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This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

With the high flexibility of supporting resource-intensive and time-sensitive applications, unmanned aerial vehicle (UAV)-assisted mobile edge computing (MEC) is proposed as an innovational paradigm to support the mobile users (MUs). As a…

Signal Processing · Electrical Eng. & Systems 2023-02-20 Wenshuai Liu , Bin Li , Wancheng Xie , Yueyue Dai , Zesong Fei

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making…

Machine Learning · Computer Science 2023-09-28 Germano Gabbianelli , Gergely Neu , Matteo Papini

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

In reinforcement learning (RL), an agent must explore an initially unknown environment in order to learn a desired behaviour. When RL agents are deployed in real world environments, safety is of primary concern. Constrained Markov decision…

Machine Learning · Computer Science 2022-06-24 David M. Bossens , Nicholas Bishop

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Offline learning is a key part of making reinforcement learning (RL) useable in real systems. Offline RL looks at scenarios where there is data from a system's operation, but no direct access to the system when learning a policy. Recent…

Machine Learning · Computer Science 2021-03-18 Arthur Argenson , Gabriel Dulac-Arnold

We consider the problem of off-policy evaluation in Markov decision processes. Off-policy evaluation is the task of evaluating the expected return of one policy with data generated by a different, behavior policy. Importance sampling is a…

Machine Learning · Computer Science 2019-05-13 Josiah P. Hanna , Scott Niekum , Peter Stone

Offline policy optimization could have a large impact on many real-world decision-making problems, as online learning may be infeasible in many applications. Importance sampling and its variants are a commonly used type of estimator in…

Machine Learning · Computer Science 2022-07-05 Yao Liu , Yannis Flet-Berliac , Emma Brunskill

Offline reinforcement learning (RL) is crucial when online exploration is costly or unsafe but often struggles with high epistemic uncertainty due to limited data. Existing methods rely on fixed conservative policies, restricting adaptivity…

Artificial Intelligence · Computer Science 2025-06-09 Jihwan Jeong , Xiaoyu Wang , Jingmin Wang , Scott Sanner , Pascal Poupart

We consider finite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can sometimes…

Systems and Control · Electrical Eng. & Systems 2022-10-07 Yifan Lin , Yuxuan Ren , Enlu Zhou

We consider the sequential decision problem faced by the manager of an electric vehicle (EV) charging station, who aims to satisfy the charging demand of the customer while minimizing cost. Since the total time needed to charge the EV up to…

Optimization and Control · Mathematics 2017-10-05 Daniel R. Jiang , Warren B. Powell

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

Artificial Intelligence · Computer Science 2018-06-26 Daniel S. Brown , Scott Niekum

Model-based offline reinforcement learning (RL), which builds a supervised transition model with logging dataset to avoid costly interactions with the online environment, has been a promising approach for offline policy optimization. As the…

Machine Learning · Computer Science 2023-09-06 Junming Yang , Xingguo Chen , Shengyuan Wang , Bolei Zhang

In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost…

Optimization and Control · Mathematics 2019-06-24 Merve Merakli , Simge Kucukyavuz

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

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
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