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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 Markov Decision Process policies for problems with finite state and action space are identified through a partial ordering by comparing the value function across states. This is referred to as state-based optimality. This paper…

Optimization and Control · Mathematics 2021-12-02 Dylan Solms

To survive in dynamic and uncertain environments, individuals must develop effective decision strategies that balance information gathering and decision commitment. Models of such strategies often prioritize either optimizing tangible…

Artificial Intelligence · Computer Science 2025-03-26 Nicholas W. Barendregt , Joshua I. Gold , Krešimir Josić , Zachary P. Kilpatrick

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

Machine Learning · Computer Science 2023-12-22 Hany Abdulsamad , Sahel Iqbal , Adrien Corenflos , Simo Särkkä

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision processes studied so far focus on the distribution of the…

Machine Learning · Computer Science 2020-09-16 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Machine Learning · Computer Science 2018-02-28 Ershad Banijamali , Yasin Abbasi-Yadkori , Mohammad Ghavamzadeh , Nikos Vlassis

Multi-objective Markov decision processes are sequential decision-making problems that involve multiple conflicting reward functions that cannot be optimized simultaneously without a compromise. This type of problems cannot be solved by a…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Merrick , Jiankun Hu

We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…

Machine Learning · Computer Science 2024-05-13 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Policies trained via Reinforcement Learning (RL) are often needlessly complex, making them difficult to analyse and interpret. In a run with $n$ time steps, a policy will make $n$ decisions on actions to take; we conjecture that only a…

Machine Learning · Computer Science 2021-10-27 Hadrien Pouget , Hana Chockler , Youcheng Sun , Daniel Kroening

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

Tree search is a fundamental tool for planning, as many sequential decision-making problems can be framed as searching over tree-structured spaces. We propose an uncertainty-guided tree search algorithm for settings where the reward…

Machine Learning · Computer Science 2025-09-05 Julia Grosse , Ruotian Wu , Ahmad Rashid , Cheng Zhang , Philipp Hennig , Pascal Poupart , Agustinus Kristiadi

We address the task of long-horizon navigation in partially mapped environments for which active gathering of information about faraway unseen space is essential for good behavior. We present a novel planning strategy that, at training…

Robotics · Computer Science 2025-02-06 Raihan Islam Arnob , Gregory J. Stein

This paper investigates the automatic exploration problem under the unknown environment, which is the key point of applying the robotic system to some social tasks. The solution to this problem via stacking decision rules is impossible to…

Robotics · Computer Science 2020-07-24 Haoran Li , Qichao Zhang , Dongbin Zhao

Batch reinforcement learning enables policy learning without direct interaction with the environment during training, relying exclusively on previously collected sets of interactions. This approach is, therefore, well-suited for high-risk…

Machine Learning · Computer Science 2024-11-18 Amna Najib , Stefan Depeweg , Phillip Swazinna

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky