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Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

Diffusion planning is a promising method for learning high-performance policies from offline data. To avoid the impact of discrepancies between planning and reality on performance, previous works generate new plans at each time step.…

Machine Learning · Computer Science 2025-11-27 Jiaming Guo , Rui Zhang , Zerun Li , Yunkai Gao , Shaohui Peng , Siming Lan , Xing Hu , Zidong Du , Xishan Zhang , Ling Li

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Recently, we have struck the balance between the information freshness, in terms of age of information (AoI), experienced by users and energy consumed by sensors, by appropriately activating sensors to update their current status in caching…

Machine Learning · Computer Science 2021-04-15 Chao Xu , Yiping Xie , Xijun Wang , Howard H. Yang , Dusit Niyato , Tony Q. S. Quek

Integrating time-frequency resource conversion (TFRC), a new network resource allocation strategy, with call admission control can not only increase the cell capacity but also reduce network congestion effectively. However, the optimal…

Networking and Internet Architecture · Computer Science 2016-05-24 Hangguan Shan , Yani Zhang , Weihua Zhuang , Aiping Huang , Zhaoyang Zhang

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

Machine Learning · Statistics 2025-09-30 Mohammad Mehrabi , Stefan Wager

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

In numerous applications, it is required to produce forecasts for multiple time-series at different hierarchy levels. An obvious example is given by the supply chain in which demand forecasting may be needed at a store, city, or country…

Machine Learning · Computer Science 2021-01-06 Davide Burba , Trista Chen

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

It is still common to use Q-learning and temporal difference (TD) learning-even though they have divergence issues and sound Gradient TD alternatives exist-because divergence seems rare and they typically perform well. However, recent work…

Machine Learning · Computer Science 2020-09-21 Sina Ghiassian , Andrew Patterson , Shivam Garg , Dhawal Gupta , Adam White , Martha White

A novel framework for hierarchical forecast updating is presented, addressing a critical gap in the forecasting literature. By assuming a temporal hierarchy structure, the innovative approach extends hierarchical forecast reconciliation to…

Methodology · Statistics 2024-11-05 Lukas Neubauer , Peter Filzmoser

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

Considering grant-free transmissions in low-power IoT networks with unknown time-frequency distribution of interference, we address the problem of Dynamic Resource Configuration (DRC), which amounts to a Markov decision process.…

Information Theory · Computer Science 2021-06-08 Yang Huang , Caiyong Hao , Yijie Mao , Fuhui Zhou

Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at…

Machine Learning · Computer Science 2019-04-12 Pierre Thodoroff , Audrey Durand , Joelle Pineau , Doina Precup

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

We propose and analyze a temporal concatenation heuristic for solving large-scale finite-horizon Markov decision processes (MDP), which divides the MDP into smaller sub-problems along the time horizon and generates an overall solution by…

Optimization and Control · Mathematics 2022-06-22 Ruiyang Song , Kuang Xu

The computational power of mobile robots is currently insufficient to achieve torque level whole-body Model Predictive Control (MPC) at the update rates required for complex dynamic systems such as legged robots. This problem is commonly…

Robotics · Computer Science 2019-08-12 Ruben Grandia , Farbod Farshidian , René Ranftl , Marco Hutter

Deep reinforcement learning (DRL) finds extensive application in autonomous drone navigation within complex, high-risk environments. However, its practical deployment faces a safety-exploration dilemma: soft penalty mechanisms encourage…

Robotics · Computer Science 2026-05-04 Wentao Chen , Jingtang Chen , Mingjian Fu , Tiantian Li , Youfeng Su , Wenxi Liu , Yuanlong Yu

We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

Artificial Intelligence · Computer Science 2025-10-28 Yijia Wang , Daniel R. Jiang