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Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…

Machine Learning · Computer Science 2023-11-02 Han Shao , Lee Cohen , Avrim Blum , Yishay Mansour , Aadirupa Saha , Matthew R. Walter

We study the problem of learning safe control policies that are also effective; i.e., maximizing the probability of satisfying a linear temporal logic (LTL) specification of a task, and the discounted reward capturing the (classic) control…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Miroslav Pajic

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

We present a method to find an optimal policy with respect to a reward function for a discounted Markov decision process under general linear temporal logic (LTL) specifications. Previous work has either focused on maximizing a cumulative…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

Conventional reinforcement learning (RL) methods can successfully solve a wide range of sequential decision problems. However, learning policies that can generalize predictably across multiple tasks in a setting with non-Markovian reward…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , David Kuric , Anders Jonsson , Vicenç Gómez , Herke van Hoof

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

In Reinforcement Learning (RL), the goal of agents is to discover an optimal policy that maximizes the expected cumulative rewards. This objective may also be viewed as finding a policy that optimizes a linear function of its state-action…

Machine Learning · Computer Science 2023-08-30 Navdeep Kumar , Kaixin Wang , Kfir Levy , Shie Mannor

The standard RL world model is that of a Markov Decision Process (MDP). A basic premise of MDPs is that the rewards depend on the last state and action only. Yet, many real-world rewards are non-Markovian. For example, a reward for bringing…

Artificial Intelligence · Computer Science 2019-12-06 Maor Gaon , Ronen I. Brafman

In Reinforcement Learning (abbreviated as RL), an agent interacts with the environment via a set of possible actions, and a reward is generated from some unknown distribution. The task here is to find an optimal set of actions such that the…

Machine Learning · Computer Science 2025-07-21 Aditi Anand , Suman Banerjee , Dildar Ali

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…

Machine Learning · Computer Science 2020-06-08 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Machine Learning · Computer Science 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown…

Machine Learning · Computer Science 2022-12-08 Matthias Schultheis , Constantin A. Rothkopf , Heinz Koeppl

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

Machine Learning · Computer Science 2019-05-17 Wang Chi Cheung