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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

Vanilla Reinforcement Learning (RL) can efficiently solve complex tasks but does not provide any guarantees on system behavior. To bridge this gap, we propose a three-step safe RL procedure for continuous action spaces that provides…

Robotics · Computer Science 2023-09-29 Hanna Krasowski , Prithvi Akella , Aaron D. Ames , Matthias Althoff

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

Machine Learning · Statistics 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

Reinforcement Learning (RL) is a widely employed machine learning architecture that has been applied to a variety of control problems. However, applications in safety-critical domains require a systematic and formal approach to specifying…

Machine Learning · Computer Science 2023-06-07 Hosein Hasanbeig , Daniel Kroening , Alessandro Abate

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Recently, reinforcement learning has been used to address logic synthesis by formulating the operator sequence optimization problem as a Markov decision process. However, through extensive experiments, we find out that the learned policy…

Machine Learning · Computer Science 2022-06-28 Chao Wang , Chen Chen , Dong Li , Bin Wang

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

This work addresses the problem of multi-robot coordination under unknown robot transition models, ensuring that tasks specified by Time Window Temporal Logic are satisfied with user-defined probability thresholds. We present a bi-level…

Robotics · Computer Science 2025-02-17 Xiaoshan Lin , Roberto Tron

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Optimization and Control · Mathematics 2023-06-14 Richard Archibald , Feng Bao , Jiongmin Yong

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

Machine Learning · Computer Science 2012-06-18 Emma Brunskill , Bethany Leffler , Lihong Li , Michael L. Littman , Nicholas Roy

Many autonomous systems, such as robots and self-driving cars, involve real-time decision making in complex environments, and require prediction of future outcomes from limited data. Moreover, their decisions are increasingly required to be…

Robotics · Computer Science 2021-05-26 Erfan Aasi , Cristian Ioan Vasile , Mahroo Bahreinian , Calin Belta

Reinforcement learning is showing great potentials in robotics applications, including autonomous driving, robot manipulation and locomotion. However, with complex uncertainties in the real-world environment, it is difficult to guarantee…

Machine Learning · Computer Science 2020-07-28 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan

In this paper we present a method for automatically planning robust optimal paths for a group of robots that satisfy a common high level mission specification. Each robot's motion in the environment is modeled as a weighted transition…

Robotics · Computer Science 2015-03-13 Alphan Ulusoy , Stephen L. Smith , Xu Chu Ding , Calin Belta

Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity…

Logic in Computer Science · Computer Science 2013-09-05 Ezio Bartocci , Luca Bortolussi , Laura Nenzi , Guido Sanguinetti

Reinforcement Learning (RL) has made significant strides in enabling artificial agents to learn diverse behaviors. However, learning an effective policy often requires a large number of environment interactions. To mitigate sample…

Artificial Intelligence · Computer Science 2024-04-04 Yash Shukla , Tanushree Burman , Abhishek Kulkarni , Robert Wright , Alvaro Velasquez , Jivko Sinapov

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro
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