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The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth

Rewards serve as a measure of user satisfaction and act as a limiting factor in interactive recommender systems. In this research, we focus on the problem of learning to reward (LTR), which is fundamental to reinforcement learning. Previous…

Machine Learning · Computer Science 2023-10-31 Jialin Liu , Xinyan Su , Zeyu He , Xiangyu Zhao , Jun Li

Reinforcement learning is a machine learning approach based on behavioral psychology. It is focused on learning agents that can acquire knowledge and learn to carry out new tasks by interacting with the environment. However, a problem…

Artificial Intelligence · Computer Science 2022-12-15 Hugo Muñoz , Ernesto Portugal , Angel Ayala , Bruno Fernandes , Francisco Cruz

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

Machine Learning · Computer Science 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Bimodal, stochastic environments present a challenge to typical Reinforcement Learning problems. This problem is one that is surprisingly common in real world applications, being particularly applicable to pricing problems. In this paper we…

Machine Learning · Computer Science 2023-07-04 E. Hurwitz , N. Peace , G. Cevora

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

Machine Learning · Computer Science 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

In reinforcement learning the Q-values summarize the expected future rewards that the agent will attain. However, they cannot capture the epistemic uncertainty about those rewards. In this work we derive a new Bellman operator with…

Machine Learning · Computer Science 2022-12-07 Brendan O'Donoghue

The rise of process data availability has recently led to the development of data-driven learning approaches. However, most of these approaches restrict the use of the learned model to predict the future of ongoing process executions. The…

Artificial Intelligence · Computer Science 2025-07-25 Stefano Branchi , Chiara Di Francescomarino , Chiara Ghidini , David Massimo , Francesco Ricci , Massimiliano Ronzani

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

We study a security threat to batch reinforcement learning and control where the attacker aims to poison the learned policy. The victim is a reinforcement learner / controller which first estimates the dynamics and the rewards from a batch…

Machine Learning · Computer Science 2019-11-01 Yuzhe Ma , Xuezhou Zhang , Wen Sun , Xiaojin Zhu

The subject of this paper is reinforcement learning. Policies are considered here that produce actions based on states and random elements autocorrelated in subsequent time instants. Consequently, an agent learns from experiments that are…

Machine Learning · Computer Science 2020-09-11 Marcin Szulc , Jakub Łyskawa , Paweł Wawrzyński

With the impact of real-time processing being realized in the recent past, the need for efficient implementations of reinforcement learning algorithms has been on the rise. Albeit the numerous advantages of Bellman equations utilized in RL…

Machine Learning · Computer Science 2023-03-15 Saumil Shivdikar , Jagannath Nirmal