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We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Markov Decision Processes (MDP) is an useful framework to cast optimal sequential decision making problems. Given any MDP the aim is to find the optimal action selection mechanism i.e., the optimal policy. Typically, the optimal policy…

Systems and Control · Computer Science 2014-03-18 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

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

Partially-Observable Markov Decision Processes (POMDPs) are a well-known stochastic model for sequential decision making under limited information. We consider the EXPTIME-hard problem of synthesising policies that almost-surely reach some…

Artificial Intelligence · Computer Science 2021-03-22 Sebastian Junges , Nils Jansen , Sanjit A. Seshia

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

We consider qualitative strategy synthesis for the formalism called consumption Markov decision processes. This formalism can model dynamics of an agents that operates under resource constraints in a stochastic environment. The presented…

Artificial Intelligence · Computer Science 2021-05-06 František Blahoudek , Petr Novotný , Melkior Ornik , Pranay Thangeda , Ufuk Topcu

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

This work studies the planning problem for robotic systems under both quantifiable and unquantifiable uncertainty. The objective is to enable the robotic systems to optimally fulfill high-level tasks specified by Linear Temporal Logic (LTL)…

Robotics · Computer Science 2025-02-28 Pian Yu , Yong Li , David Parker , Marta Kwiatkowska

This paper considers the problem of finding a solution to the finite horizon constrained Markov decision processes (CMDP) where the objective as well as constraints are sum of additive and multiplicative utilities. Towards solving this, we…

Optimization and Control · Mathematics 2023-03-16 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

In this paper, we develop a method to automatically generate a control policy for a dynamical system modeled as a Markov Decision Process (MDP). The control specification is given as a Linear Temporal Logic (LTL) formula over a set of…

Robotics · Computer Science 2011-03-24 Xu Chu Ding , Stephen L. Smith , Calin Belta , Daniela Rus

We investigate planning in time-critical domains represented as Markov Decision Processes, showing that search based techniques can be a very powerful method for finding close to optimal plans. To reduce the computational cost of planning…

Artificial Intelligence · Computer Science 2013-02-28 Richard Dearden , Craig Boutilier

A fundamental question in the theory of reinforcement learning is: suppose the optimal $Q$-function lies in the linear span of a given $d$ dimensional feature mapping, is sample-efficient reinforcement learning (RL) possible? The recent and…

Machine Learning · Computer Science 2021-10-22 Yuanhao Wang , Ruosong Wang , Sham M. Kakade

In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this question by providing…

Machine Learning · Computer Science 2022-11-22 Sharan Vaswani , Lin F. Yang , Csaba Szepesvári

In this research we study a finite horizon optimal purchasing problem for items with a mean reverting price process. Under this model a fixed amount of identical items are bought under a given deadline, with the objective of minimizing the…

Optimization and Control · Mathematics 2017-11-10 Alon Dourban , Liron Yedidsion

We study best-policy identification for finite-horizon risk-sensitive reinforcement learning under the entropic risk measure. Recent work established a constant gap in the exponential horizon dependence between lower and upper bounds on the…

Machine Learning · Computer Science 2026-05-14 Amer Essakine , Claire Vernade

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

While POMDPs provide a general platform for non-deterministic conditional planning under a variety of quality metrics they have limited scalability. On the other hand, non-deterministic conditional planners scale very well, but many lack…

Artificial Intelligence · Computer Science 2012-07-09 Daniel Bryce , Subbarao Kambhampati