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Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

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

We study Exo-MDPs, a structured class of Markov Decision Processes (MDPs) where the state space is partitioned into exogenous and endogenous components. Exogenous states evolve stochastically, independent of the agent's actions, while…

Machine Learning · Statistics 2025-02-06 Jia Wan , Sean R. Sinclair , Devavrat Shah , Martin J. Wainwright

Exogenous state variables and rewards can slow reinforcement learning by injecting uncontrolled variation into the reward signal. This paper formalizes exogenous state variables and rewards and shows that if the reward function decomposes…

Machine Learning · Computer Science 2026-01-15 George Trimponias , Thomas G. Dietterich

Exogenous state variables and rewards can slow down reinforcement learning by injecting uncontrolled variation into the reward signal. We formalize exogenous state variables and rewards and identify conditions under which an MDP with…

Machine Learning · Computer Science 2018-06-06 Thomas G. Dietterich , George Trimponias , Zhitang Chen

General-purpose agents require fine-grained controls and rich sensory inputs to perform a wide range of tasks. However, this complexity often leads to intractable decision-making. Traditionally, agents are provided with task-specific action…

Machine Learning · Computer Science 2024-06-25 Rafael Rodriguez-Sanchez , George Konidaris

We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…

Machine Learning · Computer Science 2023-02-27 Yassir Jedra , Junghyun Lee , Alexandre Proutière , Se-Young Yun

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

Machine Learning · Computer Science 2026-04-16 Vansh Kapoor , Jayakrishnan Nair

A framework is proposed to generate a phenomenological model that extracts the essence of a dynamical system (DS) with large degrees of freedom using machine learning. For a given microscopic DS, the optimum transformation to a small number…

Statistical Mechanics · Physics 2023-12-20 Tomoaki Nogawa

We formalize a simple but natural subclass of service domains for relational planning problems with object-centered, independent exogenous events and additive rewards capturing, for example, problems in inventory control. Focusing on this…

Artificial Intelligence · Computer Science 2013-06-28 S. Joshi , R. Khardon , P. Tadepalli , A. Raghavan , A. Fern

Consider a multi-agent system in a dynamic and uncertain environment. Each agent's local decision problem is modeled as a Markov decision process (MDP) and agents must coordinate on a joint action in each period, which provides a reward to…

Computer Science and Game Theory · Computer Science 2012-07-02 Ruggiero Cavallo , David C. Parkes , Satinder Singh

We consider planning problems, that often arise in autonomous driving applications, in which an agent should decide on immediate actions so as to optimize a long term objective. For example, when a car tries to merge in a roundabout it…

Machine Learning · Computer Science 2016-02-05 Shai Shalev-Shwartz , Nir Ben-Zrihem , Aviad Cohen , Amnon Shashua

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

In many real-world problems, there is the possibility to configure, to a limited extent, some environmental parameters to improve the performance of a learning agent. In this paper, we propose a novel framework, Configurable Markov Decision…

Artificial Intelligence · Computer Science 2018-06-15 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

We consider a Reinforcement Learning setup where an agent interacts with an environment in observation-reward-action cycles without any (esp.\ MDP) assumptions on the environment. State aggregation and more generally feature reinforcement…

Artificial Intelligence · Computer Science 2014-07-15 Marcus Hutter

We study model-based learning of finite-window policies in tabular partially observable Markov decision processes (POMDPs). A common approach to learning under partial observability is to approximate unbounded history dependencies using…

Machine Learning · Computer Science 2026-04-02 Philip Jordan , Maryam Kamgarpour

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos
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