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Related papers: RUDDER: Return Decomposition for Delayed Rewards

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This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random…

Machine Learning · Computer Science 2024-02-06 Jianyi Yang , Pengfei Li , Tongxin Li , Adam Wierman , Shaolei Ren

In reinforcement learning, Return, which is the weighted accumulated future rewards, and Value, which is the expected return, serve as the objective that guides the learning of the policy. In classic RL, return is defined as the…

Machine Learning · Computer Science 2020-10-27 Yufei Wang , Qiwei Ye , Tie-Yan Liu

Exogenous state variables and rewards can slow reinforcement learning by injecting uncontrolled variation into the reward signal. This paper formalizes exogenous state variables and rewards and shows that if the reward function decomposes…

Machine Learning · Computer Science 2026-01-15 George Trimponias , Thomas G. Dietterich

This paper studies the expected value of multiplicative rewards, where rewards obtained in each step are multiplied (instead of the usual addition), in Markov chains (MCs) and Markov decision processes (MDPs). One of the key differences to…

Logic in Computer Science · Computer Science 2025-06-24 Christel Baier , Krishnendu Chatterjee , Tobias Meggendorfer , Jakob Piribauer

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Monte Carlo Tree Search (MCTS) methods have proven powerful in planning for sequential decision-making problems such as Go and video games, but their performance can be poor when the planning depth and sampling trajectories are limited or…

Artificial Intelligence · Computer Science 2016-04-26 Xiaoxiao Guo , Satinder Singh , Richard Lewis , Honglak Lee

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

Machine Learning · Computer Science 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…

Machine Learning · Computer Science 2025-08-29 Juan Sebastian Rojas , Chi-Guhn Lee

In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

Machine Learning · Computer Science 2024-01-08 Nirjhar Das , Arpan Chattopadhyay

In this work, we provide theoretical guarantees for reward decomposition in deterministic MDPs. Reward decomposition is a special case of Hierarchical Reinforcement Learning, that allows one to learn many policies in parallel and combine…

Machine Learning · Computer Science 2018-03-14 Tom Zahavy , Avinatan Hasidim , Haim Kaplan , Yishay Mansour

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

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…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

Machine Learning · Computer Science 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

No real-world reward function is perfect. Sensory errors and software bugs may result in RL agents observing higher (or lower) rewards than they should. For example, a reinforcement learning agent may prefer states where a sensory error…

Artificial Intelligence · Computer Science 2017-08-22 Tom Everitt , Victoria Krakovna , Laurent Orseau , Marcus Hutter , Shane Legg

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

Reinforcement Learning (RL) algorithms have led to recent successes in solving complex games, such as Atari or Starcraft, and to a huge impact in real-world applications, such as cybersecurity or autonomous driving. In the side of the…

Machine Learning · Computer Science 2021-02-15 Rubén Majadas , Javier García , Fernando Fernández

This paper proposes a learning algorithm to find a scheduling policy that achieves an optimal delay-power trade-off in communication systems. Reinforcement learning (RL) is used to minimize the expected latency for a given energy constraint…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Yu Zhao , Joohyun Lee , Wei Chen

We consider the problem of reward learning for temporally extended tasks. For reward learning, inverse reinforcement learning (IRL) is a widely used paradigm. Given a Markov decision process (MDP) and a set of demonstrations for a task, IRL…

Robotics · Computer Science 2021-07-14 Farzan Memarian , Zhe Xu , Bo Wu , Min Wen , Ufuk Topcu

Markov decision processes (MDPs) provide a standard framework for sequential decision making under uncertainty. However, MDPs do not take uncertainty in transition probabilities into account. Robust Markov decision processes (RMDPs) address…

Artificial Intelligence · Computer Science 2024-05-01 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Petr Novotný , Đorđe Žikelić