Related papers: BATS: Best Action Trajectory Stitching

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…

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.…

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Traffic signal control is an important problem in urban mobility with a significant potential of economic and environmental impact. While there is a growing interest in Reinforcement Learning (RL) for traffic signal control, the work so far…

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

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…

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…

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…

Most offline reinforcement learning (RL) algorithms return a target policy maximizing a trade-off between (1) the expected performance gain over the behavior policy that collected the dataset, and (2) the risk stemming from the…

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

We consider offline reinforcement learning (RL) in $H$-horizon Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where the action-value function of every policy is linear with respect to a given…

In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…