arXiv:2607. 14373v1 Announce Type: new Abstract: We propose a noise-robust elicit-to-optimize framework that integrates inverse reinforcement learning (IRL) and reinforcement learning (RL) for eliciting agents' risk preferences and optimizing policies under a broad class of risk objectives characterized by distortion riskmetrics.
arXiv:2603. 09344v3 Announce Type: replace Abstract: Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift.
arXiv:2506. 07040v4 Announce Type: replace-cross Abstract: We study model-free methods for distributionally robust infinite-horizon average-reward Markov decision processes (MDPs).
arXiv:2607. 06610v1 Announce Type: cross Abstract: Portfolio optimization under uncertainty is inherently a multi-objective decision problem involving complex interactions among return, risk, market dynamics, and practical investment constraints.
arXiv:2608. 03562v1 Announce Type: new Abstract: Reinforcement learning (RL) with general utility extends classic RL by optimizing an arbitrary utility functional of the policy-induced occupancy measure, thereby enabling a broader range of applications.
arXiv:2607. 09298v1 Announce Type: cross Abstract: We study general-utility Markov decision processes (GUMDPs) with risk-aware objectives.
arXiv:2602. 23672v2 Announce Type: replace-cross Abstract: This study proposes a General Bayes framework for policy learning.
arXiv:2602. 03778v2 Announce Type: replace-cross Abstract: Tail-end risk measures such as static conditional value-at-risk (CVaR) are used in safety-critical applications to prevent rare, yet catastrophic events.
arXiv:2605. 23146v3 Announce Type: replace-cross Abstract: Classical reinforcement learning assumes the agent interacts with a fixed environment whose behavior does not depend on the agent's policy.
arXiv:2607. 26680v1 Announce Type: new Abstract: Reinforcement learning (RL) has shown remarkable success across a wide range of complex tasks.
arXiv:2607. 05375v1 Announce Type: cross Abstract: Occupancy ratios correct distribution shift in offline reinforcement learning and are central to off-policy evaluation.
arXiv:2607. 04278v1 Announce Type: cross Abstract: We propose the first deep learning algorithm, the Certainty Equivalent Learning (CEL) algorithm, for solving high-dimensional discrete-time dynamic programming problems with recursive utility.
arXiv:2606. 27766v1 Announce Type: cross Abstract: Offline reinforcement learning enables policy learning from fixed datasets without additional environment interaction, making it appealing for safety-critical applications where online exploration is costly or unsafe.