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We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

Machine Learning · Computer Science 2023-06-08 Ziad Kobeissi , Francis Bach

Euclidean Markov decision processes are a powerful tool for modeling control problems under uncertainty over continuous domains. Finite state imprecise, Markov decision processes can be used to approximate the behavior of these infinite…

Artificial Intelligence · Computer Science 2020-06-29 Manfred Jaeger , Giorgio Bacci , Giovanni Bacci , Kim Guldstrand Larsen , Peter Gjøl Jensen

We present a novel framework for solving Dynamic Job Shop Scheduling Problems under uncertainty, addressing the challenges introduced by stochastic job arrivals and unexpected machine breakdowns. Our approach follows a model-based paradigm,…

Artificial Intelligence · Computer Science 2026-01-15 Sofiene Lassoued , Stefan Lier , Andreas Schwung

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

Optimization and Control · Mathematics 2024-09-09 Dylan Possamaï , Ludovic Tangpi

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 (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Supervised approaches for text summarisation suffer from the problem of mismatch between the target labels/scores of individual sentences and the evaluation score of the final summary. Reinforcement learning can solve this problem by…

Computation and Language · Computer Science 2017-11-15 Diego Molla

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…

Probability · Mathematics 2015-03-17 James Y. Zhao

The study of Markov models is central to control theory and machine learning. A quantum analogue of partially observable Markov decision process was studied in (Barry, Barry, and Aaronson, Phys. Rev. A, 90, 2014). It was proved that…

Quantum Physics · Physics 2019-11-06 Christino Tamon , Weichen Xie

This paper presents an axiomatic approach to finite Markov decision processes where the discount rate is zero. One of the principal difficulties in the no discounting case is that, even if attention is restricted to stationary policies, a…

Optimization and Control · Mathematics 2022-11-23 Adam Jonsson

Human preferences are not always represented via complete linear orders: It is natural to employ partially-ordered preferences for expressing incomparable outcomes. In this work, we consider decision-making and probabilistic planning in…

Robotics · Computer Science 2024-10-21 Hazhar Rahmani , Abhishek N. Kulkarni , Jie Fu

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of learning stochastic policies with continuous actions from the…

Machine Learning · Statistics 2025-02-24 Houssam Zenati , Alberto Bietti , Matthieu Martin , Eustache Diemert , Pierre Gaillard , Julien Mairal

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

The increasing number of wireless devices operating in unlicensed spectrum motivates the development of intelligent adaptive approaches to spectrum access that go beyond traditional carrier sensing. We develop a novel distributed…

Networking and Internet Architecture · Computer Science 2021-11-19 Akash Doshi , Jeffrey G. Andrews

This paper studies continuous-time Markov decision processes under the risk-sensitive average cost criterion. The state space is a finite set, the action space is a Borel space, the cost and transition rates are bounded, and the…

Optimization and Control · Mathematics 2015-12-22 Qingda Wei , Xian Chen

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

The policy gradient theorem (Sutton et al., 2000) prescribes the usage of a cumulative discounted state distribution under the target policy to approximate the gradient. Most algorithms based on this theorem, in practice, break this…

Machine Learning · Computer Science 2022-07-08 Samuele Tosatto , Andrew Patterson , Martha White , A. Rupam Mahmood