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This paper introduces an innovative approach based on policy iteration (PI), a reinforcement learning (RL) algorithm, to obtain an optimal observer with a quadratic cost function. This observer is designed for systems with a given…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Soroush Asri , Luis Rodrigues

This work compares ways of extending Reinforcement Learning algorithms to Partially Observed Markov Decision Processes (POMDPs) with options. One view of options is as temporally extended action, which can be realized as a memory that…

Machine Learning · Computer Science 2024-10-14 Shu Ishida , João F. Henriques

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

In many engineering systems, proper predictive maintenance and operational control are essential to increase efficiency and reliability while reducing maintenance costs. However, one of the major challenges is that many sensors are used for…

Applications · Statistics 2025-12-09 Boyang Xu , Yunyi Kang , Xinyu Zhao , Hao Yan , Feng Ju

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

Partial Observability -- where agents can only observe partial information about the true underlying state of the system -- is ubiquitous in real-world applications of Reinforcement Learning (RL). Theoretically, learning a near-optimal…

Machine Learning · Computer Science 2022-12-19 Fan Chen , Yu Bai , Song Mei

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

A major component of overfitting in model-free reinforcement learning (RL) involves the case where the agent may mistakenly correlate reward with certain spurious features from the observations generated by the Markov Decision Process…

Machine Learning · Computer Science 2020-01-01 Xingyou Song , Yiding Jiang , Stephen Tu , Yilun Du , Behnam Neyshabur

Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an agent needs to learn short-term memories of relevant…

Artificial Intelligence · Computer Science 2007-05-23 Ivo Kwee , Marcus Hutter , Juergen Schmidhuber

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision…

Machine Learning · Computer Science 2013-01-07 Christian R. Shelton

We present the problem of reinforcement learning with exogenous termination. We define the Termination Markov Decision Process (TerMDP), an extension of the MDP framework, in which episodes may be interrupted by an external non-Markovian…

Machine Learning · Computer Science 2023-10-09 Guy Tennenholtz , Nadav Merlis , Lior Shani , Shie Mannor , Uri Shalit , Gal Chechik , Assaf Hallak , Gal Dalal

In many practical settings control decisions must be made under partial/imperfect information about the evolution of a relevant state variable. Partially Observable Markov Decision Processes (POMDPs) is a relatively well-developed framework…

Machine Learning · Computer Science 2021-12-30 Yanling Chang , Alfredo Garcia , Zhide Wang , Lu Sun

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

Multi-agent reinforcement learning (MARL) under partial observability has long been considered challenging, primarily due to the requirement for each agent to maintain a belief over all other agents' local histories -- a domain that…

Artificial Intelligence · Computer Science 2020-08-18 Weichao Mao , Kaiqing Zhang , Erik Miehling , Tamer Başar

Partially Observable Markov Decision Processes (POMDPs) are fundamental to many real-world applications. Although reinforcement learning (RL) has shown success in fully observable domains, learning policies from traces in partially…

Machine Learning · Computer Science 2025-08-05 Yuly Wu , Jiamou Liu , Libo Zhang

Off-policy evaluation (OPE) in reinforcement learning is an important problem in settings where experimentation is limited, such as education and healthcare. But, in these very same settings, observed actions are often confounded by…

Machine Learning · Computer Science 2020-07-29 Andrew Bennett , Nathan Kallus , Lihong Li , Ali Mousavi