Inverse Risk-Sensitive Reinforcement Learning

29 Mar 2017  ·  Lillian J. Ratliff, Eric Mazumdar ·

We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human decision-making having their origins in behavioral psychology, behavioral economics, and neuroscience. We propose a gradient-based inverse reinforcement learning algorithm that minimizes a loss function defined on the observed behavior. We demonstrate the performance of the proposed technique on two examples, the first of which is the canonical Grid World example and the second of which is a Markov decision process modeling passengers' decisions regarding ride-sharing. In the latter, we use pricing and travel time data from a ride-sharing company to construct the transition probabilities and rewards of the Markov decision process.

PDF Abstract


  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here