Related papers: A Sliding-Window Algorithm for Markov Decision Pro…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…
We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…
We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…
We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…
Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…
A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…
Reinforcement learning agents have been mostly developed and evaluated under the assumption that they will operate in a fully autonomous manner -- they will take all actions. In this work, our goal is to develop algorithms that, by learning…
We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…
We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…
We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…
We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…
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…
This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…
We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…
Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…
We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…
We show how to utilize machine learning approaches to improve sliding window algorithms for approximate frequency estimation problems, under the ``algorithms with predictions'' framework. In this dynamic environment, previous…