Related papers: Reinforcement Learning with a Terminator
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…
Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…
This paper studies the control synthesis of motion planning subject to uncertainties. The uncertainties are considered in robot motions and environment properties, giving rise to the probabilistic labeled Markov decision process (PL-MDP). A…
Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…
Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…
We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…
Exogenous state variables and rewards can slow reinforcement learning by injecting uncontrolled variation into the reward signal. This paper formalizes exogenous state variables and rewards and shows that if the reward function decomposes…
In this paper, we study the optimal stopping problem in the so-called exploratory framework, in which the agent takes actions randomly conditioning on current state and an entropy-regularized term is added to the reward functional. Such a…
We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…
In this work we solve the day-ahead unit commitment (UC) problem, by formulating it as a Markov decision process (MDP) and finding a low-cost policy for generation scheduling. We present two reinforcement learning algorithms, and devise a…
In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…
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…
Delayed Markov decision processes (DMDPs) fulfill the Markov property by augmenting the state space of agents with a finite time window of recently committed actions. In reliance on these state augmentations, delay-resolved reinforcement…
In this work, we consider the problem of autonomously discovering behavioral abstractions, or options, for reinforcement learning agents. We propose an algorithm that focuses on the termination condition, as opposed to -- as is common --…
We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…
The increasing use of autonomous and semi-autonomous agents in society has made it crucial to validate their safety. However, the complex scenarios in which they are used may make formal verification impossible. To address this challenge,…
We study a class of sequential decision-making problems with augmented predictions, potentially provided by a machine learning algorithm. In this setting, the decision-maker receives prediction intervals for unknown parameters that become…
We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…
Efficient exploration has presented a long-standing challenge in reinforcement learning, especially when rewards are sparse. A developmental system can overcome this difficulty by learning from both demonstrations and self-exploration.…