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This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…

Machine Learning · Computer Science 2023-05-11 Argenis Arriojas , Jacob Adamczyk , Stas Tiomkin , Rahul V. Kulkarni

Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL…

Machine Learning · Computer Science 2021-10-20 Chonghua Liao , Jiafan He , Quanquan Gu

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Model-based reinforcement learning (RL) is appealing because (i) it enables planning and thus more strategic exploration, and (ii) by decoupling dynamics from rewards, it enables fast transfer to new reward functions. However, learning an…

Machine Learning · Computer Science 2020-07-14 Evan Zheran Liu , Ramtin Keramati , Sudarshan Seshadri , Kelvin Guu , Panupong Pasupat , Emma Brunskill , Percy Liang

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

In this work, we first describe a framework for the application of Reinforcement Learning (RL) control to a radar system that operates in a congested spectral setting. We then compare the utility of several RL algorithms through a…

Machine Learning · Computer Science 2020-06-24 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone , Kelly D. Sherbondy

Several real-world scenarios, such as remote control and sensing, are comprised of action and observation delays. The presence of delays degrades the performance of reinforcement learning (RL) algorithms, often to such an extent that…

Machine Learning · Computer Science 2021-08-18 Somjit Nath , Mayank Baranwal , Harshad Khadilkar

We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…

Machine Learning · Computer Science 2019-09-10 Hyungseok Song , Hyeryung Jang , Hai H. Tran , Se-eun Yoon , Kyunghwan Son , Donggyu Yun , Hyoju Chung , Yung Yi

This paper studies the fundamental limits of reinforcement learning (RL) in the challenging \emph{partially observable} setting. While it is well-established that learning in Partially Observable Markov Decision Processes (POMDPs) requires…

Machine Learning · Computer Science 2023-02-03 Fan Chen , Huan Wang , Caiming Xiong , Song Mei , Yu Bai

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

In real-world applications with large state and action spaces, reinforcement learning (RL) typically employs function approximations to represent core components like the policies, value functions, and dynamics models. Although powerful…

Machine Learning · Computer Science 2026-01-29 Chenxiao Gao , Haotian Sun , Na Li , Dale Schuurmans , Bo Dai

A major component of overfitting in model-free reinforcement learning (RL) involves the case where the agent may mistakenly correlate reward with certain spurious features from the observations generated by the Markov Decision Process…

Machine Learning · Computer Science 2020-01-01 Xingyou Song , Yiding Jiang , Stephen Tu , Yilun Du , Behnam Neyshabur

Standard reinforcement learning (RL) assumes that an agent can observe a reward for each state-action pair. However, in practical applications, it is often difficult and costly to collect a reward for each state-action pair. While there…

Machine Learning · Computer Science 2025-06-18 Yihan Du , Anna Winnicki , Gal Dalal , Shie Mannor , R. Srikant