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We study reward-free and reward-agnostic exploration in episodic finite-horizon Markov decision processes (MDPs), where an agent explores an unknown environment without observing external rewards. Reward-free exploration aims to enable…

Machine Learning · Computer Science 2026-05-18 Oran Ridel , Alon Cohen

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

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

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

An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…

Machine Learning · Computer Science 2021-06-29 Mónika Farsang , Luca Szegletes

We study a new model-free algorithm to compute $\varepsilon$-optimal policies for average reward Markov decision processes, in the weakly communicating case. Given a generative model, our procedure combines a recursive sampling technique…

Optimization and Control · Mathematics 2025-06-16 Jongmin Lee , Mario Bravo , Roberto Cominetti

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

Recent research in robot exploration and mapping has focused on sampling environmental hotspot fields. This exploration task is formalized by Low, Dolan, and Khosla (2008) in a sequential decision-theoretic planning under uncertainty…

Machine Learning · Computer Science 2013-05-28 Kian Hsiang Low , John M. Dolan , Pradeep Khosla

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action…

Optimization and Control · Mathematics 2021-07-02 Vijay Kumar , Mort Webster

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

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

Online planning in Markov Decision Processes (MDPs) enables agents to make sequential decisions by simulating future trajectories from the current state, making it well-suited for large-scale or dynamic environments. Sample-based methods…

Artificial Intelligence · Computer Science 2025-09-22 Tamir Shazman , Idan Lev-Yehudi , Ron Benchetit , Vadim Indelman

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Artificial Intelligence · Computer Science 2018-07-20 Sophia Sanborn , David D. Bourgin , Michael Chang , Thomas L. Griffiths

Most reinforcement learning algorithms are based on a key assumption that Markov decision processes (MDPs) are stationary. However, non-stationary MDPs with dynamic action space are omnipresent in real-world scenarios. Yet problems of…

Machine Learning · Computer Science 2023-04-04 Jiaqi Ye , Xiaodong Li , Pangjing Wu , Feng Wang

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

Modern large-scale computing deployments consist of complex applications running over machine clusters. An important issue in these is the offering of elasticity, i.e., the dynamic allocation of resources to applications to meet fluctuating…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-13 Konstantinos Lolos , Ioannis Konstantinou , Verena Kantere , Nectarios Koziris