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Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

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

Algorithmic \emph{replicability} has recently been introduced to address the need for reproducible experiments in machine learning. A \emph{replicable online learning} algorithm is one that takes the same sequence of decisions across…

Machine Learning · Computer Science 2026-02-17 Matteo Bollini , Gianmarco Genalti , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

Partially Observable Markov Decision Processes (POMDPs) provide a rich framework for sequential decision-making under uncertainty in stochastic domains. However, solving a POMDP is often intractable except for small problems due to their…

Artificial Intelligence · Computer Science 2014-01-16 Stéphane Ross , Joelle Pineau , Sébastien Paquet , Brahim Chaib-draa

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

Machine Learning · Computer Science 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

It is a remarkable fact that the same $O(\sqrt{T})$ regret rate can be achieved in both the Experts Problem and the Adversarial Multi-Armed Bandit problem albeit with a worse dependence on number of actions in the latter case. In contrast,…

Machine Learning · Computer Science 2022-10-05 Gautam Chandrasekaran , Ambuj Tewari

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

We propose a new regret minimization algorithm for episodic sparse linear Markov decision process (SMDP) where the state-transition distribution is a linear function of observed features. The only previously known algorithm for SMDP…

Machine Learning · Statistics 2023-10-25 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

This paper investigates a series of optimization problems for one-counter Markov decision processes (MDPs) and integer-weighted MDPs with finite state space. Specifically, it considers problems addressing termination probabilities and…

Logic in Computer Science · Computer Science 2024-08-07 Jakob Piribauer , Christel Baier

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

Machine Learning · Statistics 2015-06-04 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

Much recent research in decision theoretic planning has adopted Markov decision processes (MDPs) as the model of choice, and has attempted to make their solution more tractable by exploiting problem structure. One particular algorithm,…

Artificial Intelligence · Computer Science 2013-02-08 Craig Boutilier