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Related papers: Exploration-Exploitation in Constrained MDPs

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Efficient exploration is a long-standing problem in sensorimotor learning. Major advances have been demonstrated in noise-free, non-stochastic domains such as video games and simulation. However, most of these formulations either get stuck…

Machine Learning · Computer Science 2019-06-11 Deepak Pathak , Dhiraj Gandhi , Abhinav Gupta

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

We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

Machine Learning · Computer Science 2023-10-04 Xuefeng Gao , Xun Yu Zhou

Exploration algorithms for reinforcement learning typically replace or augment the reward function with an additional ``intrinsic'' reward that trains the agent to seek previously unseen states of the environment. Here, we consider an…

Machine Learning · Computer Science 2025-09-30 Kevin McKee , Eric Alt , Andrew Grebenisan , Mick van Gelderen , Gary Miguel

The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full…

Machine Learning · Computer Science 2012-03-19 Jonathan Sorg , Satinder Singh , Richard L. Lewis

Ensuring sufficient exploration is a central challenge when training meta-reinforcement learning (meta-RL) agents to solve novel environments. Conventional solutions to the exploration-exploitation dilemma inject explicit incentives such as…

Machine Learning · Computer Science 2025-08-05 Micah Rentschler , Jesse Roberts

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…

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

We consider a setting in which the objective is to learn to navigate in a controlled Markov process (CMP) where transition probabilities may abruptly change. For this setting, we propose a performance measure called exploration steps which…

Machine Learning · Computer Science 2019-10-21 Pratik Gajane , Ronald Ortner , Peter Auer , Csaba Szepesvari

We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

Machine Learning · Computer Science 2024-10-04 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

Machine Learning · Computer Science 2022-01-20 Amber Srivastava , Srinivasa M Salapaka

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…

Machine Learning · Computer Science 2026-03-11 Sichen Yang , Mauro Maggioni

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 study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Artificial Intelligence · Computer Science 2011-06-10 C. Guestrin , D. Koller , R. Parr , S. Venkataraman

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Machine Learning · Computer Science 2022-09-16 Yue Wang , Fei Miao , Shaofeng Zou

In this work, we consider the problem of autonomous exploration in search of targets while respecting a fixed energy budget. The robot is equipped with an incremental-resolution symbolic perception module wherein the perception of targets…

Robotics · Computer Science 2023-09-15 Disha Kamale , Sofie Haesaert , Cristian-Ioan Vasile

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere
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