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We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Reinforcement learning (RL) has been widely used in text generation to alleviate the exposure bias issue or to utilize non-parallel datasets. The reward function plays an important role in making RL training successful. However, previous…

Machine Learning · Computer Science 2023-01-19 Yongchang Hao , Yuxin Liu , Lili Mou

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

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

Reinforcement Learning (RL) is a learning paradigm in which the agent learns from its environment through trial and error. Deep reinforcement learning (DRL) algorithms represent the agent's policies using neural networks, making their…

Artificial Intelligence · Computer Science 2024-09-10 Jasmina Gajcin , Jovan Jeromela , Ivana Dusparic

Inverse reinforcement learning (IRL) methods assume that the expert data is generated by an agent optimizing some reward function. However, in many settings, the agent may optimize a reward function subject to some constraints, where the…

Machine Learning · Computer Science 2023-05-01 Ashish Gaurav , Kasra Rezaee , Guiliang Liu , Pascal Poupart

Feature selection aims to preprocess the target dataset, find an optimal and most streamlined feature subset, and enhance the downstream machine learning task. Among filter, wrapper, and embedded-based approaches, the reinforcement learning…

Artificial Intelligence · Computer Science 2025-09-17 Weiliang Zhang , Xiaohan Huang , Yi Du , Ziyue Qiao , Qingqing Long , Zhen Meng , Yuanchun Zhou , Meng Xiao

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

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

Designing reinforcement learning (RL) agents is typically a difficult process that requires numerous design iterations. Learning can fail for a multitude of reasons, and standard RL methods provide too few tools to provide insight into the…

Machine Learning · Computer Science 2022-10-24 James MacGlashan , Evan Archer , Alisa Devlic , Takuma Seno , Craig Sherstan , Peter R. Wurman , Peter Stone

Developing decision-making algorithms for highly automated driving systems remains challenging, since these systems have to operate safely in an open and complex environments. Reinforcement Learning (RL) approaches can learn comprehensive…

Robotics · Computer Science 2025-07-01 M. Youssef Abdelhamid , Lennart Vater , Zlatan Ajanovic

AI methods are used in societally important settings, ranging from credit to employment to housing, and it is crucial to provide fairness in regard to algorithmic decision making. Moreover, many settings are dynamic, with populations…

Machine Learning · Computer Science 2022-11-09 Zhun Deng , He Sun , Zhiwei Steven Wu , Linjun Zhang , David C. Parkes

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

Machine Learning · Computer Science 2023-05-29 Cevahir Koprulu , Ufuk Topcu

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

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

Machine Learning · Computer Science 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards. While the latter is more popular, it…

Machine Learning · Computer Science 2022-09-05 Vektor Dewanto , Marcus Gallagher

Reinforcement Learning (RL) has emerged as a powerful paradigm for training LLM-based agents, yet remains limited by low sample efficiency, stemming not only from sparse outcome feedback but also from the agent's inability to leverage prior…

Machine Learning · Computer Science 2026-03-19 Dilxat Muhtar , Jiashun Liu , Wei Gao , Weixun Wang , Shaopan Xiong , Ju Huang , Siran Yang , Wenbo Su , Jiamang Wang , Ling Pan , Bo Zheng

Reinforcement learning (RL) is concerned with how intelligence agents take actions in a given environment to maximize the cumulative reward they receive. In healthcare, applying RL algorithms could assist patients in improving their health…

Machine Learning · Statistics 2025-04-21 Chengchun Shi

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar
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