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While reinforcement learning (RL) holds great potential for decision making in the real world, it suffers from a number of unique difficulties which often need specific consideration. In particular: it is highly non-stationary; suffers from…

Machine Learning · Computer Science 2025-04-16 Alexander David Goldie , Chris Lu , Matthew Thomas Jackson , Shimon Whiteson , Jakob Nicolaus Foerster

Many healthcare decisions involve navigating through a multitude of treatment options in a sequential and iterative manner to find an optimal treatment pathway with the goal of an optimal patient outcome. Such optimization problems may be…

Machine Learning · Computer Science 2021-03-10 Elsa Riachi , Muhammad Mamdani , Michael Fralick , Frank Rudzicz

Reinforcement learning in partially observable environments is typically challenging, as it requires agents to learn an estimate of the underlying system state. These challenges are exacerbated in multi-agent settings, where agents learn…

Artificial Intelligence · Computer Science 2025-04-14 Paul J. Pritz , Kin K. Leung

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

This work presents a Hierarchical Multi-Agent Reinforcement Learning framework for analyzing simulated air combat scenarios involving heterogeneous agents. The objective is to identify effective Courses of Action that lead to mission…

Artificial Intelligence · Computer Science 2025-05-15 Ardian Selmonaj , Oleg Szehr , Giacomo Del Rio , Alessandro Antonucci , Adrian Schneider , Michael Rüegsegger

Reinforcement Learning (RL) has achieved remarkable success in sequential decision tasks. However, recent studies have revealed the vulnerability of RL policies to different perturbations, raising concerns about their effectiveness and…

Machine Learning · Computer Science 2025-07-08 Buqing Nie , Yangqing Fu , Jingtian Ji , Yue Gao

We study whether a risk-sensitive objective from asset-pricing theory -- recursive utility -- improves reinforcement learning for portfolio allocation. The Bellman equation under recursive utility involves a certainty equivalent (CE) of…

General Finance · Quantitative Finance 2026-03-25 Minkey Chang

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

Machine Learning · Computer Science 2023-03-01 Anna Winnicki , R. Srikant

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

In this paper, we confront the problem of applying reinforcement learning to agents that perceive the environment through many sensors and that can perform parallel actions using many actuators as is the case in complex autonomous robots.…

Artificial Intelligence · Computer Science 2011-07-04 E. Celaya , J. M. Porta

Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…

Machine Learning · Computer Science 2020-01-09 Felix Leibfried , Sergio Pascual-Diaz , Jordi Grau-Moya

In reinforcement learning (RL), agents sequentially interact with changing environments while aiming to maximize the obtained rewards. Usually, rewards are observed only after acting, and so the goal is to maximize the expected cumulative…

Machine Learning · Computer Science 2024-10-15 Nadav Merlis , Dorian Baudry , Vianney Perchet

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Machine Learning · Computer Science 2023-10-10 Francesco Cordoni , Alessio Sancetta

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Markov decision process (with finite states and finite…

Systems and Control · Electrical Eng. & Systems 2023-07-13 Rahul Misra , Rafał Wisniewski , Carsten Skovmose Kallesøe

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

Existing action detection algorithms usually generate action proposals through an extensive search over the video at multiple temporal scales, which brings about huge computational overhead and deviates from the human perception procedure.…

Computer Vision and Pattern Recognition · Computer Science 2017-06-23 Jingjia Huang , Nannan Li , Tao Zhang , Ge Li
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