Related papers: Convergence Analysis of the Approximate Newton Met…
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…
This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…
Policy gradient algorithms have been widely applied to Markov decision processes and reinforcement learning problems in recent years. Regularization with various entropy functions is often used to encourage exploration and improve…
Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made…
In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…
Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers…
We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processes. Since the value may be irrational and an optimal strategy may be rather…
Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…
The main focus in this paper is exact linesearch methods for minimizing a quadratic function whose Hessian is positive definite. We give a class of limited-memory quasi-Newton Hessian approximations which generate search directions parallel…
Machine learning (ML) problems are often posed as highly nonlinear and nonconvex unconstrained optimization problems. Methods for solving ML problems based on stochastic gradient descent are easily scaled for very large problems but may…
In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…
We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…
We study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…
Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…
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,…
In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
This note summarizes the optimization formulations used in the study of Markov decision processes. We consider both the discounted and undiscounted processes under the standard and the entropy-regularized settings. For each setting, we…
In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. We first apply dynamic average consensus (DAC) so…
Given a policy of a Markov Decision Process, we define a SafeZone as a subset of states, such that most of the policy's trajectories are confined to this subset. The quality of a SafeZone is parameterized by the number of states and the…