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General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

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

Reinforcement learning (RL) has demonstrated impressive performance in decision-making tasks like embodied control, autonomous driving and financial trading. In many decision-making tasks, the agents often encounter the problem of executing…

Machine Learning · Computer Science 2024-07-23 Jing-Cheng Pang , Tian Xu , Shengyi Jiang , Yu-Ren Liu , Yang Yu

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

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…

Machine Learning · Computer Science 2019-07-19 Boris Belousov , Jan Peters

We develop a Reinforcement Learning (RL) framework for improving an existing behavior policy via sparse, user-interpretable changes. Our goal is to make minimal changes while gaining as much benefit as possible. We define a minimal change…

Machine Learning · Computer Science 2022-07-14 Jiayu Yao , Sonali Parbhoo , Weiwei Pan , Finale Doshi-Velez

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

Machine Learning · Computer Science 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu

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

Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…

Artificial Intelligence · Computer Science 2022-06-02 Edoardo Bacci , David Parker

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world…

Artificial Intelligence · Computer Science 2025-05-15 Montaser Mohammedalamen , Michael Bowling

Reinforcement learning (RL) agents have traditionally been tasked with maximizing the value function of a Markov decision process (MDP), either in continuous settings, with fixed discount factor $\gamma < 1$, or in episodic settings, with…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

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

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Machine Learning · Computer Science 2023-04-25 Christel Baier , Clemens Dubslaff , Patrick Wienhöft , Stefan J. Kiebel

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg