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While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Learning complex robot behavior through interactions with the environment necessitates principled exploration. Effective strategies should prioritize exploring regions of the state-action space that maximize rewards, with optimistic…

Machine Learning · Computer Science 2025-03-12 Jasmine Bayrooti , Carl Henrik Ek , Amanda Prorok

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

Policy Optimization (PO) methods are among the most popular Reinforcement Learning (RL) algorithms in practice. Recently, Sherman et al. [2023a] proposed a PO-based algorithm with rate-optimal regret guarantees under the linear Markov…

Machine Learning · Computer Science 2024-07-04 Asaf Cassel , Aviv Rosenberg

Expensive multi-objective optimization is a prevalent and crucial concern in many real-world scenarios, where sample-efficiency is vital due to the limited evaluations to recover the true Pareto front for decision making. Existing works…

Machine Learning · Computer Science 2026-02-03 Yiming Yao , Fei Liu , Liang Zhao , Xi Lin , Yilu Liu , Qingfu Zhang

Integrating deep learning with latent state space models has the potential to yield temporal models that are powerful, yet tractable and interpretable. Unfortunately, current models are not designed to handle missing data or multiple data…

Machine Learning · Computer Science 2019-11-25 Tan Zhi-Xuan , Harold Soh , Desmond C. Ong

The goal of imitation learning is for an apprentice to learn how to behave in a stochastic environment by observing a mentor demonstrating the correct behavior. Accurate prior knowledge about the correct behavior can reduce the need for…

Machine Learning · Computer Science 2012-06-26 Umar Syed , Robert E. Schapire

Learning is the basis of both biological and artificial systems when it comes to mimicking intelligent behaviors. From the classical PPO (Proximal Policy Optimization), there is a series of deep reinforcement learning algorithms which are…

Robotics · Computer Science 2025-12-16 Wanru Gong , Xinyi Zheng , Yuan Hui , Zhongjun Li , Weiqiang Wang , Xiaoqing Zhu

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

Machine Learning · Computer Science 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

Model Predictive Control (MPC) is typically characterized for being computationally demanding, as it requires solving optimization problems online; a particularly relevant point when considering its implementation in embedded systems. To…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Victor Gracia , Pablo Krupa , Teodoro Alamo , Daniel Limon

We study algorithms using randomized value functions for exploration in reinforcement learning. This type of algorithms enjoys appealing empirical performance. We show that when we use 1) a single random seed in each episode, and 2) a…

Machine Learning · Computer Science 2022-10-14 Zhihan Xiong , Ruoqi Shen , Qiwen Cui , Maryam Fazel , Simon S. Du

This paper addresses the problem of optimal control of robotic sensing systems aimed at autonomous information gathering in scenarios such as environmental monitoring, search and rescue, and surveillance and reconnaissance. The information…

Systems and Control · Computer Science 2016-01-28 Mikko Lauri , Nikolay Atanasov , George J. Pappas , Risto Ritala

We consider finite-state Markov decision processes with the combined Energy-MeanPayoff objective. The controller tries to avoid running out of energy while simultaneously attaining a strictly positive mean payoff in a second dimension. We…

Computer Science and Game Theory · Computer Science 2025-10-13 Mohan Dantam , Richard Mayr

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

We study the problem of fairly and efficiently allocating indivisible goods among agents with additive valuation functions. Envy-freeness up to one good (EF1) is a well-studied fairness notion for indivisible goods, while Pareto optimality…

Computer Science and Game Theory · Computer Science 2024-11-05 Ryoga Mahara

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…

Artificial Intelligence · Computer Science 2013-06-14 Kenji Kawaguchi , Mauricio Araya

A standard objective in partially-observable Markov decision processes (POMDPs) is to find a policy that maximizes the expected discounted-sum payoff. However, such policies may still permit unlikely but highly undesirable outcomes, which…

Artificial Intelligence · Computer Science 2017-01-31 Krishnendu Chatterjee , Petr Novotný , Guillermo A. Pérez , Jean-François Raskin , Đorđe Žikelić