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In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

We study learning in periodic Markov Decision Process (MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2023-03-20 Ayush Aniket , Arpan Chattopadhyay

Dynamic mechanism design studies how mechanism designers should allocate resources among agents in a time-varying environment. We consider the problem where the agents interact with the mechanism designer according to an unknown Markov…

Machine Learning · Computer Science 2024-12-19 Shuang Qiu , Boxiang Lyu , Qinglin Meng , Zhaoran Wang , Zhuoran Yang , Michael I. Jordan

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

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

In this paper, we study the problem of (finite horizon tabular) Markov decision processes (MDPs) with heavy-tailed rewards under the constraint of differential privacy (DP). Compared with the previous studies for private reinforcement…

Machine Learning · Computer Science 2023-06-06 Yulian Wu , Xingyu Zhou , Sayak Ray Chowdhury , Di Wang

Transfer reinforcement learning aims to improve the sample efficiency of solving unseen new tasks by leveraging experiences obtained from previous tasks. We consider the setting where all tasks (MDPs) share the same environment dynamic…

Machine Learning · Computer Science 2021-01-08 Kaige Yang

Building on previous work using reinforcement learning (RL) focused on identification of exfiltration paths, this work expands the methodology to include protocol and payload considerations. The former approach to exfiltration path…

Cryptography and Security · Computer Science 2023-10-06 Riddam Rishu , Akshay Kakkar , Cheng Wang , Abdul Rahman , Christopher Redino , Dhruv Nandakumar , Tyler Cody , Ryan Clark , Daniel Radke , Edward Bowen

Intrinsic motivation and reward shaping guide reinforcement learning (RL) agents by adding pseudo-rewards, which can lead to useful emergent behaviors. However, they can also encourage counterproductive exploits, e.g., fixation with noisy…

Machine Learning · Computer Science 2025-03-25 Aly Lidayan , Michael Dennis , Stuart Russell

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

Recommendation systems (RS) aim to provide personalized content, but they face a challenge in unbiased learning due to selection bias, where users only interact with items they prefer. This bias leads to a distorted representation of user…

Machine Learning · Computer Science 2025-06-10 Shuqiang Zhang , Yuchao Zhang , Jinkun Chen , Haochen Sui

Reward shaping allows reinforcement learning (RL) agents to accelerate learning by receiving additional reward signals. However, these signals can be difficult to design manually, especially for complex RL tasks. We propose a simple and…

Artificial Intelligence · Computer Science 2018-06-11 Niels Justesen , Sebastian Risi

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…

Artificial Intelligence · Computer Science 2019-03-19 Yuu Jinnai , Jee Won Park , David Abel , George Konidaris

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

This paper presents an interpretable reward design framework for reinforcement learning based constrained optimal control problems with state and terminal constraints. The problem is formalized within a standard partially observable Markov…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Jingjie Ni , Fangfei Li , Xin Jin , Xianlun Peng , Yang Tang

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

Real-world decision-making systems operate in environments where state transitions depend not only on the agent's actions, but also on \textbf{exogenous factors outside its control}--competing agents, environmental disturbances, or…

Machine Learning · Computer Science 2026-04-20 Sourav Ganguly , Kartik Pandit , Arnob Ghosh

We consider an extension to the restless multi-armed bandit (RMAB) problem with unknown arm dynamics, where an unknown exogenous global Markov process governs the rewards distribution of each arm. Under each global state, the rewards…

Machine Learning · Computer Science 2022-10-11 Tomer Gafni , Michal Yemini , Kobi Cohen

Maximum entropy reinforcement learning integrates exploration into policy learning by providing additional intrinsic rewards proportional to the entropy of some distribution. In this paper, we propose a novel approach in which the intrinsic…

Machine Learning · Computer Science 2025-09-30 Adrien Bolland , Gaspard Lambrechts , Damien Ernst

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui
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