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Related papers: Learning Non-Markovian Reward Models in MDPs

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Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

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

The specification of aMarkov decision process (MDP) can be difficult. Reward function specification is especially problematic; in practice, it is often cognitively complex and time-consuming for users to precisely specify rewards. This work…

Artificial Intelligence · Computer Science 2012-05-14 Kevin Regan , Craig Boutilier

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

Optimization and Control · Mathematics 2021-09-10 Médéric Motte , Huyên Pham

Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…

Machine Learning · Computer Science 2025-08-29 Juan Sebastian Rojas , Chi-Guhn Lee

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

A fundamental (and largely open) challenge in sequential decision-making is dealing with non-stationary environments, where exogenous environmental conditions change over time. Such problems are traditionally modeled as non-stationary…

Artificial Intelligence · Computer Science 2024-01-23 Baiting Luo , Yunuo Zhang , Abhishek Dubey , Ayan Mukhopadhyay

In the domain of algorithmic decision-making, non-Markovian dynamics manifest as a significant impediment, especially for paradigms such as Reinforcement Learning (RL), thereby exerting far-reaching consequences on the advancement and…

Artificial Intelligence · Computer Science 2025-07-01 Yongyi Wang , Wenxin Li

Traditionally, Reinforcement Learning (RL) aims at deciding how to act optimally for an artificial agent. We argue that deciding when to act is equally important. As humans, we drift from default, instinctive or memorized behaviors to…

Machine Learning · Computer Science 2022-03-17 Alexis Jacq , Johan Ferret , Olivier Pietquin , Matthieu Geist

In this work, we consider the problem of collaborative multi-user reinforcement learning. In this setting there are multiple users with the same state-action space and transition probabilities but with different rewards. Under the…

Machine Learning · Computer Science 2023-05-23 Naman Agarwal , Prateek Jain , Suhas Kowshik , Dheeraj Nagaraj , Praneeth Netrapalli

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

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

No real-world reward function is perfect. Sensory errors and software bugs may result in RL agents observing higher (or lower) rewards than they should. For example, a reinforcement learning agent may prefer states where a sensory error…

Artificial Intelligence · Computer Science 2017-08-22 Tom Everitt , Victoria Krakovna , Laurent Orseau , Marcus Hutter , Shane Legg

We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Mean…

Computational Complexity · Computer Science 2023-06-22 Richard Mayr , Eric Munday

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

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

Recent work has shown that deep reinforcement-learning agents can learn to follow language-like instructions from infrequent environment rewards. However, this places on environment designers the onus of designing language-conditional…

Artificial Intelligence · Computer Science 2019-12-24 Dzmitry Bahdanau , Felix Hill , Jan Leike , Edward Hughes , Arian Hosseini , Pushmeet Kohli , Edward Grefenstette

The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…

Artificial Intelligence · Computer Science 2025-10-16 Xiaocheng Li , Huaiyang Zhong , Margaret L. Brandeau