Related papers: A Kernel-Based Approach to Non-Stationary Reinforc…
We study episodic reinforcement learning in Markov decision processes when the agent receives additional feedback per step in the form of several transition observations. Such additional observations are available in a range of tasks…
We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…
In decision making problems for continuous state and action spaces, linear dynamical models are widely employed. Specifically, policies for stochastic linear systems subject to quadratic cost functions capture a large number of applications…
While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…
We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…
We are interested in learning models of non-stationary environments, which can be framed as a multi-task learning problem. Model-free reinforcement learning algorithms can achieve good asymptotic performance in multi-task learning at a cost…
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…
In this paper, we propose an adaptive stopping rule for kernel-based gradient descent (KGD) algorithms. We introduce the empirical effective dimension to quantify the increments of iterations in KGD and derive an implementable early…
Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…
This paper presents a constrained policy gradient algorithm. We introduce constraints for safe learning with the following steps. First, learning is slowed down (lazy learning) so that the episodic policy change can be computed with the…
We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…
In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…
Measuring states in reinforcement learning (RL) can be costly in real-world settings and may negatively influence future outcomes. We introduce the Actively Observable Markov Decision Process (AOMDP), where an agent not only selects control…
We investigate online Markov Decision Processes (MDPs) with adversarially changing loss functions and known transitions. We choose dynamic regret as the performance measure, defined as the performance difference between the learner and any…
We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…
General function approximation is a powerful tool to handle large state and action spaces in a broad range of reinforcement learning (RL) scenarios. However, theoretical understanding of non-stationary MDPs with general function…
General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…
Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…