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Related papers: Value Iteration is Optic Composition

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As intelligent systems gain autonomy and capability, it becomes vital to ensure that their objectives match those of their human users; this is known as the value-alignment problem. In robotics, value alignment is key to the design of…

What are the functionals of the reward that can be computed and optimized exactly in Markov Decision Processes?In the finite-horizon, undiscounted setting, Dynamic Programming (DP) can only handle these operations efficiently for certain…

Artificial Intelligence · Computer Science 2024-02-20 Alexandre Marthe , Aurélien Garivier , Claire Vernade

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…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

Iterative first-order methods such as gradient descent and its variants are widely used for solving optimization and machine learning problems. There has been recent interest in analytic or numerically efficient methods for computing…

Systems and Control · Computer Science 2020-03-24 Laurent Lessard , Peter Seiler

We develop a dynamical systems approach to prioritizing and selecting multiple recurring tasks with the aim of conferring a degree of deliberative goal selection to a mobile robot confronted with competing objectives. We take navigation as…

Dynamical Systems · Mathematics 2018-03-12 Paul B. Reverdy , Daniel E. Koditschek

In this paper, we investigate dynamic feature selection within multivariate time-series scenario, a common occurrence in clinical prediction monitoring where each feature corresponds to a bio-test result. Many existing feature selection…

Machine Learning · Computer Science 2024-05-31 Yutong Chen , Jiandong Gao , Ji Wu

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

In this paper we introduce a framework for option model composition. Option models are temporal abstractions that, like macro-operators in classical planning, jump directly from a start state to an end state. Prior work has focused on…

Artificial Intelligence · Computer Science 2012-07-03 David Silver , Kamil Ciosek

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Dynamic programming is a mathematical optimization method and a computer programming method as well. In this paper, the notion of sheaf programming in topological spaces is introduced and it is demonstrated that it relates very well to the…

Optimization and Control · Mathematics 2020-10-26 Merve Nur Cakir , Mehwish Saleemi , Karl-Heinz Zimmermann

In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

Computer Science and Game Theory · Computer Science 2017-11-29 Weiran Shen , Binghui Peng , Hanpeng Liu , Michael Zhang , Ruohan Qian , Yan Hong , Zhi Guo , Zongyao Ding , Pengjun Lu , Pingzhong Tang

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

Most exact algorithms for general partially observable Markov decision processes (POMDPs) use a form of dynamic programming in which a piecewise-linear and convex representation of one value function is transformed into another. We examine…

Artificial Intelligence · Computer Science 2013-02-08 Anthony R. Cassandra , Michael L. Littman , Nevin Lianwen Zhang

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang

Data valuation has become a cornerstone of the modern data economy, where datasets function as tradable intellectual assets that drive decision-making, model training, and market transactions. Despite substantial progress, existing…

Machine Learning · Statistics 2025-12-25 Zhangyong Liang , Ji Zhang , Xin Wang , Pengfei Zhang , Zhao Li

Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of…

Machine Learning · Computer Science 2025-11-14 Shuze Chen , Tianyi Peng

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

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou

It has long been observed that the performance of evolutionary algorithms and other randomized search heuristics can benefit from a non-static choice of the parameters that steer their optimization behavior. Mechanisms that identify…

Neural and Evolutionary Computing · Computer Science 2022-04-18 André Biedenkapp , Nguyen Dang , Martin S. Krejca , Frank Hutter , Carola Doerr