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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

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2014-07-29 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2010-06-14 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

How do you incentivize self-interested agents to $\textit{explore}$ when they prefer to $\textit{exploit}$? We consider complex exploration problems, where each agent faces the same (but unknown) MDP. In contrast with traditional…

Machine Learning · Computer Science 2023-02-21 Max Simchowitz , Aleksandrs Slivkins

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

Safety is still one of the major research challenges in reinforcement learning (RL). In this paper, we address the problem of how to avoid safety violations of RL agents during exploration in probabilistic and partially unknown…

Machine Learning · Computer Science 2022-12-06 Martin Tappler , Stefan Pranger , Bettina Könighofer , Edi Muškardin , Roderick Bloem , Kim Larsen

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Luke Rickard , Alessandro Abate , Kostas Margellos

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

We consider a sequential decision making task where we are not allowed to evaluate parameters that violate an a priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on the unknown constraint and allow…

Machine Learning · Computer Science 2022-12-12 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

We consider distribution-based objectives for Markov Decision Processes (MDP). This class of objectives gives rise to an interesting trade-off between full and partial information. As in full observation, the strategy in the MDP can depend…

Logic in Computer Science · Computer Science 2018-04-26 S. Akshay , Blaise Genest , Nikhil Vyas

Safely exploring an unknown dynamical system is critical to the deployment of reinforcement learning (RL) in physical systems where failures may have catastrophic consequences. In scenarios where one knows little about the dynamics, diverse…

Machine Learning · Computer Science 2017-12-01 Tyler Lu , Martin Zinkevich , Craig Boutilier , Binz Roy , Dale Schuurmans

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

In reinforcement learning (RL), an agent must explore an initially unknown environment in order to learn a desired behaviour. When RL agents are deployed in real world environments, safety is of primary concern. Constrained Markov decision…

Machine Learning · Computer Science 2022-06-24 David M. Bossens , Nicholas Bishop

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…

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

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost…

Optimization and Control · Mathematics 2019-06-24 Merve Merakli , Simge Kucukyavuz

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

Machine Learning · Computer Science 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters