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Related papers: Learning Non-Markovian Reward Models in MDPs

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We consider the expressivity of Markov rewards in sequential decision making under uncertainty. We view reward functions in Markov Decision Processes (MDPs) as a means to characterize desired behaviors of agents. Assuming desired behaviors…

Artificial Intelligence · Computer Science 2023-07-25 Shuwa Miura

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Machine Learning · Computer Science 2026-05-12 Avik Kar , Siddharth Chandak , Rahul Singh , Soumitra Sinhahajari , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

Many Reinforcement Learning algorithms assume a Markov reward function to guarantee optimality. However, not all reward functions are Markov. This paper proposes a framework for mapping non-Markov reward functions into equivalent Markov…

Machine Learning · Computer Science 2024-08-19 Gregory Hyde , Eugene Santos

Regular decision processes (RDPs) are a subclass of non-Markovian decision processes where the transition and reward functions are guarded by some regular property of the past (a lookback). While RDPs enable intuitive and succinct…

Logic in Computer Science · Computer Science 2023-12-15 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

This paper presents an efficient procedure for multi-objective model checking of long-run average reward (aka: mean pay-off) and total reward objectives as well as their combination. We consider this for Markov automata, a compositional…

Logic in Computer Science · Computer Science 2021-01-08 Tim Quatmann , Joost-Pieter Katoen

Inverse Reinforcement Learning (IRL) describes the problem of learning an unknown reward function of a Markov Decision Process (MDP) from observed behavior of an agent. Since the agent's behavior originates in its policy and MDP policies…

Artificial Intelligence · Computer Science 2016-04-14 Michael Herman , Tobias Gindele , Jörg Wagner , Felix Schmitt , Wolfram Burgard

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

Machine Learning · Computer Science 2023-12-14 Esther Derman , Gal Dalal , Shie Mannor

We study reward-free and reward-agnostic exploration in episodic finite-horizon Markov decision processes (MDPs), where an agent explores an unknown environment without observing external rewards. Reward-free exploration aims to enable…

Machine Learning · Computer Science 2026-05-18 Oran Ridel , Alon Cohen

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

Machine Learning · Computer Science 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

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

Partially Observable Markov Decision Processes (POMDPs) are fundamental to many real-world applications. Although reinforcement learning (RL) has shown success in fully observable domains, learning policies from traces in partially…

Machine Learning · Computer Science 2025-08-05 Yuly Wu , Jiamou Liu , Libo Zhang

We generalise the problem of reward modelling (RM) for reinforcement learning (RL) to handle non-Markovian rewards. Existing work assumes that human evaluators observe each step in a trajectory independently when providing feedback on agent…

Machine Learning · Computer Science 2022-10-11 Joseph Early , Tom Bewley , Christine Evers , Sarvapali Ramchurn

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

The success of reinforcement learning in typical settings is predicated on Markovian assumptions on the reward signal by which an agent learns optimal policies. In recent years, the use of reward machines has relaxed this assumption by…

Machine Learning · Computer Science 2022-03-29 Taylor Dohmen , Noah Topper , George Atia , Andre Beckus , Ashutosh Trivedi , Alvaro Velasquez

In this paper, we investigate the concentration properties of cumulative reward in Markov Decision Processes (MDPs), focusing on both asymptotic and non-asymptotic settings. We introduce a unified approach to characterize reward…

Machine Learning · Computer Science 2025-12-04 Borna Sayedana , Peter E. Caines , Aditya Mahajan