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General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

Machine Learning · Computer Science 2023-10-04 Xuefeng Gao , Xun Yu Zhou

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…

Machine Learning · Computer Science 2026-02-10 Anirudh Satheesh , Vaneet Aggarwal

Recommender systems play a crucial role in mitigating the problem of information overload by suggesting users' personalized items or services. The vast majority of traditional recommender systems consider the recommendation procedure as a…

Information Retrieval · Computer Science 2018-08-13 Xiangyu Zhao , Liang Zhang , Zhuoye Ding , Long Xia , Jiliang Tang , Dawei Yin

Adaptive HTTP streaming with centralized consideration of multiple streams has gained increasing interest. It poses a special challenge that the interests of both content provider and network operator need to be deliberately balanced. More…

Networking and Internet Architecture · Computer Science 2015-01-20 Zhisheng Yan , Cedric Westphal , Xin Wang , Chang Wen Chen

Recommender systems (RSs) have become an inseparable part of our everyday lives. They help us find our favorite items to purchase, our friends on social networks, and our favorite movies to watch. Traditionally, the recommendation problem…

Information Retrieval · Computer Science 2022-06-09 M. Mehdi Afsar , Trafford Crump , Behrouz Far

In this paper, we consider Markov Decision Processes (MDPs) with error states. Error states are those states entering which is undesirable or dangerous. We define the risk with respect to a policy as the probability of entering such a state…

Machine Learning · Computer Science 2011-09-13 P. Geibel , F. Wysotzki

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

Short video applications have attracted billions of users in recent years, fulfilling their various needs with diverse content. Users usually watch short videos on many topics on mobile devices in a short period of time, and give explicit…

Information Retrieval · Computer Science 2022-11-09 Xudong Gong , Qinlin Feng , Yuan Zhang , Jiangling Qin , Weijie Ding , Biao Li , Peng Jiang , Kun Gai

We consider a constrained Markov Decision Problem (CMDP) where the goal of an agent is to maximize the expected discounted sum of rewards over an infinite horizon while ensuring that the expected discounted sum of costs exceeds a certain…

Machine Learning · Computer Science 2024-11-01 Washim Uddin Mondal , Vaneet Aggarwal

In this paper, we study a multi-step interactive recommendation problem, where the item recommended at current step may affect the quality of future recommendations. To address the problem, we develop a novel and effective approach, named…

Machine Learning · Computer Science 2019-04-03 Yu Lei , Wenjie Li

Media streaming is the dominant application over wireless edge (access) networks. The increasing softwarization of such networks has led to efforts at intelligent control, wherein application-specific actions may be dynamically taken to…

Systems and Control · Electrical Eng. & Systems 2024-04-18 Archana Bura , Sarat Chandra Bobbili , Shreyas Rameshkumar , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

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…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

The emergence of smart Wi-Fi APs (Access Point), which are equipped with huge storage space, opens a new research area on how to utilize these resources at the edge network to improve users' quality of experience (QoE) (e.g., a short…

Multimedia · Computer Science 2017-03-13 Wen Hu , Yichao Jin , Yonggang Wen , Zhi Wang , Lifeng Sun

In recent years, content recommendation systems in large websites (or \emph{content providers}) capture an increased focus. While the type of content varies, e.g.\ movies, articles, music, advertisements, etc., the high level problem…

Machine Learning · Statistics 2016-07-06 Yahel David , Dotan Di Castro , Zohar Karnin

Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and…

Machine Learning · Computer Science 2023-06-14 Luca Sabbioni , Francesco Corda , Marcello Restelli