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Optimal decision making with limited or no information in stochastic environments where multiple agents interact is a challenging topic in the realm of artificial intelligence. Reinforcement learning (RL) is a popular approach for arriving…

Machine Learning · Computer Science 2019-01-08 Roi Ceren

Efficient exploration is one of the key challenges for reinforcement learning (RL) algorithms. Most traditional sample efficiency bounds require strategic exploration. Recently many deep RL algorithms with simple heuristic exploration…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Emma Brunskill

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

Optimization and Control · Mathematics 2023-05-01 Antonio Alcántara , Carlos Ruiz

Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…

Machine Learning · Computer Science 2024-05-06 Xinyi Ni , Lifeng Lai

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

Machine Learning · Computer Science 2023-01-18 Xian Yu , Siqian Shen

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

We study risk-sensitive RL where the goal is learn a history-dependent policy that optimizes some risk measure of cumulative rewards. We consider a family of risks called the optimized certainty equivalents (OCE), which captures important…

Machine Learning · Computer Science 2025-03-03 Kaiwen Wang , Dawen Liang , Nathan Kallus , Wen Sun

In safe Reinforcement Learning (RL), safety cost is typically defined as a function dependent on the immediate state and actions. In practice, safety constraints can often be non-Markovian due to the insufficient fidelity of state…

Machine Learning · Computer Science 2024-05-07 Siow Meng Low , Akshat Kumar

We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

While Reinforcement Learning (RL) achieves tremendous success in sequential decision-making problems of many domains, it still faces key challenges of data inefficiency and the lack of interpretability. Interestingly, many researchers have…

Artificial Intelligence · Computer Science 2023-06-02 Yan Zeng , Ruichu Cai , Fuchun Sun , Libo Huang , Zhifeng Hao

Safety is still one of the major research challenges in reinforcement learning (RL). In this paper, we address the problem of how to avoid safety violations of RL agents during exploration in probabilistic and partially unknown…

Machine Learning · Computer Science 2022-12-06 Martin Tappler , Stefan Pranger , Bettina Könighofer , Edi Muškardin , Roderick Bloem , Kim Larsen

Constrained reinforcement learning (CRL) has gained significant interest recently, since safety constraints satisfaction is critical for real-world problems. However, existing CRL methods constraining discounted cumulative costs generally…

Machine Learning · Computer Science 2022-06-08 Dongjie Yu , Haitong Ma , Shengbo Eben Li , Jianyu Chen

The Constrained Markov Decision Process (CMDP) formulation allows to solve safety-critical decision making tasks that are subject to constraints. While CMDPs have been extensively studied in the Reinforcement Learning literature, little…

Machine Learning · Computer Science 2024-10-29 Dinesh Parthasarathy , Georgios Kontes , Axel Plinge , Christopher Mutschler

Continuous-time Markov decision processes (CTMDPs) are canonical models to express sequential decision-making under dense-time and stochastic environments. When the stochastic evolution of the environment is only available via sampling,…

Machine Learning · Computer Science 2023-03-17 Amin Falah , Shibashis Guha , Ashutosh Trivedi

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

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

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,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi
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