Related papers: A sojourn-based approach to semi-Markov Reinforcem…
We present a semi-Markov model of random walk on complex networks in discrete and continuous-time scenario. In the general setting of the semi-Markov chains, the duration of stay at given node - the sojourn time - is random, and the…
New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations…
Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov…
The dynamic vehicle dispatching problem corresponds to deciding which vehicles to assign to requests that arise stochastically over time and space. It emerges in diverse areas, such as in the assignment of trucks to loads to be transported;…
This paper applies the authors' recent results on asynchronous stochastic approximation (SA) in the Borkar-Meyn framework to reinforcement learning in average-reward semi-Markov decision processes (SMDPs). We establish the convergence of an…
In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…
In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…
We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…
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…
We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human…
We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…
A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…
Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…
Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…
We introduce a reinforcement learning method for a class of non-Markov systems; our approach extends the actor-critic framework given by Rose et al. [New J. Phys. 23 013013 (2021)] for obtaining scaled cumulant generating functions…
We introduce a novel framework to account for sensitivity to rewards uncertainty in sequential decision-making problems. While risk-sensitive formulations for Markov decision processes studied so far focus on the distribution of the…
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…
We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…
Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…
This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…