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This paper introduces algorithms for problems where a decision maker has to control a system composed of several components and has access to only partial information on the state of each component. Such problems are difficult because of…

Optimization and Control · Mathematics 2020-12-25 Victor Cohen , Axel Parmentier

Robust POMDPs extend classical POMDPs to incorporate model uncertainty using so-called uncertainty sets on the transition and observation functions, effectively defining ranges of probabilities. Policies for robust POMDPs must be (1)…

Artificial Intelligence · Computer Science 2025-08-27 Maris F. L. Galesloot , Marnix Suilen , Thiago D. Simão , Steven Carr , Matthijs T. J. Spaan , Ufuk Topcu , Nils Jansen

Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Dongdong Li , Jiuxiang Dong

While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi

Simulators are a pervasive tool in reinforcement learning, but most existing algorithms cannot efficiently exploit simulator access -- particularly in high-dimensional domains that require general function approximation. We explore the…

Machine Learning · Computer Science 2024-04-29 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

Optimal policies for partially observed Markov decision processes (POMDPs) are history-dependent: Decisions are made based on the entire history of observation. Memoryless policies, which take decisions based on the last observation only,…

Optimization and Control · Mathematics 2022-05-06 Victor Cohen , Axel Parmentier

Experience replay is a key technique behind many recent advances in deep reinforcement learning. Allowing the agent to learn from earlier memories can speed up learning and break undesirable temporal correlations. Despite its wide-spread…

Artificial Intelligence · Computer Science 2017-10-19 Ruishan Liu , James Zou

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as…

Machine Learning · Computer Science 2022-08-16 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

In many practical uses of reinforcement learning (RL) the set of actions available at a given state is a random variable, with realizations governed by an exogenous stochastic process. Somewhat surprisingly, the foundations for such…

Artificial Intelligence · Computer Science 2021-02-16 Craig Boutilier , Alon Cohen , Amit Daniely , Avinatan Hassidim , Yishay Mansour , Ofer Meshi , Martin Mladenov , Dale Schuurmans

Options represent a framework for reasoning across multiple time scales in reinforcement learning (RL). With the recent active interest in the unsupervised learning paradigm in the RL research community, the option framework was adapted to…

Artificial Intelligence · Computer Science 2022-06-14 Djordje Božić , Predrag Tadić , Mladen Nikolić

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao

Recently developed offline reinforcement learning algorithms have made it possible to learn policies directly from pre-collected datasets, giving rise to a new dilemma for practitioners: Since the performance the algorithms are able to…

Machine Learning · Computer Science 2021-11-29 Phillip Swazinna , Steffen Udluft , Thomas Runkler

In partially observable (PO) environments, deep reinforcement learning (RL) agents often suffer from unsatisfactory performance, since two problems need to be tackled together: how to extract information from the raw observations to solve…

Machine Learning · Computer Science 2019-12-25 Dongqi Han , Kenji Doya , Jun Tani

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo