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A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

We consider the problem of computing the value and an optimal strategy for minimizing the expected termination time in one-counter Markov decision processes. Since the value may be irrational and an optimal strategy may be rather…

Formal Languages and Automata Theory · Computer Science 2012-05-08 Tomáš Brázdil , Antonín Kučera , Petr Novotný , Dominik Wojtczak

This paper gives the first polynomial-time algorithm for tabular Markov Decision Processes (MDP) that enjoys a regret bound \emph{independent on the planning horizon}. Specifically, we consider tabular MDP with $S$ states, $A$ actions, a…

Machine Learning · Computer Science 2022-06-17 Zihan Zhang , Xiangyang Ji , Simon S. Du

We formalize the problem of selecting the optimal set of options for planning as that of computing the smallest set of options so that planning converges in less than a given maximum of value-iteration passes. We first show that the problem…

Artificial Intelligence · Computer Science 2019-03-19 Yuu Jinnai , David Abel , D Ellis Hershkowitz , Michael Littman , George Konidaris

This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…

Optimization and Control · Mathematics 2024-05-27 Angeliki Kamoutsi , Peter Schmitt-Förster , Tobias Sutter , Volkan Cevher , John Lygeros

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

We introduce a parallel machine scheduling problem in which the processing times of jobs are not given in advance but are determined by a system of linear constraints. The objective is to minimize the makespan, i.e., the maximum job…

Data Structures and Algorithms · Computer Science 2015-10-30 Kameng Nip , Zhenbo Wang , Zizhuo Wang

We consider a social planner faced with a stream of myopic selfish agents. The goal of the social planner is to maximize the social welfare, however, it is limited to using only information asymmetry (regarding previous outcomes) and cannot…

Computer Science and Game Theory · Computer Science 2019-05-15 Lee Cohen , Yishay Mansour

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas

Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms,…

Systems and Control · Computer Science 2012-02-20 Thomas Furmston , David Barber

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy…

Artificial Intelligence · Computer Science 2014-05-13 Bruno Scherrer

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

We consider local planning in fixed-horizon MDPs with a generative model under the assumption that the optimal value function lies close to the span of a feature map. The generative model provides a local access to the MDP: The planner can…

Machine Learning · Computer Science 2021-07-12 Gellért Weisz , Philip Amortila , Barnabás Janzer , Yasin Abbasi-Yadkori , Nan Jiang , Csaba Szepesvári

While previous work on energy-efficient algorithms focused on assumption that tasks can be assigned to any processor, we initially study the problem of task scheduling on restricted parallel processors. The objective is to minimize the…

Data Structures and Algorithms · Computer Science 2013-09-17 Xibo Jin , Fa Zhang , Ying Song , Liya Fan , Zhiyong Liu

We study principal-agent problems in which a principal commits to an outcome-dependent payment scheme -- called contract -- in order to induce an agent to take a costly, unobservable action leading to favorable outcomes. We consider a…

Computer Science and Game Theory · Computer Science 2024-06-10 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

We consider finite and infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. We introduce an approach, whereby at every stage, each…

Machine Learning · Computer Science 2020-04-15 Dimitri Bertsekas

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…

Optimization and Control · Mathematics 2023-03-14 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

This paper proposes an intent-aware multi-agent planning framework as well as a learning algorithm. Under this framework, an agent plans in the goal space to maximize the expected utility. The planning process takes the belief of other…

Artificial Intelligence · Computer Science 2018-03-07 Siyuan Qi , Song-Chun Zhu