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Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas

In reinforcement learning, different reward functions can be equivalent in terms of the optimal policies they induce. A particularly well-known and important example is potential shaping, a class of functions that can be added to any reward…

Machine Learning · Computer Science 2022-12-06 Erik Jenner , Herke van Hoof , Adam Gleave

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

Motivated by the post-disaster distribution system restoration problem, in this paper, we study the problem of synthesizing the optimal policy for a Markov Decision Process (MDP) from a sequence of goal sets. For each goal set, our aim is…

Systems and Control · Electrical Eng. & Systems 2024-04-09 İlker Işık , Onur Yigit Arpali , Ebru Aydin Gol

This paper studies the optimization of Markov decision processes (MDPs) from a risk-seeking perspective, where the risk is measured by conditional value-at-risk (CVaR). The objective is to find a policy that maximizes the long-run CVaR of…

Optimization and Control · Mathematics 2023-12-05 Li Xia , Zhihui Yu , Peter W. Glynn

Despite the advances in probabilistic model checking, the scalability of the verification methods remains limited. In particular, the state space often becomes extremely large when instantiating parameterized Markov decision processes…

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

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

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…

Artificial Intelligence · Computer Science 2013-02-08 Thomas L. Dean , Robert Givan , Sonia Leach

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

This paper considers a multi-agent Markov Decision Process (MDP), where there are $n$ agents and each agent $i$ is associated with a state $s_i$ and action $a_i$ taking values from a finite set. Though the global state space size and action…

Optimization and Control · Mathematics 2019-09-17 Guannan Qu , Na Li

This paper examines a number of solution methods for decision processes with non-Markovian rewards (NMRDPs). They all exploit a temporal logic specification of the reward function to automatically translate the NMRDP into an equivalent…

Artificial Intelligence · Computer Science 2012-12-12 Charles Gretton , David Price , Sylvie Thiebaux

This paper studies the problem of data collection for policy evaluation in Markov decision processes (MDPs). In policy evaluation, we are given a target policy and asked to estimate the expected cumulative reward it will obtain in an…

Machine Learning · Computer Science 2022-06-22 Subhojyoti Mukherjee , Josiah P. Hanna , Robert Nowak

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

Controllable Markov chains describe the dynamics of sequential decision making tasks and are the central component in optimal control and reinforcement learning. In this work, we give the general form of an optimal policy for learning…

Machine Learning · Computer Science 2025-12-24 Peter N. Loxley

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…

Systems and Control · Computer Science 2017-09-01 Pranav Ashok , Krishnendu Chatterjee , Przemyslaw Daca , Jan Křetínský , Tobias Meggendorfer

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks. In many of these cases,…

Machine Learning · Statistics 2020-09-17 Ashwin Pananjady , Martin J. Wainwright
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