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We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the running cost and the cost from each time an impulse being…

Optimization and Control · Mathematics 2022-04-07 Alexey Piunovskiy , Yi Zhang

We provide the first solution for model-free reinforcement learning of {\omega}-regular objectives for Markov decision processes (MDPs). We present a constructive reduction from the almost-sure satisfaction of {\omega}-regular objectives to…

Logic in Computer Science · Computer Science 2018-10-03 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

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…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

In the domain of autonomous vehicles (AVs), decision-making is a critical factor that significantly influences the efficacy of autonomous navigation. As the field progresses, the enhancement of decision-making capabilities in complex…

Robotics · Computer Science 2024-06-21 Jiaqi Liu , Shiyu Fang , Xuekai Liu , Lulu Guo , Peng Hang , Jian Sun

This paper investigates the motion planning of autonomous dynamical systems modeled by Markov decision processes (MDP) with unknown transition probabilities over continuous state and action spaces. Linear temporal logic (LTL) is used to…

Machine Learning · Computer Science 2022-01-25 Mingyu Cai , Mohammadhosein Hasanbeig , Shaoping Xiao , Alessandro Abate , Zhen Kan

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

We present a probabilistic logic programming framework to reinforcement learning, by integrating reinforce-ment learning, in POMDP environments, with normal hybrid probabilistic logic programs with probabilistic answer set seman-tics, that…

Artificial Intelligence · Computer Science 2010-11-30 Emad Saad

Various algorithms for reinforcement learning (RL) exhibit dramatic variation in their convergence rates as a function of problem structure. Such problem-dependent behavior is not captured by worst-case analyses and has accordingly inspired…

Machine Learning · Statistics 2022-01-24 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

In many real-world reinforcement learning (RL) problems, besides optimizing the main objective function, an agent must concurrently avoid violating a number of constraints. In particular, besides optimizing performance it is crucial to…

Machine Learning · Computer Science 2018-05-22 Yinlam Chow , Ofir Nachum , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

The agent learns to organize decision behavior to achieve a behavioral goal, such as reward maximization, and reinforcement learning is often used for this optimization. Learning an optimal behavioral strategy is difficult under the…

Machine Learning · Computer Science 2023-05-09 Kazuki Takahashi , Tomoki Fukai , Yutaka Sakai , Takashi Takekawa

Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with…

Machine Learning · Computer Science 2025-08-29 Juan Sebastian Rojas , Chi-Guhn Lee

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…

Artificial Intelligence · Computer Science 2023-09-12 Donghwan Lee , Do Wan Kim

Many real-world applications of reinforcement learning (RL) require the agent to deal with high-dimensional observations such as those generated from a megapixel camera. Prior work has addressed such problems with representation learning,…

Machine Learning · Computer Science 2022-03-08 Yonathan Efroni , Dipendra Misra , Akshay Krishnamurthy , Alekh Agarwal , John Langford

In this paper, we consider a continuous-time Markov decision process (CTMDP) in Borel spaces, where the certainty equivalent with respect to the exponential utility of the total undiscounted cost is to be minimized. The cost rate is…

Optimization and Control · Mathematics 2016-11-29 Yi Zhang

Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision…

Machine Learning · Computer Science 2013-01-07 Christian R. Shelton