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The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

Sequential decision making in the presence of uncertainty and stochastic dynamics gives rise to distributions over state/action trajectories in reinforcement learning (RL) and optimal control problems. This observation has led to a variety…

Machine Learning · Computer Science 2021-09-30 Jad Rahme , Ryan P. Adams

To make sense of the world around us, we develop models, constructed to enable us to replicate, describe, and explain the behaviours we see. Focusing on the broad case of sequences of correlated random variables, i.e., classical stochastic…

Quantum Physics · Physics 2025-09-04 Paul M. Riechers , Thomas J. Elliott

A Markov assumption considers a physical system memoryless to simplify its dynamics. Whereas memory effect or the non-Markovian phenomenon is more general in nature. In the quantum regime, it is challenging to define or quantify the…

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as…

Machine Learning · Computer Science 2022-08-16 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

We are interested in enabling autonomous agents to learn and reason about systems with hidden states, such as locking mechanisms. We cast this problem as learning the parameters of a discrete Partially Observable Markov Decision Process…

Machine Learning · Computer Science 2026-02-04 Seiji Shaw , Travis Manderson , Chad Kessens , Nicholas Roy

The paper introduces the first formulation of convex Q-learning for Markov decision processes with function approximation. The algorithms and theory rest on a relaxation of a dual of Manne's celebrated linear programming characterization of…

Optimization and Control · Mathematics 2023-09-12 Fan Lu , Sean Meyn

Unsupervised machine learning models build an internal representation of their training data without the need for explicit human guidance or feature engineering. This learned representation provides insights into which features of the data…

Quantum Physics · Physics 2024-01-09 Felix Frohnert , Evert van Nieuwenburg

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

Real-world decision-making problems are often partially observable, and many can be formulated as a Partially Observable Markov Decision Process (POMDP). When we apply reinforcement learning (RL) algorithms to the POMDP, reasonable…

Artificial Intelligence · Computer Science 2023-04-20 Soichiro Nishimori , Sotetsu Koyamada , Shin Ishii

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

Penetration testing, the simulation of cyberattacks to identify security vulnerabilities, presents a sequential decision-making problem well-suited for reinforcement learning (RL) automation. Like many applications of RL to real-world…

Machine Learning · Computer Science 2025-09-25 Raphael Simon , Pieter Libin , Wim Mees

In this article, we use the theory of quantum channels and open quantum systems to provide an efficient unitary characterization of a class of stochastic generators known as quantum hidden Markov models (QHMMs). By utilizing the unitary…

Quantum Physics · Physics 2025-02-27 Vanio Markov , Vladimir Rastunkov , Amol Deshmukh , Daniel Fry , Charlee Stefanski

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

Optimization and Control · Mathematics 2019-12-05 Wenjie Huang , William B. Haskell

In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…

Machine Learning · Computer Science 2024-11-01 Jia Lin Hau , Erick Delage , Esther Derman , Mohammad Ghavamzadeh , Marek Petrik

In stochastic modeling, the excess entropy -- the mutual information shared between a process's past and future -- represents the fundamental lower bound of the memory needed to simulate its dynamics. However, this bound cannot be saturated…

Quantum Physics · Physics 2026-02-27 Kelvin Onggadinata , Andrew Tanggara , Mile Gu , Dagomir Kaszlikowski

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

This paper initiates the study of hidden variables from the discrete, abstract perspective of quantum computing. For us, a hidden-variable theory is simply a way to convert a unitary matrix that maps one quantum state to another, into a…

Quantum Physics · Physics 2013-05-29 Scott Aaronson