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In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

In several reinforcement learning (RL) scenarios, mainly in security settings, there may be adversaries trying to interfere with the reward generating process. In this paper, we introduce Threatened Markov Decision Processes (TMDPs), which…

Machine Learning · Computer Science 2019-10-28 Victor Gallego , Roi Naveiro , David Rios Insua

This paper proposes a reinforcement learning method for controller synthesis of autonomous systems in unknown and partially-observable environments with subjective time-dependent safety constraints. Mathematically, we model the system…

Robotics · Computer Science 2021-04-06 Yu Wang , Alper Kamil Bozkurt , Miroslav Pajic

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below…

Machine Learning · Computer Science 2019-05-29 Nicolas Carrara , Edouard Leurent , Romain Laroche , Tanguy Urvoy , Odalric-Ambrym Maillard , Olivier Pietquin

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

In real-world reinforcement learning applications the learner's observation space is ubiquitously high-dimensional with both relevant and irrelevant information about the task at hand. Learning from high-dimensional observations has been…

Machine Learning · Computer Science 2022-06-10 Yonathan Efroni , Dylan J. Foster , Dipendra Misra , Akshay Krishnamurthy , John Langford

We consider the problem of learning an unknown Markov Decision Process (MDP) that is weakly communicating in the infinite horizon setting. We propose a Thompson Sampling-based reinforcement learning algorithm with dynamic episodes (TSDE).…

Machine Learning · Computer Science 2017-09-15 Yi Ouyang , Mukul Gagrani , Ashutosh Nayyar , Rahul Jain

We introduce Threatened Markov Decision Processes (TMDPs) as an extension of the classical Markov Decision Process framework for Reinforcement Learning (RL). TMDPs allow suporting a decision maker against potential opponents in a RL…

Machine Learning · Computer Science 2019-08-27 Victor Gallego , Roi Naveiro , David Rios Insua , David Gomez-Ullate Oteiza

We introduce Dynamic Contextual Markov Decision Processes (DCMDPs), a novel reinforcement learning framework for history-dependent environments that generalizes the contextual MDP framework to handle non-Markov environments, where contexts…

Machine Learning · Computer Science 2023-05-19 Guy Tennenholtz , Nadav Merlis , Lior Shani , Martin Mladenov , Craig Boutilier

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

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

Exogenous state variables and rewards can slow down reinforcement learning by injecting uncontrolled variation into the reward signal. We formalize exogenous state variables and rewards and identify conditions under which an MDP with…

Machine Learning · Computer Science 2018-06-06 Thomas G. Dietterich , George Trimponias , Zhitang Chen

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…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

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

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter
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