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Reinforcement Learning (RL) has shown remarkable success in solving relatively complex tasks, yet the deployment of RL systems in real-world scenarios poses significant challenges related to safety and robustness. This paper aims to…

Machine Learning · Computer Science 2024-04-02 Taku Yamagata , Raul Santos-Rodriguez

Reinforcement Learning (RL) has been shown to be effective in many scenarios. However, it typically requires the exploration of a sufficiently large number of state-action pairs, some of which may be unsafe. Consequently, its application to…

Systems and Control · Electrical Eng. & Systems 2022-06-24 Yousef Emam , Gennaro Notomista , Paul Glotfelter , Zsolt Kira , Magnus Egerstedt

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

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

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

Lack of reliability is a well-known issue for reinforcement learning (RL) algorithms. This problem has gained increasing attention in recent years, and efforts to improve it have grown substantially. To aid RL researchers and production…

Machine Learning · Statistics 2020-02-14 Stephanie C. Y. Chan , Samuel Fishman , John Canny , Anoop Korattikara , Sergio Guadarrama

One typical assumption in inverse reinforcement learning (IRL) is that human experts act to optimize the expected utility of a stochastic cost with a fixed distribution. This assumption deviates from actual human behaviors under ambiguity.…

Machine Learning · Computer Science 2019-09-25 Rui Chen , Wenshuo Wang , Zirui Zhao , Ding Zhao

Reinforcement Learning (RL) is essentially a trial-and-error learning procedure which may cause unsafe behavior during the exploration-and-exploitation process. This hinders the application of RL to real-world control problems, especially…

Machine Learning · Computer Science 2021-05-03 Yutong Li , Nan Li , H. Eric Tseng , Anouck Girard , Dimitar Filev , Ilya Kolmanovsky

Reinforcement Learning (RL) is a promising approach for achieving autonomous driving due to robust decision-making capabilities. RL learns a driving policy through trial and error in traffic scenarios, guided by a reward function that…

Continual learning (CL) -- the ability to continuously learn, building on previously acquired knowledge -- is a natural requirement for long-lived autonomous reinforcement learning (RL) agents. While building such agents, one needs to…

Machine Learning · Computer Science 2021-10-29 Maciej Wołczyk , Michał Zając , Razvan Pascanu , Łukasz Kuciński , Piotr Miłoś

In reinforcement learning (RL), continuing tasks refer to tasks where the agent-environment interaction is ongoing and can not be broken down into episodes. These tasks are suitable when environment resets are unavailable, agent-controlled,…

Artificial Intelligence · Computer Science 2025-01-14 Yi Wan , Dmytro Korenkevych , Zheqing Zhu

Lifelong learning aims to create AI systems that continuously and incrementally learn during a lifetime, similar to biological learning. Attempts so far have met problems, including catastrophic forgetting, interference among tasks, and the…

Machine Learning · Computer Science 2023-08-02 Eseoghene Ben-Iwhiwhu , Saptarshi Nath , Praveen K. Pilly , Soheil Kolouri , Andrea Soltoggio

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

Reinforcement Learning (RL) applications in real-world scenarios must prioritize safety and reliability, which impose strict constraints on agent behavior. Model-based RL leverages predictive world models for action planning and policy…

Artificial Intelligence · Computer Science 2025-06-06 Artem Latyshev , Gregory Gorbov , Aleksandr I. Panov

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Continual learning (CL) is a branch of machine learning that aims to enable agents to adapt and generalise previously learned abilities so that these can be reapplied to new tasks or environments. This is particularly useful in multi-task…

Machine Learning · Computer Science 2025-11-20 Kim N. Nolle , Ivana Dusparic , Rhodri Cusack , Vinny Cahill

Meta reinforcement learning (RL) allows agents to leverage experience across a distribution of tasks on which the agent can train at will, enabling faster learning of optimal policies on new test tasks. Despite its success in improving…

Machine Learning · Computer Science 2026-05-27 Tingting Ni , Maryam Kamgarpour

Many real-world applications require an agent to make robust and deliberate decisions with multimodal information (e.g., robots with multi-sensory inputs). However, it is very challenging to train the agent via reinforcement learning (RL)…

Machine Learning · Computer Science 2023-02-21 Jinming Ma , Feng Wu , Yingfeng Chen , Xianpeng Ji , Yu Ding