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We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

Methodology · Statistics 2025-01-03 Katherine Tsai , Mladen Kolar , Sanmi Koyejo

Markov processes are widely used in modeling random phenomena/problems. However, they may not be adequate in some cases where more general processes are needed. The conditionally Markov (CM) process is a generalization of the Markov process…

Probability · Mathematics 2021-03-16 Reza Rezaie , X. Rong Li

Standard reward models typically predict scalar scores that fail to capture the multifaceted nature of response quality in non-verifiable domains, such as creative writing or open-ended instruction following. To address this limitation, we…

Computation and Language · Computer Science 2026-02-13 Ran Xu , Tianci Liu , Zihan Dong , Tony Yu , Ilgee Hong , Carl Yang , Linjun Zhang , Tao Zhao , Haoyu Wang

We propose an actor-critic, model-free, and online Reinforcement Learning (RL) framework for continuous-state continuous-action Markov Decision Processes (MDPs) when the reward is highly sparse but encompasses a high-level temporal…

Machine Learning · Computer Science 2019-11-26 Lim Zun Yuan , Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

Designing incentives for an adapting population is a ubiquitous problem in a wide array of economic applications and beyond. In this work, we study how to design additional rewards to steer multi-agent systems towards desired policies…

Machine Learning · Computer Science 2025-02-11 Jiawei Huang , Vinzenz Thoma , Zebang Shen , Heinrich H. Nax , Niao He

Reinforcement learning (RL) and model predictive control (MPC) offer a wealth of distinct approaches for automatic decision-making under uncertainty. Given the impact both fields have had independently across numerous domains, there is…

Systems and Control · Electrical Eng. & Systems 2025-10-13 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , R. Bhushan Gopaluni , Ali Mesbah

Many dynamical systems can be successfully analyzed by representing them as networks. Empirically measured networks and dynamic processes that take place in these situations show heterogeneous, non-Markovian, and intrinsically correlated…

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

In reinforcement learning (RL), aligning agent behavior with specific objectives typically requires careful design of the reward function, which can be challenging when the desired objectives are complex. In this work, we propose an…

Machine Learning · Computer Science 2025-09-05 Yuting Tang , Yivan Zhang , Johannes Ackermann , Yu-Jie Zhang , Soichiro Nishimori , Masashi Sugiyama

We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The objective is to ensure that the time-averaged reward vector…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Rahul Misra , Manuela L. Bujorianu , Rafał Wisniewski

In these notes we will tackle the problem of finding optimal policies for Markov decision processes (MDPs) which are not fully known to us. Our intention is to slowly transition from an offline setting to an online (learning) setting.…

Artificial Intelligence · Computer Science 2022-06-22 Guillermo A. Perez

We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…

Machine Learning · Computer Science 2020-07-07 Luka V. Petrović , Ingo Scholtes

In this paper, we study the Markovian Pandora's Box Problem, where decisions are governed by both order constraints and Markovianly correlated rewards, structured within a shared directed acyclic graph. To the best of our knowledge,…

Computer Science and Game Theory · Computer Science 2025-02-04 Yuanyuan Yang , Ruimin Zhang , Jamie Morgenstern , Haifeng Xu

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

Optimization and Control · Mathematics 2022-08-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

This paper introduces a new approach for continual planning and model learning in relational, non-stationary stochastic environments. Such capabilities are essential for the deployment of sequential decision-making systems in the uncertain…

Artificial Intelligence · Computer Science 2024-07-24 Rushang Karia , Pulkit Verma , Alberto Speranzon , Siddharth Srivastava