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We tackle the problem of acting in an unknown finite and discrete Markov Decision Process (MDP) for which the expected shortest path from any state to any other state is bounded by a finite number $D$. An MDP consists of $S$ states and $A$…

Machine Learning · Computer Science 2019-07-11 Aristide Tossou , Christos Dimitrakakis , Debabrota Basu

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Machine Learning · Computer Science 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

We consider reinforcement learning (RL) for a class of problems with bagged decision times. A bag contains a finite sequence of consecutive decision times. The transition dynamics are non-Markovian and non-stationary within a bag. All…

Machine Learning · Computer Science 2025-05-08 Daiqi Gao , Hsin-Yu Lai , Predrag Klasnja , Susan A. Murphy

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

Artificial Intelligence · Computer Science 2017-05-11 Yan Li , Zhaohan Sun

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. Total…

Artificial Intelligence · Computer Science 2021-07-13 Richard Mayr , Eric Munday

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

Optimal control in non-stationary Markov decision processes (MDP) is a challenging problem. The aim in such a control problem is to maximize the long-term discounted reward when the transition dynamics or the reward function can change over…

Applications · Statistics 2017-03-03 Taposh Banerjee , Miao Liu , Jonathan P. How

Multi-agent active perception is a task where a team of agents cooperatively gathers observations to compute a joint estimate of a hidden variable. The task is decentralized and the joint estimate can only be computed after the task ends by…

Artificial Intelligence · Computer Science 2020-10-24 Mikko Lauri , Frans A. Oliehoek

We consider a multi-agent episodic MDP setup where an agent (leader) takes action at each step of the episode followed by another agent (follower). The state evolution and rewards depend on the joint action pair of the leader and the…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

Machine Learning · Computer Science 2023-06-29 Zihan Zhang , Qiaomin Xie

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

Our goal is to extract useful knowledge from demonstrations of behavior in sequential decision-making problems. Although it is well-known that humans commonly engage in risk-sensitive behaviors in the presence of stochasticity, most Inverse…

Machine Learning · Computer Science 2025-05-21 Filippo Lazzati , Alberto Maria Metelli

In Markov Decision Processes (MDPs) with intermittent state information, decision-making becomes challenging due to periods of missing observations. Linear programming (LP) methods can play a crucial role in solving MDPs, in particular,…

Optimization and Control · Mathematics 2025-09-09 Konstantin Avrachenkov , Madhu Dhiman , Veeraruna Kavitha

A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision…

Machine Learning · Computer Science 2023-06-06 Seohong Park , Sergey Levine

We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…

Machine Learning · Computer Science 2023-02-27 Yassir Jedra , Junghyun Lee , Alexandre Proutière , Se-Young Yun

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

Recent advances in reinforcement learning (RL) have renewed interest in reward design for shaping agent behavior, but manually crafting reward functions is tedious and error-prone. A principled alternative is to specify behavioral…

Artificial Intelligence · Computer Science 2026-03-23 Milad Kazemi , Mateo Perez , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Alvaro Velasquez

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

Recently, we have struck the balance between the information freshness, in terms of age of information (AoI), experienced by users and energy consumed by sensors, by appropriately activating sensors to update their current status in caching…

Machine Learning · Computer Science 2021-04-15 Chao Xu , Yiping Xie , Xijun Wang , Howard H. Yang , Dusit Niyato , Tony Q. S. Quek

We study model-free reinforcement learning (RL) in non-stationary finite-horizon episodic Markov decision processes (MDPs) without prior knowledge of the non-stationarity. We focus on the piecewise stationary (PS) setting, where both…

Machine Learning · Computer Science 2026-05-13 Argyrios Gerogiannis , Yu-Han Huang , Venugopal V. Veeravalli