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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

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

We propose a novel framework for structured bandits, which we call an influence diagram bandit. Our framework captures complex statistical dependencies between actions, latent variables, and observations; and thus unifies and extends many…

Machine Learning · Computer Science 2020-07-10 Tong Yu , Branislav Kveton , Zheng Wen , Ruiyi Zhang , Ole J. Mengshoel

This paper proposes a reinforcement learning method for controller synthesis of autonomous systems in unknown and partially-observable environments with subjective time-dependent safety constraints. Mathematically, we model the system…

Robotics · Computer Science 2021-04-06 Yu Wang , Alper Kamil Bozkurt , Miroslav Pajic

We introduce a new class of reinforcement learning methods referred to as {\em episodic multi-armed bandits} (eMAB). In eMAB the learner proceeds in {\em episodes}, each composed of several {\em steps}, in which it chooses an action and…

Machine Learning · Computer Science 2018-03-13 Cem Tekin , Mihaela van der Schaar

We are interested in how to design reinforcement learning agents that provably reduce the sample complexity for learning new tasks by transferring knowledge from previously-solved ones. The availability of solutions to related problems…

Machine Learning · Computer Science 2020-07-03 Andrea Tirinzoni , Riccardo Poiani , Marcello Restelli

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

The subject of this paper is reinforcement learning. Policies are considered here that produce actions based on states and random elements autocorrelated in subsequent time instants. Consequently, an agent learns from experiments that are…

Machine Learning · Computer Science 2020-09-11 Marcin Szulc , Jakub Łyskawa , Paweł Wawrzyński

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…

Machine Learning · Computer Science 2021-12-28 Ahmed Touati , Pascal Vincent

Model-based reinforcement learning uses models to plan, where the predictions and policies of an agent can be improved by using more computation without additional data from the environment, thereby improving sample efficiency. However,…

Machine Learning · Computer Science 2023-02-22 Animesh Kumar Paul , Videh Raj Nema

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

The ability of reinforcement learning algorithms to learn effective policies is determined by the rewards available during training. However, for practical problems, obtaining large quantities of reward labels is often infeasible due to…

Machine Learning · Computer Science 2025-10-02 Shreyas Chaudhari , Renhao Zhang , Philip S. Thomas , Bruno Castro da Silva

We characterize the reachability probabilities in stochastic directed graphs by means of reinforcement learning methods. In particular, we show that the dynamics of the transition probabilities in a stochastic digraph can be modeled via a…

Artificial Intelligence · Computer Science 2022-02-28 Corrado Possieri , Mattia Frasca , Alessandro Rizzo

In meta-reinforcement learning, an agent is trained in multiple different environments and attempts to learn a meta-policy that can efficiently adapt to a new environment. This paper presents RAMP, a Reinforcement learning Agent using Model…

Machine Learning · Computer Science 2022-10-28 Gabriel Hartmann , Amos Azaria

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

The ability to learn and execute optimal control policies safely is critical to realization of complex autonomy, especially where task restarts are not available and/or the systems are safety-critical. Safety requirements are often…

Systems and Control · Electrical Eng. & Systems 2021-10-06 S M Nahid Mahmud , Moad Abudia , Scott A Nivison , Zachary I. Bell , Rushikesh Kamalapurkar

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

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Batch offline data have been shown considerably beneficial for reinforcement learning. Their benefit is further amplified by upsampling with generative models. In this paper, we consider a novel opportunity where interaction with…

Machine Learning · Computer Science 2024-10-04 Shangzhe Li , Xinhua Zhang
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