English
Related papers

Related papers: Loop Estimator for Discounted Values in Markov Rew…

200 papers

Linear temporal logic (LTL) is a powerful language for task specification in reinforcement learning, as it allows describing objectives beyond the expressivity of conventional discounted return formulations. Nonetheless, recent works have…

Machine Learning · Computer Science 2025-06-11 Marco Bagatella , Andreas Krause , Georg Martius

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks. In many of these cases,…

Machine Learning · Statistics 2020-09-17 Ashwin Pananjady , Martin J. Wainwright

In this paper, we provide a new algorithm for the problem of prediction in Reinforcement Learning, \emph{i.e.}, estimating the Value Function of a Markov Reward Process (MRP) using the linear function approximation architecture, with memory…

Systems and Control · Computer Science 2016-09-30 Ajin George Joseph , Shalabh Bhatnagar

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

Constructing an accurate system model for formal model verification can be both resource demanding and time-consuming. To alleviate this shortcoming, algorithms have been proposed for automatically learning system models based on observed…

Machine Learning · Computer Science 2012-12-18 Hua Mao , Yingke Chen , Manfred Jaeger , Thomas D. Nielsen , Kim G. Larsen , Brian Nielsen

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

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

Machine Learning · Computer Science 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

Reinforcement Learning (RL) agents often struggle with inefficient exploration, particularly in environments with sparse rewards. Traditional exploration strategies can lead to slow learning and suboptimal performance because agents fail to…

Machine Learning · Computer Science 2026-03-31 Gaurav Chaudhary , Laxmidhar Behera , Washim Uddin Mondal

Reward shaping is critical in reinforcement learning (RL), particularly for complex tasks where sparse rewards can hinder learning. However, choosing effective shaping rewards from a set of reward functions in a computationally efficient…

Machine Learning · Computer Science 2025-02-26 Chen Bo Calvin Zhang , Zhang-Wei Hong , Aldo Pacchiano , Pulkit Agrawal

In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…

Machine Learning · Computer Science 2018-04-05 Jayakumar Subramanian , Aditya Mahajan

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

We study the sample complexity of the plug-in approach for learning $\varepsilon$-optimal policies in average-reward Markov decision processes (MDPs) with a generative model. The plug-in approach constructs a model estimate then computes an…

Machine Learning · Computer Science 2025-02-12 Matthew Zurek , Yudong Chen

The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient…

Machine Learning · Computer Science 2023-04-17 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…

Optimization and Control · Mathematics 2019-06-04 Mengdi Wang