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Learning and optimal control under robust Markov decision processes (MDPs) have received increasing attention, yet most existing theory, algorithms, and applications focus on finite-horizon or discounted models. Long-run average-reward…

Optimization and Control · Mathematics 2025-12-12 Shengbo Wang , Nian Si

Recent work has formalized the reward hypothesis through the lens of expected utility theory, by interpreting reward as utility. Hausner's foundational work showed that dropping the continuity axiom leads to a generalization of expected…

Machine Learning · Computer Science 2025-05-20 Mehran Shakerinava , Siamak Ravanbakhsh , Adam Oberman

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

Machine Learning · Computer Science 2023-05-19 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Monotone learning describes learning processes in which expected performance consistently improves as the amount of training data increases. However, recent studies challenge this conventional wisdom, revealing significant gaps in the…

Machine Learning · Computer Science 2025-05-22 Ming Li , Chenyi Zhang , Qin Li

We consider the problem: is the optimal expected total reward to reach a goal state in a partially observable Markov decision process (POMDP) below a given threshold? We tackle this -- generally undecidable -- problem by computing…

Artificial Intelligence · Computer Science 2022-01-24 Alexander Bork , Joost-Pieter Katoen , Tim Quatmann

We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…

Machine Learning · Statistics 2025-12-11 Yang Xu , Washim Uddin Mondal , Vaneet Aggarwal

In offline reinforcement learning (RL) we have no opportunity to explore so we must make assumptions that the data is sufficient to guide picking a good policy, taking the form of assuming some coverage, realizability, Bellman completeness,…

Machine Learning · Computer Science 2023-11-14 Masatoshi Uehara , Nathan Kallus , Jason D. Lee , Wen Sun

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

We tackle the problem of learning equilibria in simulation-based games. In such games, the players' utility functions cannot be described analytically, as they are given through a black-box simulator that can be queried to obtain noisy…

Computer Science and Game Theory · Computer Science 2020-02-26 Alberto Marchesi , Francesco Trovò , Nicola Gatti

A key challenge in applying reinforcement learning to safety-critical domains is understanding how to balance exploration (needed to attain good performance on the task) with safety (needed to avoid catastrophic failure). Although a growing…

Machine Learning · Computer Science 2021-03-23 Melrose Roderick , Vaishnavh Nagarajan , J. Zico Kolter

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

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

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Learning-based methods have been successful in solving complex control tasks without significant prior knowledge about the system. However, these methods typically do not provide any safety guarantees, which prevents their use in…

Systems and Control · Computer Science 2018-11-08 Torsten Koller , Felix Berkenkamp , Matteo Turchetta , Andreas Krause

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

We present a formal proof in Lean of probably approximately correct (PAC) learnability of the concept class of decision stumps. This classic result in machine learning theory derives a bound on error probabilities for a simple type of…

Machine Learning · Computer Science 2021-01-11 Joseph Tassarotti , Koundinya Vajjha , Anindya Banerjee , Jean-Baptiste Tristan

We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Paul N. Beuchat , Joseph Warrington , John Lygeros

Autonomous exploration of obstacle-rich spaces requires strategies that ensure efficiency while guaranteeing safety against collisions with obstacles. This paper investigates a novel platform-agnostic reinforcement learning framework that…

Robotics · Computer Science 2025-11-20 Gabriele Calzolari , Vidya Sumathy , Christoforos Kanellakis , George Nikolakopoulos
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