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Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

Machine Learning · Computer Science 2023-05-19 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…

Machine Learning · Computer Science 2021-05-10 Baiming Chen , Mengdi Xu , Liang Li , Ding Zhao

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…

Optimization and Control · Mathematics 2021-01-18 Julien Grand-Clément , Christian Kroer

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…

Machine Learning · Computer Science 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…

Machine Learning · Computer Science 2017-06-07 Gergely Neu , Vicenç Gómez

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 use the Reward Biased Maximum Likelihood Estimation (RBMLE) algorithm to learn optimal policies for constrained Markov Decision Processes (CMDPs). We analyze the learning regrets of RBMLE.

Optimization and Control · Mathematics 2021-05-31 Rahul Singh

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

We present BRIEE (Block-structured Representation learning with Interleaved Explore Exploit), an algorithm for efficient reinforcement learning in Markov Decision Processes with block-structured dynamics (i.e., Block MDPs), where rich…

Machine Learning · Computer Science 2022-10-12 Xuezhou Zhang , Yuda Song , Masatoshi Uehara , Mengdi Wang , Alekh Agarwal , Wen Sun

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…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo