Related papers: Provably Efficient Maximum Entropy Exploration
Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…
Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the most widely used and interpretable metrics such as threshold…
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…
Designing efficient learning algorithms with complexity guarantees for Markov decision processes (MDPs) with large or continuous state and action spaces remains a fundamental challenge. We address this challenge for entropy-regularized MDPs…
We study the evaluation of a policy under best- and worst-case perturbations to a Markov decision process (MDP), using transition observations from the original MDP, whether they are generated under the same or a different policy. This is…
Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…
We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…
Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…
Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…
As we deploy autonomous agents in safety-critical domains, it becomes important to develop an understanding of their internal mechanisms and representations. We outline an approach to imitation learning for reverse-engineering black box…
We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as…
We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…
We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…
Partially observable Markov decision processes (POMDPs) are a natural model for planning problems where effects of actions are nondeterministic and the state of the world is not completely observable. It is difficult to solve POMDPs…
This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…
An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…
Models of many real-life applications, such as queuing models of communication networks or computing systems, have a countably infinite state-space. Algorithmic and learning procedures that have been developed to produce optimal policies…
Markov Decision Processes (MDPs) are the most common model for decision making under uncertainty in the Machine Learning community. An MDP captures non-determinism, probabilistic uncertainty, and an explicit model of action. A Reinforcement…
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…