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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…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

Planning provides a framework for optimizing sequential decisions in complex environments. Recent advances in efficient planning in deterministic or stochastic high-dimensional domains with continuous action spaces leverage backpropagation…

Machine Learning · Computer Science 2021-06-15 Noah Patton , Jihwan Jeong , Michael Gimelfarb , Scott Sanner

Despite high reliability, modern power systems with growing renewable penetration face an increasing risk of cascading outages. Real-time cascade mitigation requires fast, complex operational decisions under uncertainty. In this work, we…

Physics and Society · Physics 2025-06-11 Kai Zhou , Youbiao He , Chong Zhong , Yifu Wu

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

The allocation of scarce spectral resources to support as many user applications as possible while maintaining reasonable quality of service is a fundamental problem in wireless communication. We argue that the problem is best formulated in…

Networking and Internet Architecture · Computer Science 2007-05-23 Zygmunt Haas , Joseph Y. Halpern , Li Li , Stephen B. Wicker

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

In robot planning, tasks can often be achieved through multiple options, each consisting of several actions. This work specifically addresses deadline constraints in task and motion planning, aiming to find a plan that can be executed…

Robotics · Computer Science 2024-10-10 Yoonchang Sung , Shahaf S. Shperberg , Qi Wang , Peter Stone

The re-energization of electrical distribution systems in a post-disaster scenario is of grave importance as most modern infrastructure systems rely heavily on the presence of electricity. This paper introduces a method to coordinate the…

Systems and Control · Electrical Eng. & Systems 2024-04-08 İlker Işık , Ebru Aydin Gol

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

In the aftermath of an extreme natural hazard, community residents must have access to functioning food retailers to maintain food security. Food security is dependent on supporting critical infrastructure systems, including electricity,…

Computational Engineering, Finance, and Science · Computer Science 2018-05-16 Saeed Nozhati , Yugandhar Sarkale , Bruce R. Ellingwood , Edwin K. P. Chong , Hussam Mahmoud

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

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Artificial Intelligence · Computer Science 2011-06-10 C. Guestrin , D. Koller , R. Parr , S. Venkataraman

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

The complex interconnections between heterogeneous critical infrastructure sectors make the system of systems (SoS) vulnerable to natural or human-made disasters and lead to cascading failures both within and across sectors. Hence, the…

Systems and Control · Computer Science 2018-09-10 Linan Huang , Juntao Chen , Quanyan Zhu

From an optimization point of view, resource allocation is one of the cornerstones of research for addressing limiting factors commonly arising in applications such as power outages and traffic jams. In this paper, we take a data-driven…

Signal Processing · Electrical Eng. & Systems 2020-07-14 Siavash Alemzadeh , Hesam Talebiyan , Shahriar Talebi , Leonardo Duenas-Osorio , Mehran Mesbahi

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

This paper targets at the problem of radio resource management for expected long-term delay-power tradeoff in vehicular communications. At each decision epoch, the road side unit observes the global network state, allocates channels and…

Signal Processing · Electrical Eng. & Systems 2019-06-04 Xianfu Chen , Celimuge Wu , Honggang Zhang , Yan Zhang , Mehdi Bennis , Heli Vuojala

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Machine Learning · Computer Science 2014-01-16 Balázs Csanád Csáji , László Monostori