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A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…

Machine Learning · Computer Science 2024-03-18 Cameron Allen , Neev Parikh , Omer Gottesman , George Konidaris

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Model-based offline reinforcement learning (RL) has made remarkable progress, offering a promising avenue for improving generalization with synthetic model rollouts. Existing works primarily focus on incorporating pessimism for policy…

Machine Learning · Computer Science 2024-01-12 Yuanzhao Zhai , Yiying Li , Zijian Gao , Xudong Gong , Kele Xu , Dawei Feng , Ding Bo , Huaimin Wang

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

It is challenging for a security analyst to detect or defend against cyber-attacks. Moreover, traditional defense deployment methods require the security analyst to manually enforce the defenses in the presence of uncertainties about the…

Cryptography and Security · Computer Science 2022-07-14 Xiaofan Zhou , Simon Yusuf Enoch , Dong Seong Kim

We consider a Markov decision process with deterministic state transition dynamics, adversarially generated rewards that change arbitrarily from round to round, and a bandit feedback model in which the decision maker only observes the…

Computer Science and Game Theory · Computer Science 2012-10-19 Raman Arora , Ofer Dekel , Ambuj Tewari

We build on a recently introduced geometric interpretation of Markov Decision Processes (MDPs) to analyze classical MDP-solving algorithms: Value Iteration (VI) and Policy Iteration (PI). First, we develop a geometry-based analytical…

Machine Learning · Computer Science 2025-03-07 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…

Machine Learning · Computer Science 2025-09-05 Qiyuan Chen , Raed Al Kontar

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

While a large body of empirical results show that temporally-extended actions and options may significantly affect the learning performance of an agent, the theoretical understanding of how and when options can be beneficial in online…

Machine Learning · Computer Science 2017-04-18 Ronan Fruit , Alessandro Lazaric

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Machine Learning · Computer Science 2025-12-03 Zhizuo Chen , Theodore T. Allen

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

Optimization and Control · Mathematics 2025-10-23 Arman Sharifi Kolarijani , Tolga Ok , Peyman Mohajerin Esfahani , Mohamad Amin Sharif Kolarijani

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

The application of supervised learning techniques in combination with model predictive control (MPC) has recently generated significant interest, particularly in the area of approximate explicit MPC, where function approximators like deep…

Machine Learning · Computer Science 2026-03-27 Christopher A. Orrico , Bokan Yang , Dinesh Krishnamoorthy

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

Optimization and Control · Mathematics 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

This article presents the complexity of reachability decision problems for parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a…

Logic in Computer Science · Computer Science 2020-09-29 Sebastian Junges , Joost-Pieter Katoen , Guillermo A. Pérez , Tobias Winkler

This paper examines a number of solution methods for decision processes with non-Markovian rewards (NMRDPs). They all exploit a temporal logic specification of the reward function to automatically translate the NMRDP into an equivalent…

Artificial Intelligence · Computer Science 2012-12-12 Charles Gretton , David Price , Sylvie Thiebaux
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