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.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2608. 02343v1 Announce Type: cross Abstract: Many operational problems are constrained sequential decision processes with large, combinatorial action spaces and interdependent feasibility constraints.
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: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:2606. 10979v1 Announce Type: new Abstract: Many Markov decision processes (MDPs) in operations research have feasible actions that are state dependent and defined implicitly by various operational constraints.
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.