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Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

In planning problems, it is often challenging to fully model the desired specifications. In particular, in human-robot interaction, such difficulty may arise due to human's preferences that are either private or complex to model.…

Robotics · Computer Science 2021-01-01 Mahsa Ghasemi , Evan Scope Crafts , Bo Zhao , Ufuk Topcu

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

Machine Learning · Computer Science 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

This paper addresses the online motion planning problem of mobile robots under complex high-level tasks. The robot motion is modeled as an uncertain Markov Decision Process (MDP) due to limited initial knowledge, while the task is specified…

Robotics · Computer Science 2023-02-13 Yuyang Zhang , Meng Guo

We study the problem of policy optimization (PO) with linear temporal logic (LTL) constraints. The language of LTL allows flexible description of tasks that may be unnatural to encode as a scalar cost function. We consider LTL-constrained…

Machine Learning · Computer Science 2022-10-21 Cameron Voloshin , Hoang M. Le , Swarat Chaudhuri , Yisong Yue

We study the problem of private online learning, specifically, online prediction from experts (OPE) and online convex optimization (OCO). We propose a new transformation that transforms lazy online learning algorithms into private…

Machine Learning · Computer Science 2025-02-25 Hilal Asi , Tomer Koren , Daogao Liu , Kunal Talwar

In this paper, we develop a Topological Approximate Dynamic Programming (TADP) method for planningin stochastic systems modeled as Markov Decision Processesto maximize the probability of satisfying high-level systemspecifications expressed…

Optimization and Control · Mathematics 2020-08-04 Lening Li , Jie Fu

Decision-theoretic planning with risk-sensitive planning objectives is important for building autonomous agents or decision-support systems for real-world applications. However, this line of research has been largely ignored in the…

Artificial Intelligence · Computer Science 2012-07-09 Yaxin Liu , Sven Koenig

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

Optimization and Control · Mathematics 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…

Optimization and Control · Mathematics 2025-09-09 Erwan Meunier , Julien M. Hendrickx

The main feature of large-scale multi-objective optimization problems (LSMOP) is to optimize multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient LSMOP algorithm should have the…

Neural and Evolutionary Computing · Computer Science 2021-08-10 Haokai Hong , Kai Ye , Min Jiang , Donglin Cao , Kay Chen Tan

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

In this work, we argue for the importance of an online evaluation budget for a reliable comparison of deep offline RL algorithms. First, we delineate that the online evaluation budget is problem-dependent, where some problems allow for less…

Machine Learning · Computer Science 2022-06-07 Vladislav Kurenkov , Sergey Kolesnikov

Qualitative opacity of a secret is a security property, which means that a system trajectory satisfying the secret is observation-equivalent to a trajectory violating the secret. In this paper, we study how to synthesize a control policy…

Formal Languages and Automata Theory · Computer Science 2024-12-04 Sumukha Udupa , Jie Fu

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

Online caching is among the most fundamental and well-studied problems in the area of online algorithms. Innovative algorithmic ideas and analysis -- including potential functions and primal-dual techniques -- give insight into this…

Data Structures and Algorithms · Computer Science 2023-05-05 Sharat Ibrahimpur , Manish Purohit , Zoya Svitkina , Erik Vee , Joshua R. Wang

Offline learning is a key part of making reinforcement learning (RL) useable in real systems. Offline RL looks at scenarios where there is data from a system's operation, but no direct access to the system when learning a policy. Recent…

Machine Learning · Computer Science 2021-03-18 Arthur Argenson , Gabriel Dulac-Arnold

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this work, we study preference-based planning in a stochastic system modeled as a Markov decision…

Formal Languages and Automata Theory · Computer Science 2022-03-28 Abhishek Ninad Kulkarni , Jie Fu