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Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…

Robotics · Computer Science 2024-10-18 Jean-Pierre Sleiman , Mayank Mittal , Marco Hutter

In Reinforcement Learning (RL), it is commonly assumed that an immediate reward signal is generated for each action taken by the agent, helping the agent maximize cumulative rewards to obtain the optimal policy. However, in many real-world…

Machine Learning · Computer Science 2024-10-29 Yuting Tang , Xin-Qiang Cai , Yao-Xiang Ding , Qiyu Wu , Guoqing Liu , Masashi Sugiyama

Reinforcement learning (RL) policies often fail under dynamics that differ from training, a gap not fully addressed by domain randomization or existing adversarial RL methods. Distributionally robust RL provides a formal remedy but still…

Machine Learning · Computer Science 2026-04-16 Mintae Kim , Koushil Sreenath

Continual learning is inherently a constrained learning problem. The goal is to learn a predictor under a no-forgetting requirement. Although several prior studies formulate it as such, they do not solve the constrained problem explicitly.…

Machine Learning · Computer Science 2024-06-03 Juan Elenter , Navid NaderiAlizadeh , Tara Javidi , Alejandro Ribeiro

An important step in the design of autonomous systems is to evaluate the probability that a failure will occur. In safety-critical domains, the failure probability is extremely small so that the evaluation of a policy through Monte Carlo…

Machine Learning · Computer Science 2022-11-23 Anthony Corso , Kyu-Young Kim , Shubh Gupta , Grace Gao , Mykel J. Kochenderfer

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below…

Machine Learning · Computer Science 2019-05-29 Nicolas Carrara , Edouard Leurent , Romain Laroche , Tanguy Urvoy , Odalric-Ambrym Maillard , Olivier Pietquin

We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…

Machine Learning · Statistics 2024-06-04 Kihyuk Hong , Ambuj Tewari

This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…

Machine Learning · Computer Science 2020-03-24 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

Recent advances in reinforcement learning (RL) enable its use on increasingly complex tasks, but the lack of formal safety guarantees still limits its application in safety-critical settings. A common practical approach is to augment the RL…

Machine Learning · Computer Science 2026-02-12 Donggeon David Oh , Duy P. Nguyen , Haimin Hu , Jaime F. Fisac

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

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

In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Meet Gandhi , Atreyee Kundu , Shalabh Bhatnagar

While Reinforcement Learning (RL) achieves tremendous success in sequential decision-making problems of many domains, it still faces key challenges of data inefficiency and the lack of interpretability. Interestingly, many researchers have…

Artificial Intelligence · Computer Science 2023-06-02 Yan Zeng , Ruichu Cai , Fuchun Sun , Libo Huang , Zhifeng Hao

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

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

In practical applications, we can rarely assume full observability of a system's environment, despite such knowledge being important for determining a reactive control system's precise interaction with its environment. Therefore, we propose…

Machine Learning · Computer Science 2022-06-24 Edi Muskardin , Martin Tappler , Bernhard K. Aichernig , Ingo Pill