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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

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

Trading and Market Microstructure · Quantitative Finance 2020-11-10 Tadeu A. Ferreira

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

In environments with delayed observation, state augmentation by including actions within the delay window is adopted to retrieve Markovian property to enable reinforcement learning (RL). However, state-of-the-art (SOTA) RL techniques with…

Machine Learning · Computer Science 2024-10-23 Qingyuan Wu , Simon Sinong Zhan , Yixuan Wang , Yuhui Wang , Chung-Wei Lin , Chen Lv , Qi Zhu , Chao Huang

Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…

Machine Learning · Computer Science 2024-10-24 Dongwen Luo

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Machine Learning · Computer Science 2021-10-26 Noah Golowich , Ankur Moitra

The standard formulation of Markov decision processes (MDPs) assumes that the agent's decisions are executed immediately. However, in numerous realistic applications such as robotics or healthcare, actions are performed with a delay whose…

Artificial Intelligence · Computer Science 2024-04-09 David Valensi , Esther Derman , Shie Mannor , Gal Dalal

This study focuses on the development of a simulation-driven reinforcement learning (RL) framework for optimizing routing decisions in complex queueing network systems, with a particular emphasis on manufacturing and communication…

Artificial Intelligence · Computer Science 2025-07-28 Fatima Al-Ani , Molly Wang , Jevon Charles , Aaron Ong , Joshua Forday , Vinayak Modi

In real-world multi-robot systems, performing high-quality, collaborative behaviors requires robots to asynchronously reason about high-level action selection at varying time durations. Macro-Action Decentralized Partially Observable Markov…

Machine Learning · Computer Science 2021-10-19 Yuchen Xiao , Joshua Hoffman , Christopher Amato

We present the first model-free Reinforcement Learning (RL) algorithm to synthesise policies for an unknown Markov Decision Process (MDP), such that a linear time property is satisfied. The given temporal property is converted into a Limit…

Machine Learning · Computer Science 2019-02-19 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Reinforcement Learning (RL) or Deep Reinforcement Learning (DRL) is a powerful approach to solving Markov Decision Processes (MDPs) when the model of the environment is not known a priori. However, RL models are still faced with challenges…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Kabirat Olayemi , Mien Van , Luke Maguire , Sean McLoone

The curse of dimensionality renders Reinforcement Learning (RL) impractical in many real-world settings with exponentially large state and action spaces. Yet, many environments exhibit exploitable structure that can accelerate learning. To…

Machine Learning · Computer Science 2025-10-16 Thomas van Vuren , Fiona Sloothaak , Maarten G. Wolf , Jaron Sanders

In real-world multi-agent systems (MASs), observation delays are ubiquitous, preventing agents from making decisions based on the environment's true state. An individual agent's local observation typically comprises multiple components from…

Multiagent Systems · Computer Science 2025-11-13 Songchen Fu , Siang Chen , Shaojing Zhao , Letian Bai , Ta Li , Yonghong Yan

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

Artificial Intelligence · Computer Science 2025-10-28 Yijia Wang , Daniel R. Jiang

The following interdisciplinary article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). From research…

Machine Learning · Computer Science 2023-07-10 Felix Grumbach , Nour Eldin Alaa Badr , Pascal Reusch , Sebastian Trojahn

Recent studies have greatly improved reinforcement learning, and an increased interest in real-world implementation has emerged. In many cases, the implementation is challenged by time-varying disturbances as it introduces hidden states,…

Machine Learning · Computer Science 2026-03-04 Saki Omi , Hyo-Sang Shin , Namhoon Cho , Antonios Tsourdos

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez