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Maximum entropy reinforcement learning (MaxEnt RL) has become a standard framework for sequential decision making, yet its standard Gaussian policy parameterization is inherently unimodal, limiting its ability to model complex multimodal…

Machine Learning · Computer Science 2026-04-13 Xubin Zhou , Yipeng Yang , Zhan Li

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

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

State of the art methods for target tracking with sensor management (or controlled sensing) are model-based and are obtained through solutions to Partially Observable Markov Decision Process (POMDP) formulations. In this paper a…

Signal Processing · Electrical Eng. & Systems 2024-07-22 Adarsh M. Subramaniam , Argyrios Gerogiannis , James Z. Hare , Venugopal V. Veeravalli

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

We present the first model-free Reinforcement Learning (RL) algorithm to synthesise policies for an unknown Markov Decision Process (MDP), such that a linear time property is satisfied. The given temporal property is converted into a Limit…

Machine Learning · Computer Science 2019-02-19 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

Strategic mining attacks, such as selfish mining, exploit blockchain consensus protocols by deviating from honest behavior to maximize rewards. Markov Decision Process (MDP) analysis faces scalability challenges in modern digital economics,…

Machine Learning · Computer Science 2025-02-26 Jichen Li , Lijia Xie , Hanting Huang , Bo Zhou , Binfeng Song , Wanying Zeng , Xiaotie Deng , Xiao Zhang

We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…

Machine Learning · Computer Science 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

We propose a provably correct Monte Carlo tree search (MCTS) algorithm for solving risk-aware Markov decision processes (MDPs) with entropic risk measure (ERM) objectives. We provide a non-asymptotic analysis of our proposed algorithm,…

Machine Learning · Computer Science 2026-02-06 Pedro P. Santos , Jacopo Silvestrin , Alberto Sardinha , Francisco S. Melo

In recent years, learning for neural networks can be viewed as optimization in the space of probability measures. To obtain the exponential convergence to the optimizer, the regularizing term based on Shannon entropy plays an important…

Machine Learning · Statistics 2024-11-07 Keito Akiyama

Tensor network (TN) techniques - often used in the context of quantum many-body physics - have shown promise as a tool for tackling machine learning (ML) problems. The application of TNs to ML, however, has mostly focused on supervised and…

Statistical Mechanics · Physics 2020-02-14 Edward Gillman , Dominic C. Rose , Juan P. Garrahan

Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…

Logic in Computer Science · Computer Science 2019-09-13 Mohammadhosein Hasanbeig , Yiannis Kantaros , Alessandro Abate , Daniel Kroening , George J. Pappas , Insup Lee

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Maximum entropy principles in nonextensive statistical physics are revisited as an application of the Tsallis relative entropy defined for non-negative matrices in the framework of matrix analysis. In addtition, some matrix trace…

Statistical Mechanics · Physics 2010-01-12 Shigeru Furuichi

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

Long-term training of large language models (LLMs) requires maintaining stable exploration to prevent the model from collapsing into sub-optimal behaviors. Entropy is crucial in this context, as it controls exploration and helps avoid…

Machine Learning · Computer Science 2026-02-03 Kai Yang , Xin Xu , Yangkun Chen , Weijie Liu , Jiafei Lyu , Zichuan Lin , Deheng Ye , Saiyong Yang

This paper presents a general framework for exploiting the representational capacity of neural networks to approximate complex, nonlinear reward functions in the context of solving the inverse reinforcement learning (IRL) problem. We show…

Machine Learning · Computer Science 2016-03-14 Markus Wulfmeier , Peter Ondruska , Ingmar Posner

We consider the problem of learning from demonstrated trajectories with inverse reinforcement learning (IRL). Motivated by a limitation of the classical maximum entropy model in capturing the structure of the network of states, we propose…

Machine Learning · Computer Science 2020-08-19 Tien Mai , Kennard Chan , Patrick Jaillet