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We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

We consider model selection for classic Reinforcement Learning (RL) environments -- Multi Armed Bandits (MABs) and Markov Decision Processes (MDPs) -- under general function approximations. In the model selection framework, we do not know…

Machine Learning · Statistics 2022-07-08 Avishek Ghosh , Sayak Ray Chowdhury

Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…

Robotics · Computer Science 2024-10-18 Jean-Pierre Sleiman , Mayank Mittal , Marco Hutter

This paper studies the control synthesis of motion planning subject to uncertainties. The uncertainties are considered in robot motions and environment properties, giving rise to the probabilistic labeled Markov decision process (PL-MDP). A…

Robotics · Computer Science 2023-01-31 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

The potential benefits of model-free reinforcement learning to real robotics systems are limited by its uninformed exploration that leads to slow convergence, lack of data-efficiency, and unnecessary interactions with the environment. To…

Robotics · Computer Science 2020-11-04 Yuchen Wu , Melissa Mozifian , Florian Shkurti

We study meta-learning in Markov Decision Processes (MDP) with linear transition models in the undiscounted episodic setting. Under a task sharedness metric based on model proximity we study task families characterized by a distribution…

Machine Learning · Computer Science 2022-01-24 Robert Müller , Aldo Pacchiano

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…

Machine Learning · Computer Science 2026-01-28 Jiayu Chen , Le Xu , Wentse Chen , Jeff Schneider

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an…

Machine Learning · Computer Science 2012-07-02 Alexander L. Strehl , Lihong Li , Michael L. Littman

Many practical decision-making problems involve tasks whose success depends on the entire system history, rather than on achieving a state with desired properties. Markovian Reinforcement Learning (RL) approaches are not suitable for such…

Machine Learning · Computer Science 2025-12-17 Alessandro Trapasso , Luca Iocchi , Fabio Patrizi

This paper investigates the motion planning of autonomous dynamical systems modeled by Markov decision processes (MDP) with unknown transition probabilities over continuous state and action spaces. Linear temporal logic (LTL) is used to…

Machine Learning · Computer Science 2022-01-25 Mingyu Cai , Mohammadhosein Hasanbeig , Shaoping Xiao , Alessandro Abate , Zhen Kan

Model-predictive-control (MPC) offers an optimal control technique to establish and ensure that the total operation cost of multi-energy systems remains at a minimum while fulfilling all system constraints. However, this method presumes an…

In Reinforcement Learning (RL), it is commonly assumed that an immediate reward signal is generated for each action taken by the agent, helping the agent maximize cumulative rewards to obtain the optimal policy. However, in many real-world…

Machine Learning · Computer Science 2024-10-29 Yuting Tang , Xin-Qiang Cai , Yao-Xiang Ding , Qiyu Wu , Guoqing Liu , Masashi Sugiyama

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

Machine Learning · Computer Science 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune…

Robotics · Computer Science 2020-04-21 Napat Karnchanachari , Miguel I. Valls , David Hoeller , Marco Hutter

Hybrid action models are widely considered an effective approach to reinforcement learning (RL) modeling. The current mainstream method is to train agents under Parameterized Action Markov Decision Processes (PAMDPs), which performs well in…

Machine Learning · Computer Science 2025-01-07 Zijian Wang , Bin Wang , Mingwen Shao , Hongbo Dou , Boxiang Tao