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We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Deep reinforcement learning (deep RL) excels in various domains but lacks generalizability and interpretability. On the other hand, programmatic RL methods (Trivedi et al., 2021; Liu et al., 2023) reformulate RL tasks as synthesizing…

Machine Learning · Computer Science 2024-02-12 Yu-An Lin , Chen-Tao Lee , Guan-Ting Liu , Pu-Jen Cheng , Shao-Hua Sun

Reinforcement learning (RL) has become a cornerstone for fine-tuning Large Language Models (LLMs), with Proximal Policy Optimization (PPO) serving as the de facto standard algorithm. Despite its ubiquity, we argue that the core ratio…

Machine Learning · Computer Science 2026-05-27 Penghui Qi , Xiangxin Zhou , Zichen Liu , Tianyu Pang , Chao Du , Min Lin , Wee Sun Lee

Recently discovered polyhedral structures of the value function for finite state-action discounted Markov decision processes (MDP) shed light on understanding the success of reinforcement learning. We investigate the value function polytope…

Machine Learning · Computer Science 2022-06-27 Yue Wu , Jesús A. De Loera

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

We build on a recently introduced geometric interpretation of Markov Decision Processes (MDPs) to analyze classical MDP-solving algorithms: Value Iteration (VI) and Policy Iteration (PI). First, we develop a geometry-based analytical…

Machine Learning · Computer Science 2025-03-07 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Jiping Luo , Nikolaos Pappas

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function…

Machine Learning · Computer Science 2016-03-01 Joshua Achiam

We consider the problem of optimizing time averages in systems with independent and identically distributed behavior over renewal frames. This includes scheduling and task processing to maximize utility in stochastic networks with variable…

Optimization and Control · Mathematics 2010-11-30 Michael J. Neely

Skilled robot task learning is best implemented by predictive action policies due to the inherent latency of sensorimotor processes. However, training such predictive policies is challenging as it involves finding a trajectory of motor…

Robotics · Computer Science 2017-03-03 Ali Ghadirzadeh , Atsuto Maki , Danica Kragic , Mårten Björkman

Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…

Multiagent Systems · Computer Science 2023-12-20 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Machine Learning · Computer Science 2025-05-26 Zhishuai Liu , Pan Xu

This paper addresses the abstract dynamic programming (DP) in the online scenario, where the abstract DP mapping is time-varying, instead of static. In this case, optimal costs and policies at different time instants are not the same in…

Optimization and Control · Mathematics 2021-07-06 Xiuxian Li , Lihua Xie

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

This paper studies optimal motion planning subject to motion and environment uncertainties. By modeling the system as a probabilistic labeled Markov decision process (PL-MDP), the control objective is to synthesize a finite-memory policy,…

Robotics · Computer Science 2022-01-03 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

In the theory of dynamic programming, an optimal policy is a policy whose lifetime value dominates that of all other policies from every possible initial condition in the state space. This raises a natural question: when does optimality…

Optimization and Control · Mathematics 2025-05-13 John Stachurski , Jingni Yang , Ziyue Yang

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…

Artificial Intelligence · Computer Science 2016-12-02 Hugo Gilbert , Paul Weng , Yan Xu

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer