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Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Non-stationary domains, that change in unpredicted ways, are a challenge for agents searching for optimal policies in sequential decision-making problems. This paper presents a combination of Markov Decision Processes (MDP) with Answer Set…

Artificial Intelligence · Computer Science 2017-06-06 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

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

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

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

Machine Learning · Computer Science 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

In this paper, we study the problem of transferring the available Markov Decision Process (MDP) models to learn and plan efficiently in an unknown but similar MDP. We refer to it as \textit{Model Transfer Reinforcement Learning (MTRL)}…

Machine Learning · Computer Science 2023-02-21 Hannes Eriksson , Debabrota Basu , Tommy Tram , Mina Alibeigi , Christos Dimitrakakis

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

Machine Learning · Computer Science 2022-10-25 Mengdi Xu , Peide Huang , Yaru Niu , Visak Kumar , Jielin Qiu , Chao Fang , Kuan-Hui Lee , Xuewei Qi , Henry Lam , Bo Li , Ding Zhao

Robust reinforcement learning (RL) aims to find a policy that optimizes the worst-case performance in the face of uncertainties. In this paper, we focus on action robust RL with the probabilistic policy execution uncertainty, in which,…

Machine Learning · Computer Science 2023-07-21 Guanlin Liu , Zhihan Zhou , Han Liu , Lifeng Lai

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

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We consider a Markov decision process with deterministic state transition dynamics, adversarially generated rewards that change arbitrarily from round to round, and a bandit feedback model in which the decision maker only observes the…

Computer Science and Game Theory · Computer Science 2012-10-19 Raman Arora , Ofer Dekel , Ambuj Tewari

This paper studies generalized inverse reinforcement learning (GIRL) in Markov decision processes (MDPs), that is, the problem of learning the basic components of an MDP given observed behavior (policy) that might not be optimal. These…

Machine Learning · Computer Science 2024-02-13 Chaosheng Dong , Yijia Wang

Deep learning in combination with improved training techniques and high computational power has led to recent advances in the field of reinforcement learning (RL) and to successful robotic RL applications such as in-hand manipulation.…

Robotics · Computer Science 2021-03-18 Melvin Laux , Oleg Arenz , Jan Peters , Joni Pajarinen

Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static…

Machine Learning · Computer Science 2023-04-28 Yuan Zhang , Joschka Boedecker , Chuxuan Li , Guyue Zhou

This paper investigates the motion planning of autonomous dynamical systems modeled by Markov decision processes (MDP) with unknown transition probabilities over continuous state and action spaces. Linear temporal logic (LTL) is used to…

Machine Learning · Computer Science 2022-01-25 Mingyu Cai , Mohammadhosein Hasanbeig , Shaoping Xiao , Alessandro Abate , Zhen Kan

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

In standard Reinforcement Learning (RL) settings, the interaction between the agent and the environment is typically modeled as a Markov Decision Process (MDP), which assumes that the agent observes the system state instantaneously, selects…

Machine Learning · Computer Science 2025-06-18 John Wikman , Alexandre Proutiere , David Broman