Related papers: Integrating Learning from Examples into the Search…

Selective labels are a common feature of consequential decision-making applications, referring to the lack of observed outcomes under one of the possible decisions. This paper reports work in progress on learning decision policies in the…

Efficient planning of activities is essential for modern industrial assembly lines to uphold manufacturing standards, prevent project constraint violations, and achieve cost-effective operations. While exact solutions to such challenges can…

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine-learned diagnosis models have shown promise as medical aides but are trained under a closed-set assumption, i.e. that models will only encounter conditions on which they have been trained. However, it is practically infeasible to…

Following in the footsteps of the literature on empirical welfare maximization, this paper wants to contribute by stressing the policymaker perspective via a practical illustration of an optimal policy assignment problem. More specifically,…

Given a Markov decision process (MDP), we seek to learn representations for a range of policies to facilitate behavior steering at test time. As policies of an MDP are uniquely determined by their occupancy measures, we propose modeling…

Clinical decision support tools rooted in machine learning and optimization can provide significant value to healthcare providers, including through better management of intensive care units. In particular, it is important that the patient…

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard…

Laboratory testing is an integral tool in the management of patient care in hospitals, particularly in intensive care units (ICUs). There exists an inherent trade-off in the selection and timing of lab tests between considerations of the…

This paper studies the problem of data collection for policy evaluation in Markov decision processes (MDPs). In policy evaluation, we are given a target policy and asked to estimate the expected cumulative reward it will obtain in an…

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…