Related papers: Regular Decision Processes for Grid Worlds
Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…
The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…
We introduce a new framework that performs decision-making in reinforcement learning (RL) as an iterative reasoning process. We model agent behavior as the steady-state distribution of a parameterized reasoning Markov chain (RMC), optimized…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…
How do humans and animals perform trial-and-error learning when the space of possibilities is infinite? In a previous study, we used an interval timing production task and discovered an updating strategy in which the agent adjusted the…
This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary…
Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…
This paper introduces an algorithm for discovering implicit and delayed causal relations between events observed by a robot at arbitrary times, with the objective of improving data-efficiency and interpretability of model-based…
We consider the expressivity of Markov rewards in sequential decision making under uncertainty. We view reward functions in Markov Decision Processes (MDPs) as a means to characterize desired behaviors of agents. Assuming desired behaviors…
This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…
Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…
We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Many of the biological, social and man-made networks around us are inherently dynamic, with their links switching on and off over time. The evolution of these networks is often non-Markovian, and the dynamics of their links correlated.…
Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…
We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…
We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…
Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We…
In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…