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Reinforcement learning (RL) for exponential-utility optimization in discounted Markov decision processes (MDPs) lacks principled value-based algorithms. We address this gap in the fixed risk-aversion setting. Building on the Bellman-type…

Machine Learning · Computer Science 2026-05-11 Gugan Thoppe , L. A. Prashanth , Ankur Naskar , Sanjay Bhat

Personalized decision systems in healthcare and behavioral support often rely on static rule-based or engagement-maximizing heuristics that overlook users' emotional context and ethical constraints. Such approaches risk recommending…

Machine Learning · Computer Science 2025-11-14 Garapati Keerthana , Manik Gupta

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

Machine Learning · Computer Science 2026-01-14 Bert Verbruggen , Arne Vanhoyweghen , Vincent Ginis

Model-free reinforcement learning algorithms have exhibited great potential in solving single-task sequential decision-making problems with high-dimensional observations and long horizons, but are known to be hard to generalize across…

Machine Learning · Computer Science 2023-05-30 Boyuan Chen , Chuning Zhu , Pulkit Agrawal , Kaiqing Zhang , Abhishek Gupta

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Reinforcement learning (RL) has shown a promising performance in learning optimal policies for a variety of sequential decision-making tasks. However, in many real-world RL problems, besides optimizing the main objectives, the agent is…

Machine Learning · Computer Science 2021-07-30 Ashkan B. Jeddi , Nariman L. Dehghani , Abdollah Shafieezadeh

In Markov Decision Processes (MDPs), the reward obtained in a state depends on the properties of the last state and action. This state dependency makes it difficult to reward more interesting long-term behaviors, such as always closing a…

Artificial Intelligence · Computer Science 2017-06-27 Ronen Brafman , Giuseppe De Giacomo , Fabio Patrizi

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

Hybrid action models are widely considered an effective approach to reinforcement learning (RL) modeling. The current mainstream method is to train agents under Parameterized Action Markov Decision Processes (PAMDPs), which performs well in…

Machine Learning · Computer Science 2025-01-07 Zijian Wang , Bin Wang , Mingwen Shao , Hongbo Dou , Boxiang Tao

Reinforcement learning (RL) has been demonstrated to have great potential in many applications of scientific discovery and design. Recent work includes, for example, the design of new structures and compositions of molecules for therapeutic…

Machine Learning · Computer Science 2020-04-17 Colin Bellinger , Rory Coles , Mark Crowley , Isaac Tamblyn

Many organisms and cell types, from bacteria to cancer cells, exhibit a remarkable ability to adapt to fluctuating environments. Additionally, cells can leverage a memory of past environments to better survive previously-encountered…

Machine Learning · Computer Science 2025-01-29 Josiah C. Kratz , Jacob Adamczyk

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Machine Learning · Computer Science 2026-05-12 Avik Kar , Siddharth Chandak , Rahul Singh , Soumitra Sinhahajari , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

For continuous state-action space scenarios, classical reinforcement learning (RL) theory predominantly focuses on low-rank Markov decision processes (MDPs), which provide sample-efficient guarantees at the expense of restrictive structural…

Machine Learning · Computer Science 2026-05-11 Kun Long , Yuqiang Li , Xianyi Wu

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Partially Observable Markov Decision Processes (POMDPs) are fundamental to many real-world applications. Although reinforcement learning (RL) has shown success in fully observable domains, learning policies from traces in partially…

Machine Learning · Computer Science 2025-08-05 Yuly Wu , Jiamou Liu , Libo Zhang

Reward machines (RMs) are automata structures that encode (non-Markovian) reward functions for reinforcement learning (RL). RMs can reward any behaviour representable in regular languages and, when paired with RL algorithms that exploit RM…

Artificial Intelligence · Computer Science 2025-11-13 Giovanni Varricchione , Toryn Q. Klassen , Natasha Alechina , Mehdi Dastani , Brian Logan , Sheila A. McIlraith

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL…

Machine Learning · Computer Science 2018-09-03 Min-hwan Oh , Garud Iyengar

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

Machine Learning · Computer Science 2026-02-02 Jiayu Chen , Le Xu , Aravind Venugopal , Jeff Schneider
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