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We present an efficient robust value iteration for \texttt{s}-rectangular robust Markov Decision Processes (MDPs) with a time complexity comparable to standard (non-robust) MDPs which is significantly faster than any existing method. We do…

Machine Learning · Computer Science 2023-02-01 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

It is quite challenging to ensure the safety of reinforcement learning (RL) agents in an unknown and stochastic environment under hard constraints that require the system state not to reach certain specified unsafe regions. Many popular…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yixuan Wang , Simon Sinong Zhan , Ruochen Jiao , Zhilu Wang , Wanxin Jin , Zhuoran Yang , Zhaoran Wang , Chao Huang , Qi Zhu

Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…

Optimization and Control · Mathematics 2024-06-04 Zhenwei Lin , Chenyu Xue , Qi Deng , Yinyu Ye

Persistence diagrams are efficient descriptors of the topology of a point cloud. As they do not naturally belong to a Hilbert space, standard statistical methods cannot be directly applied to them. Instead, feature maps (or representations)…

Probability · Mathematics 2020-12-01 Vincent Divol , Wolfgang Polonik

Deep neural policies have recently been installed in a diverse range of settings, from biotechnology to automated financial systems. However, the utilization of deep neural networks to approximate the value function leads to concerns on the…

Machine Learning · Computer Science 2024-06-26 Ezgi Korkmaz

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

Current work in explainable reinforcement learning generally produces policies in the form of a decision tree over the state space. Such policies can be used for formal safety verification, agent behavior prediction, and manual inspection…

Machine Learning · Computer Science 2021-02-26 Nicholay Topin , Stephanie Milani , Fei Fang , Manuela Veloso

Robustness has been extensively studied in reinforcement learning (RL) to handle various forms of uncertainty such as random perturbations, rare events, and malicious attacks. In this work, we consider one critical type of robustness…

Machine Learning · Computer Science 2023-10-27 Wenhao Ding , Laixi Shi , Yuejie Chi , Ding Zhao

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

Identifying the trade-offs between model-based and model-free methods is a central question in reinforcement learning. Value-based methods offer substantial computational advantages and are sometimes just as statistically efficient as…

Machine Learning · Computer Science 2024-03-13 David Cheikhi , Daniel Russo

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

One popular hypothesis of neural network generalization is that the flat local minima of loss surface in parameter space leads to good generalization. However, we demonstrate that loss surface in parameter space has no obvious relationship…

Machine Learning · Computer Science 2018-10-16 Fuxun Yu , Chenchen Liu , Yanzhi Wang , Liang Zhao , Xiang Chen

We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…

Artificial Intelligence · Computer Science 2025-11-20 Alessandro Abate , Thom Badings , Giuseppe De Giacomo , Francesco Fabiano

Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

Machine Learning · Computer Science 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

A Robust Markov Decision Process (RMDP) is a sequential decision making model that accounts for uncertainty in the parameters of dynamic systems. This uncertainty introduces difficulties in learning an optimal policy, especially for…

Artificial Intelligence · Computer Science 2017-03-08 Shirli Di-Castro Shashua , Shie Mannor

Standard value function approaches to finding policies for Partially Observable Markov Decision Processes (POMDPs) are generally considered to be intractable for large models. The intractability of these algorithms is to a large extent a…

Artificial Intelligence · Computer Science 2011-10-05 N. Roy , G. Gordon , S. Thrun

Neuroscientists postulate 3D representations in the brain in a variety of different coordinate frames (e.g. 'head-centred', 'hand-centred' and 'world-based'). Recent advances in reinforcement learning demonstrate a quite different approach…

Neurons and Cognition · Quantitative Biology 2020-07-10 Alex Muryy , N. Siddharth , Nantas Nardelli , Philip H. S. Torr , Andrew Glennerster

Reinforcement learning (RL) with continuous time and state/action spaces is often data-intensive and brittle under nuisance variability and shift, motivating methods that exploit value-preserving structures to stabilize and improve…

Machine Learning · Computer Science 2026-05-08 Zuyuan Zhang , Fei Xu Yu , Tian Lan

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

Real-world reinforcement learning is often \emph{nonstationary}: rewards and dynamics drift, accelerate, oscillate, and trigger abrupt switches in the optimal action. Existing theory often represents nonstationarity with coarse-scale models…

Machine Learning · Computer Science 2026-01-30 Zuyuan Zhang , Mahdi Imani , Tian Lan