Related papers: Fast Online Exact Solutions for Deterministic MDPs…
Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…
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…
We propose solution methods for previously-unsolved constrained MDPs in which actions can continuously modify the transition probabilities within some acceptable sets. While many methods have been proposed to solve regular MDPs with large…
One of the main challenges in reinforcement learning is solving tasks with sparse reward. We show that the difficulty of discovering a distant rewarding state in an MDP is bounded by the expected cover time of a random walk over the graph…
In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…
Fairness has emerged as an important concern in automated decision-making in recent years, especially when these decisions affect human welfare. In this work, we study fairness in temporally extended decision-making settings, specifically…
Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…
Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…
In this paper, a sparse Markov decision process (MDP) with novel causal sparse Tsallis entropy regularization is proposed.The proposed policy regularization induces a sparse and multi-modal optimal policy distribution of a sparse MDP. The…
Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…
We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…
Markov decision processes (MDPs) are a canonical model to reason about decision making within a stochastic environment. We study a fundamental class of infinite MDPs: one-counter MDPs (OC-MDPs). They extend finite MDPs via an associated…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…
We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…
Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…
Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…
A novel reinforcement learning scheme to synthesize policies for continuous-space Markov decision processes (MDPs) is proposed. This scheme enables one to apply model-free, off-the-shelf reinforcement learning algorithms for finite MDPs to…
It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…
Markov decision processes (MDPs) are widely used in modeling decision making problems in stochastic environments. However, precise specification of the reward functions in MDPs is often very difficult. Recent approaches have focused on…