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We revisit offline reinforcement learning on episodic time-homogeneous Markov Decision Processes (MDP). For tabular MDP with $S$ states and $A$ actions, or linear MDP with anchor points and feature dimension $d$, given the collected $K$…

Machine Learning · Statistics 2022-02-11 Tongzheng Ren , Jialian Li , Bo Dai , Simon S. Du , Sujay Sanghavi

In this article, we are interested in planning problems where the agent is aware of the presence of an observer, and where this observer is in a partial observability situation. The agent has to choose its strategy so as to optimize the…

Artificial Intelligence · Computer Science 2025-11-24 Salomé Lepers , Vincent Thomas , Olivier Buffet

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

Machine Learning · Statistics 2022-08-24 Mengxin Yu , Zhuoran Yang , Jianqing Fan

Reinforcement learning in partially observable domains is challenging due to the lack of observable state information. Thankfully, learning offline in a simulator with such state information is often possible. In particular, we propose a…

Robotics · Computer Science 2022-11-11 Hai Nguyen , Andrea Baisero , Dian Wang , Christopher Amato , Robert Platt

Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…

Machine Learning · Computer Science 2021-04-23 Stephan Weigand , Pascal Klink , Jan Peters , Joni Pajarinen

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

This article provides an introductory tutorial on structural results in partially observed Markov decision processes (POMDPs). Typically, computing the optimal policy of a POMDP is computationally intractable. We use lattice program- ming…

Optimization and Control · Mathematics 2015-12-15 Vikram Krishnamurthy

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Machine Learning · Computer Science 2022-09-22 Audrey Huang , Liu Leqi , Zachary Chase Lipton , Kamyar Azizzadenesheli

Partial observability of the underlying states generally presents significant challenges for reinforcement learning (RL). In practice, certain \emph{privileged information}, e.g., the access to states from simulators, has been exploited in…

Machine Learning · Computer Science 2025-02-24 Yang Cai , Xiangyu Liu , Argyris Oikonomou , Kaiqing Zhang

We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes…

Machine Learning · Statistics 2016-02-09 Rowan McAllister , Carl Edward Rasmussen

Partially observable Markov decision processes (POMDPs) model specific environments in sequential decision-making under uncertainty. Critically, optimal policies for POMDPs may not be robust against perturbations in the environment.…

Artificial Intelligence · Computer Science 2025-08-21 Maris F. L. Galesloot , Roman Andriushchenko , Milan Češka , Sebastian Junges , Nils Jansen

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

We consider the reinforcement learning problem for partially observed Markov decision processes (POMDPs) with large or even countably infinite state spaces, where the controller has access to only noisy observations of the underlying…

Machine Learning · Computer Science 2023-07-20 Semih Cayci , Niao He , R. Srikant

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

Machine Learning · Statistics 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

Machine Learning · Computer Science 2023-05-25 Chenjie Mao
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