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In the framework of Markov Decision Processes, off-policy learning, that is the problem of learning a linear approximation of the value function of some fixed policy from one trajectory possibly generated by some other policy. We briefly…

Artificial Intelligence · Computer Science 2013-04-16 Matthieu Geist , Bruno Scherrer

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume…

Machine Learning · Computer Science 2022-03-24 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

Machine Learning · Computer Science 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

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

This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…

Machine Learning · Computer Science 2025-05-07 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…

Machine Learning · Computer Science 2023-03-02 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Fairness has emerged as an important concern in automated decision-making in recent years, especially when these decisions affect human welfare. In this work, we study fairness in temporally extended decision-making settings, specifically…

Artificial Intelligence · Computer Science 2022-02-10 Ganesh Ghalme , Vineet Nair , Vishakha Patil , Yilun Zhou

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

Machine Learning · Computer Science 2025-11-17 Ziyi Zhang , Yorie Nakahira , Guannan Qu

This paper applies the authors' recent results on asynchronous stochastic approximation (SA) in the Borkar-Meyn framework to reinforcement learning in average-reward semi-Markov decision processes (SMDPs). We establish the convergence of an…

Machine Learning · Computer Science 2025-12-09 Huizhen Yu , Yi Wan , Richard S. Sutton

Average-reward reinforcement learning offers a principled framework for long-term decision-making by maximizing the mean reward per time step. Although Q-learning is a widely used model-free algorithm with established sample complexity in…

Machine Learning · Statistics 2026-01-21 Yuchen Jiao , Jiin Woo , Gen Li , Gauri Joshi , Yuejie Chi

We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has been relatively underexamined from a theoretical perspective.…

Machine Learning · Computer Science 2026-04-23 Matthew Zurek , Guy Zamir , Yudong Chen

We formalize a simple but natural subclass of service domains for relational planning problems with object-centered, independent exogenous events and additive rewards capturing, for example, problems in inventory control. Focusing on this…

Artificial Intelligence · Computer Science 2013-06-28 S. Joshi , R. Khardon , P. Tadepalli , A. Raghavan , A. Fern

The low rank MDP has emerged as an important model for studying representation learning and exploration in reinforcement learning. With a known representation, several model-free exploration strategies exist. In contrast, all algorithms for…

Machine Learning · Computer Science 2022-06-23 Aditya Modi , Jinglin Chen , Akshay Krishnamurthy , Nan Jiang , Alekh Agarwal

When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…

Machine Learning · Computer Science 2019-12-12 Ilya Kostrikov , Ofir Nachum , Jonathan Tompson