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This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Artificial Intelligence · Computer Science 2011-06-10 C. Guestrin , D. Koller , R. Parr , S. Venkataraman

This paper presents the MAXQ approach to hierarchical reinforcement learning based on decomposing the target Markov decision process (MDP) into a hierarchy of smaller MDPs and decomposing the value function of the target MDP into an…

Machine Learning · Computer Science 2007-05-23 Thomas G. Dietterich

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…

Artificial Intelligence · Computer Science 2018-07-20 Sophia Sanborn , David D. Bourgin , Michael Chang , Thomas L. Griffiths

Policy Iteration (PI) is a classical family of algorithms to compute an optimal policy for any given Markov Decision Problem (MDP). The basic idea in PI is to begin with some initial policy and to repeatedly update the policy to one from an…

In this paper we propose a novel algorithm, factored value iteration (FVI), for the approximate solution of factored Markov decision processes (fMDPs). The traditional approximate value iteration algorithm is modified in two ways. For one,…

Artificial Intelligence · Computer Science 2008-08-13 Istvan Szita , Andras Lorincz

The problem of selecting the right state-representation in a reinforcement learning problem is considered. Several models (functions mapping past observations to a finite set) of the observations are given, and it is known that for at least…

Machine Learning · Computer Science 2013-02-12 Odalric-Ambrym Maillard , Rémi Munos , Daniil Ryabko

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

Optimization and Control · Mathematics 2022-03-22 J. G. Dai , Mark Gluzman

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, and partial state observations. We discuss an algorithm that uses multistep lookahead, truncated rollout with a known…

Robotics · Computer Science 2020-02-12 Sushmita Bhattacharya , Sahil Badyal , Thomas Wheeler , Stephanie Gil , Dimitri Bertsekas

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Machine Learning · Computer Science 2017-10-18 Mengdi Wang

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

In this paper, We propose a general Riemannian proximal optimization algorithm with guaranteed convergence to solve Markov decision process (MDP) problems. To model policy functions in MDP, we employ Gaussian mixture model (GMM) and…

Machine Learning · Computer Science 2020-05-20 Shijun Wang , Baocheng Zhu , Chen Li , Mingzhe Wu , James Zhang , Wei Chu , Yuan Qi

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

We study reinforcement learning in infinite-horizon average-reward settings with linear MDPs. Previous work addresses this problem by approximating the average-reward setting by discounted setting and employing a value iteration-based…

Machine Learning · Computer Science 2025-04-17 Kihyuk Hong , Ambuj Tewari

Deep reinforcement learning has led to several recent breakthroughs, though the learned policies are often based on black-box neural networks. This makes them difficult to interpret and to impose desired specification constraints during…

Machine Learning · Computer Science 2018-07-05 Surya Bhupatiraju , Kumar Krishna Agrawal , Rishabh Singh

Reinforcementlearning(RL)folkloresuggeststhathistory-basedfunctionapproximationmethods,suchas recurrent neural nets or history-based state abstraction, perform better than their memory-less counterparts, due to the fact that function…

Machine Learning · Computer Science 2022-11-08 Gandharv Patil , Aditya Mahajan , Doina Precup

This paper studies discounted Markov Decision Processes (MDPs) with finite sets of states and actions. Value iteration is one of the major methods for finding optimal policies. For each discount factor, starting from a finite number of…

Optimization and Control · Mathematics 2025-07-15 Eugene A. Feinberg , Gaojin He

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

Machine Learning · Computer Science 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

Optimizing a partially observable Markov decision process (POMDP) policy is challenging. The policy graph improvement (PGI) algorithm for POMDPs represents the policy as a fixed size policy graph and improves the policy monotonically. Due…

Artificial Intelligence · Computer Science 2020-09-07 Joni Pajarinen