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Related papers: Learning Non-Markovian Reward Models in MDPs

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Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

This paper studies the expected value of multiplicative rewards, where rewards obtained in each step are multiplied (instead of the usual addition), in Markov chains (MCs) and Markov decision processes (MDPs). One of the key differences to…

Logic in Computer Science · Computer Science 2025-06-24 Christel Baier , Krishnendu Chatterjee , Tobias Meggendorfer , Jakob Piribauer

This paper considers a multi-agent Markov Decision Process (MDP), where there are $n$ agents and each agent $i$ is associated with a state $s_i$ and action $a_i$ taking values from a finite set. Though the global state space size and action…

Optimization and Control · Mathematics 2019-09-17 Guannan Qu , Na Li

We study the relation between different Markov Decision Process (MDP) frameworks in the machine learning and econometrics literatures, including the standard MDP, the entropy and general regularized MDP, and stochastic MDP, where the latter…

Optimization and Control · Mathematics 2020-08-19 Tien Mai , Patrick Jaillet

An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…

Machine Learning · Computer Science 2021-06-29 Mónika Farsang , Luca Szegletes

We consider a dynamic Bayesian persuasion setting where a single long-lived sender persuades a stream of ``short-lived'' agents (receivers) by sharing information about a payoff-relevant state. The state transitions are Markovian and the…

Computer Science and Game Theory · Computer Science 2023-07-17 Krishnamurthy Iyer , Haifeng Xu , You Zu

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

This work studies a multi-agent Markov decision process (MDP) that can undergo agent dropout and the computation of policies for the post-dropout system based on control and sampling of the pre-dropout system. The central planner's…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Carmel Fiscko , Soummya Kar , Bruno Sinopoli

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2014-07-29 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

Markov decision processes (MDPs) are widely used for modeling decision-making problems in robotics, automated control, and economics. Traditional MDPs assume that the decision maker (DM) knows all states and actions. However, this may not…

Artificial Intelligence · Computer Science 2010-06-14 Joseph Y. Halpern , Nan Rong , Ashutosh Saxena

In model-based reinforcement learning it is typical to decouple the problems of learning the dynamics model and learning the reward function. However, when the dynamics model is flawed, it may generate erroneous states that would never…

Machine Learning · Computer Science 2018-06-12 Erik Talvitie

Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…

Machine Learning · Computer Science 2021-05-10 Baiming Chen , Mengdi Xu , Liang Li , Ding Zhao

Factored decentralized Markov decision process (Dec-MDP) is a framework for modeling sequential decision making problems in multi-agent systems. In this paper, we formalize the learning of numerical methods for hyperbolic partial…

Machine Learning · Computer Science 2022-10-17 Yiwei Fu , Dheeraj S. K. Kapilavai , Elliot Way

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

Machine Learning · Computer Science 2013-03-22 Qifeng Qiao , Peter A. Beling

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

We consider non-standard Markov Decision Processes (MDPs) where the target function is not only a simple expectation of the accumulated reward. Instead, we consider rather general functionals of the joint distribution of terminal state and…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Tamara Göll , Anna Jaśkiewicz

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

Learning and optimal control under robust Markov decision processes (MDPs) have received increasing attention, yet most existing theory, algorithms, and applications focus on finite-horizon or discounted models. Long-run average-reward…

Optimization and Control · Mathematics 2025-12-12 Shengbo Wang , Nian Si

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu