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Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…

Artificial Intelligence · Computer Science 2012-12-06 Jake Bouvrie , Mauro Maggioni

Numerous real-world control problems involve dynamics and objectives affected by unobservable hidden parameters, ranging from autonomous driving to robotic manipulation, which cause performance degradation during sim-to-real transfer. To…

Robotics · Computer Science 2025-02-19 Morgan Byrd , Jackson Crandell , Mili Das , Jessica Inman , Robert Wright , Sehoon Ha

Many real-world applications of reinforcement learning (RL) require the agent to deal with high-dimensional observations such as those generated from a megapixel camera. Prior work has addressed such problems with representation learning,…

Machine Learning · Computer Science 2022-03-08 Yonathan Efroni , Dipendra Misra , Akshay Krishnamurthy , Alekh Agarwal , John Langford

Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…

Robotics · Computer Science 2026-03-24 Lingheng Meng , Rob Gorbet , Michael Burke , Dana Kulić

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

Reinforcement learning agents must painstakingly learn through trial and error what sets of state-action pairs are value equivalent -- requiring an often prohibitively large amount of environment experience. MDP homomorphisms have been…

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Our work aims at developing reinforcement learning algorithms that do not rely on the Markov assumption. We consider the class of Non-Markov Decision Processes where histories can be abstracted into a finite set of states while preserving…

Machine Learning · Computer Science 2022-05-19 Alessandro Ronca , Gabriel Paludo Licks , Giuseppe De Giacomo

Developing foundational world models is a key research direction for embodied intelligence, with the ability to adapt to non-stationary environments being a crucial criterion. In this work, we introduce a new formalism, Hidden…

Machine Learning · Computer Science 2024-11-05 Emiliyan Gospodinov , Vaisakh Shaj , Philipp Becker , Stefan Geyer , Gerhard Neumann

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

Reinforcement learning is an emerging approaches to facilitate multi-stage sequential decision-making problems. This paper studies a real-time multi-stage stochastic power dispatch considering multivariate uncertainties. Current researches…

Machine Learning · Computer Science 2024-01-24 Bairong Deng , Tao Yu , Zhenning Pan , Xuehan Zhang , Yufeng Wu , Qiaoyi Ding

Real-world reinforcement learning is often \emph{nonstationary}: rewards and dynamics drift, accelerate, oscillate, and trigger abrupt switches in the optimal action. Existing theory often represents nonstationarity with coarse-scale models…

Machine Learning · Computer Science 2026-01-30 Zuyuan Zhang , Mahdi Imani , Tian Lan

We investigate the problems of model estimation and reward-free learning in episodic Block MDPs. In these MDPs, the decision maker has access to rich observations or contexts generated from a small number of latent states. We are first…

Machine Learning · Computer Science 2023-02-27 Yassir Jedra , Junghyun Lee , Alexandre Proutière , Se-Young Yun

We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

Artificial Intelligence · Computer Science 2025-10-28 Yijia Wang , Daniel R. Jiang

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Reinforcement learning (RL) is empirically successful in complex nonlinear Markov decision processes (MDPs) with continuous state spaces. By contrast, the majority of theoretical RL literature requires the MDP to satisfy some form of linear…

Machine Learning · Computer Science 2021-06-16 Dhruv Malik , Aldo Pacchiano , Vishwak Srinivasan , Yuanzhi Li

We study Exo-MDPs, a structured class of Markov Decision Processes (MDPs) where the state space is partitioned into exogenous and endogenous components. Exogenous states evolve stochastically, independent of the agent's actions, while…

Machine Learning · Statistics 2025-02-06 Jia Wan , Sean R. Sinclair , Devavrat Shah , Martin J. Wainwright

This paper studies the sample-efficiency of learning in Partially Observable Markov Decision Processes (POMDPs), a challenging problem in reinforcement learning that is known to be exponentially hard in the worst-case. Motivated by…

Machine Learning · Computer Science 2023-07-07 Jiacheng Guo , Minshuo Chen , Huan Wang , Caiming Xiong , Mengdi Wang , Yu Bai
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