Large language model (LLM) agents often struggle in environments where rules and required domain knowledge frequently change, such as regulatory compliance and user risk screening. To address this limitation, we propose the Adaptive Reflective Interactive Agent (ARIA), an LLM agent framework designed specifically to continuously learn updated domain knowledge at test time. ARIA assesses its own uncertainty through structured self-dialogue, proactively identifying knowledge gaps and requesting targeted explanations or corrections from human experts. It then systematically updates an internal, timestamped knowledge repository with provided human guidance, detecting and resolving conflicting or outdated knowledge through comparisons and clarification queries. We evaluate ARIA on the realistic customer due diligence name screening task on a global payment platform, alongside publicly available dynamic knowledge tasks. Results demonstrate significant improvements in adaptability and accuracy compared to baselines using standard offline fine-tuning and existing self-improving agents. ARIA has been deployed on a global payment platform serving over 150 million monthly active users.