014-07-15 Marcus Hutter

Reward-free reinforcement learning (RL) is a framework which is suitable for both the batch RL setting and the setting where there are many reward functions of interest. During the exploration phase, an agent collects samples without using…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Simon S. Du , Lin F. Yang , Ruslan Salakhutdinov

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world…

Artificial Intelligence · Computer Science 2025-05-15 Montaser Mohammedalamen , Michael Bowling