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Delays are inherent to most dynamical systems. Besides shifting the process in time, they can significantly affect their performance. For this reason, it is usually valuable to study the delay and account for it. Because they are dynamical…

Machine Learning · Computer Science 2023-09-21 Pierre Liotet

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

In reinforcement learning (RL), an agent learns to perform a task by interacting with an environment and receiving feedback (a numerical reward) for its actions. However, the assumption that rewards are always observable is often not…

Machine Learning · Computer Science 2024-02-15 Simone Parisi , Montaser Mohammedalamen , Alireza Kazemipour , Matthew E. Taylor , Michael Bowling

Reinforcement learning (RL) agents are commonly trained and evaluated in the same environment. In contrast, humans often train in a specialized environment before being evaluated, such as studying a book before taking an exam. The potential…

Machine Learning · Computer Science 2024-06-19 Jarek Liesen , Chris Lu , Andrei Lupu , Jakob N. Foerster , Henning Sprekeler , Robert T. Lange

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Decision-making for engineering systems can be efficiently formulated as a Markov Decision Process (MDP) or a Partially Observable MDP (POMDP). Typical MDP and POMDP solution procedures utilize offline knowledge about the environment and…

Systems and Control · Computer Science 2018-11-07 C. P. Andriotis , K. G. Papakonstantinou

Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…

Machine Learning · Computer Science 2024-10-24 Dongwen Luo

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

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

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

Due to limited resources and public safety concerns, deep reinforcement learning (RL) agents for many cyber-physical systems (e.g., autonomous vehicles) are first trained in simulators. However, when deployed in real world environments,…

Machine Learning · Computer Science 2026-05-28 Gengyue Han , Yiheng Feng

Reinforcement learning usually assumes a given or sometimes even fixed environment in which an agent seeks an optimal policy to maximize its long-term discounted reward. In contrast, we consider agents that are not limited to passive…

Machine Learning · Computer Science 2025-10-20 Ziqing Lu , Babak Hassibi , Lifeng Lai , Weiyu Xu

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

In several reinforcement learning (RL) scenarios, mainly in security settings, there may be adversaries trying to interfere with the reward generating process. In this paper, we introduce Threatened Markov Decision Processes (TMDPs), which…

Machine Learning · Computer Science 2019-10-28 Victor Gallego , Roi Naveiro , David Rios Insua

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

We propose an actor-critic, model-free, and online Reinforcement Learning (RL) framework for continuous-state continuous-action Markov Decision Processes (MDPs) when the reward is highly sparse but encompasses a high-level temporal…

Machine Learning · Computer Science 2019-11-26 Lim Zun Yuan , Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Reinforcement learning in complex environments may require supervision to prevent the agent from attempting dangerous actions. As a result of supervisor intervention, the executed action may differ from the action specified by the policy.…

Artificial Intelligence · Computer Science 2021-07-01 Eric D. Langlois , Tom Everitt

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

Machine Learning · Statistics 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

Machine Learning · Computer Science 2023-10-04 Alessandro Abate , Yousif Almulla , James Fox , David Hyland , Michael Wooldridge