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We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…

Machine Learning · Computer Science 2025-03-06 Daniil Tiapkin , Evgenii Chzhen , Gilles Stoltz

In many robotic applications, some aspects of the system dynamics can be modeled accurately while others are difficult to obtain or model. We present a novel reinforcement learning (RL) method for continuous state and action spaces that…

Artificial Intelligence · Computer Science 2017-06-06 Tomoki Nishi , Prashant Doshi , Michael R. James , Danil Prokhorov

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…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

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 consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

Machine Learning · Computer Science 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

We study model-free reinforcement learning (RL) in non-stationary finite-horizon episodic Markov decision processes (MDPs) without prior knowledge of the non-stationarity. We focus on the piecewise stationary (PS) setting, where both…

Machine Learning · Computer Science 2026-05-13 Argyrios Gerogiannis , Yu-Han Huang , Venugopal V. Veeravalli

We revisit the reduction of learning in adversarial Markov decision processes [MDPs] to adversarial learning based on $Q$--values; this reduction has been considered in a number of recent articles as one building block to perform policy…

Machine Learning · Computer Science 2025-05-20 Matthieu Jonckheere , Chiara Mignacco , Gilles Stoltz

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode. This model captures environments that are stable except at a few…

Machine Learning · Computer Science 2026-02-11 Ofir Schlisselberg , Tal Lancewicki , Yishay Mansour

Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use…

Robotics · Computer Science 2024-04-03 Dong Wang , Giovanni Beltrame

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

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

Measuring states in reinforcement learning (RL) can be costly in real-world settings and may negatively influence future outcomes. We introduce the Actively Observable Markov Decision Process (AOMDP), where an agent not only selects control…

Machine Learning · Computer Science 2025-10-17 Daiqi Gao , Ziping Xu , Aseel Rawashdeh , Predrag Klasnja , Susan A. Murphy

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

Many sequential decision problems involve finding a policy that maximizes total reward while obeying safety constraints. Although much recent research has focused on the development of safe reinforcement learning (RL) algorithms that…

Machine Learning · Computer Science 2021-07-20 Nolan Wagener , Byron Boots , Ching-An Cheng

Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…

Machine Learning · Computer Science 2025-08-26 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou