Related papers: Variance-Based Risk Estimations in Markov Processe…
Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…
This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…
In this paper, we investigate the concentration properties of cumulative reward in Markov Decision Processes (MDPs), focusing on both asymptotic and non-asymptotic settings. We introduce a unified approach to characterize reward…
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…
Despite the tremendous success of Reinforcement Learning (RL) algorithms in simulation environments, applying RL to real-world applications still faces many challenges. A major concern is safety, in another word, constraint satisfaction.…
Reinforcement learning with verifiable reward has recently emerged as a central paradigm for post-training large language models (LLMs); however, prevailing mean-based methods, such as Group Relative Policy Optimization (GRPO), suffer from…
State variables are easily the most subtle dimension of sequential decision problems. This is especially true in the context of active learning problems (bandit problems") where decisions affect what we observe and learn. We describe our…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…
State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…
In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…
A promising technique for exploration is to maximize the entropy of visited state distribution, i.e., state entropy, by encouraging uniform coverage of visited state space. While it has been effective for an unsupervised setup, it tends to…
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…
This study investigates the mean-variance (MV) trade-off in reinforcement learning (RL), an instance of the sequential decision-making under uncertainty. Our objective is to obtain MV-efficient policies whose means and variances are located…
Estimating the expectations of functionals applied to sums of random variables (RVs) is a well-known problem encountered in many challenging applications. Generally, closed-form expressions of these quantities are out of reach. A naive…
We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human…
The balance of exploration and exploitation plays a crucial role in accelerating reinforcement learning (RL). To deploy an RL agent in human society, its explainability is also essential. However, basic RL approaches have difficulties in…
A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…
In many practical uses of reinforcement learning (RL) the set of actions available at a given state is a random variable, with realizations governed by an exogenous stochastic process. Somewhat surprisingly, the foundations for such…
In this work we investigate an importance sampling approach for evaluating policies for a structurally time-varying factored Markov decision process (MDP), i.e. the policy's value is estimated with a high-probability confidence interval. In…