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In-Context Reinforcement Learning (ICRL) is a frontier paradigm to solve Reinforcement Learning (RL) problems in the foundation model era. While ICRL capabilities have been demonstrated in transformers through task-specific training, the…

Machine Learning · Computer Science 2025-06-10 Fanzeng Xia , Hao Liu , Yisong Yue , Tongxin Li

In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

Machine Learning · Computer Science 2024-11-12 Alireza Masoumian , James R. Wright

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

Reinforcementlearning(RL)folkloresuggeststhathistory-basedfunctionapproximationmethods,suchas recurrent neural nets or history-based state abstraction, perform better than their memory-less counterparts, due to the fact that function…

Machine Learning · Computer Science 2022-11-08 Gandharv Patil , Aditya Mahajan , Doina Precup

We consider the task of Inverse Reinforcement Learning in Contextual Markov Decision Processes (MDPs). In this setting, contexts, which define the reward and transition kernel, are sampled from a distribution. In addition, although the…

Machine Learning · Computer Science 2021-01-01 Stav Belogolovsky , Philip Korsunsky , Shie Mannor , Chen Tessler , Tom Zahavy

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

Despite rapid progress in AI agents for enterprise automation and decision-making, their real-world deployment and further performance gains remain constrained by limited data quality and quantity, complex real-world reasoning demands,…

Artificial Intelligence · Computer Science 2026-03-24 Xi Yang , Aurelie Lozano , Naoki Abe , Bhavya , Saurabh Jha , Noah Zheutlin , Rohan R. Arora , Yu Deng , Daby M. Sow

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

The standard assumption in reinforcement learning (RL) is that agents observe feedback for their actions immediately. However, in practice feedback is often observed in delay. This paper studies online learning in episodic Markov decision…

Machine Learning · Computer Science 2023-01-24 Tiancheng Jin , Tal Lancewicki , Haipeng Luo , Yishay Mansour , Aviv Rosenberg

Goal-Conditioned Reinforcement Learning (GCRL) provides a versatile framework for developing unified controllers capable of handling wide ranges of tasks, exploring environments, and adapting behaviors. However, its reliance on…

Machine Learning · Computer Science 2025-02-20 Charly Pecqueux-Guézénec , Stéphane Doncieux , Nicolas Perrin-Gilbert

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

Machine Learning · Computer Science 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent…

Machine Learning · Computer Science 2022-10-18 Zihan Zhang , Yuhang Jiang , Yuan Zhou , Xiangyang Ji

This paper addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…

Robotics · Computer Science 2022-07-13 Yiannis Kantaros

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

Machine Learning · Computer Science 2023-01-18 Xian Yu , Siqian Shen

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…

Machine Learning · Computer Science 2021-02-11 Botao Hao , Tor Lattimore , Csaba Szepesvári , Mengdi Wang