Related papers: Reward Algorithms for Semi-Markov Processes
Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…
Probabilistic graphical models play a crucial role in machine learning and have wide applications in various fields. One pivotal subset is undirected graphical models, also known as Markov random fields. In this work, we investigate the…
We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and…
In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
This paper introduces a novel method of adding intrinsic bonuses to task-oriented reward function in order to efficiently facilitate reinforcement learning search. While various bonuses have been designed to date, they are analogous to the…
Motivated by entropic optimal transport, time reversal of Markov jump processes in $\mathbb{R}^n$ is investigated. Relying on an abstract integration by parts formula for the carr\'e du champ of a Markov process recently obtained by…
We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…
Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…
This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…
In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…
In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…
In the article the distributions of overjump functionals for almost semi-continuous processes on a finite irreducible Markov chain are considered.
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
Process mining is a well-established discipline of data analysis focused on the discovery of process models from information systems' event logs. Recently, an emerging subarea of process mining, known as stochastic process discovery, has…
Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…