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We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

Delays are inherent to most dynamical systems. Besides shifting the process in time, they can significantly affect their performance. For this reason, it is usually valuable to study the delay and account for it. Because they are dynamical…

Machine Learning · Computer Science 2023-09-21 Pierre Liotet

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

Non-stationary domains, where unforeseen changes happen, present a challenge for agents to find an optimal policy for a sequential decision making problem. This work investigates a solution to this problem that combines Markov Decision…

Artificial Intelligence · Computer Science 2017-05-04 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Multi-robot navigation and path planning in continuous state and action spaces with uncertain environments remains an open challenge. Deep Reinforcement Learning (RL) is one of the most popular paradigms for solving this task, but its…

Robotics · Computer Science 2025-08-21 Jahid Chowdhury Choton , John Woods , William Hsu

Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov decision process (MDP). However, not all goals…

Artificial Intelligence · Computer Science 2023-06-05 Tom Zahavy , Brendan O'Donoghue , Guillaume Desjardins , Satinder Singh

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…

Machine Learning · Computer Science 2026-04-22 Austin Coursey , Abel Diaz-Gonzalez , Marcos Quinones-Grueiro , Gautam Biswas

Multi-objective Markov decision processes are a special kind of multi-objective optimization problem that involves sequential decision making while satisfying the Markov property of stochastic processes. Multi-objective reinforcement…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Kasmarik , Jiankun Hu

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

It is quite challenging to ensure the safety of reinforcement learning (RL) agents in an unknown and stochastic environment under hard constraints that require the system state not to reach certain specified unsafe regions. Many popular…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yixuan Wang , Simon Sinong Zhan , Ruochen Jiao , Zhilu Wang , Wanxin Jin , Zhuoran Yang , Zhaoran Wang , Chao Huang , Qi Zhu

Shifting from traditional control strategies to Deep Reinforcement Learning (RL) for legged robots poses inherent challenges, especially when addressing real-world physical constraints during training. While high-fidelity simulations…

Robotics · Computer Science 2023-09-28 Joonho Lee , Lukas Schroth , Victor Klemm , Marko Bjelonic , Alexander Reske , Marco Hutter

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision…

Machine Learning · Computer Science 2023-06-06 Seohong Park , Sergey Levine

In-Context Reinforcement Learning (ICRL) enables agents to learn automatically and on-the-fly from their interactive experiences. However, a major challenge in scaling up ICRL is the lack of scalable task collections. To address this, we…

Machine Learning · Computer Science 2025-11-04 Fan Wang , Pengtao Shao , Yiming Zhang , Bo Yu , Shaoshan Liu , Ning Ding , Yang Cao , Yu Kang , Haifeng Wang

In several reinforcement learning (RL) scenarios, mainly in security settings, there may be adversaries trying to interfere with the reward generating process. In this paper, we introduce Threatened Markov Decision Processes (TMDPs), which…

Machine Learning · Computer Science 2019-10-28 Victor Gallego , Roi Naveiro , David Rios Insua