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We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

Machine Learning · Computer Science 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…

Machine Learning · Computer Science 2020-10-19 Jingbin Liu , Xinyang Gu , Shuai Liu

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…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

Reinforcement Learning from Human Feedback (RLHF) has emerged as a powerful technique for aligning large language models (LLMs) with human preferences. However, effectively aligning LLMs with diverse human preferences remains a significant…

Computation and Language · Computer Science 2025-07-03 Chengao Li , Hanyu Zhang , Yunkun Xu , Hongyan Xue , Xiang Ao , Qing He

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Cooperative multi-agent reinforcement learning is a decentralized paradigm in sequential decision making where agents distributed over a network iteratively collaborate with neighbors to maximize global (network-wide) notions of rewards.…

Machine Learning · Computer Science 2021-09-27 Carlo Alfano , Patrick Rebeschini

This paper proposes a novel termination criterion, termed the advantage gap function, for finite state and action Markov decision processes (MDP) and reinforcement learning (RL). By incorporating this advantage gap function into the design…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

An ongoing challenge in neural information processing is: how do neurons adjust their connectivity to improve task performance over time (i.e., actualize learning)? It is widely believed that there is a consistent, synaptic-level learning…

Neural and Evolutionary Computing · Computer Science 2021-06-01 Aman Bhargava , Mohammad R. Rezaei , Milad Lankarany

This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random…

Machine Learning · Computer Science 2024-02-06 Jianyi Yang , Pengfei Li , Tongxin Li , Adam Wierman , Shaolei Ren

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

Reinforcement Learning (RL) for constrained MDPs (CMDPs) is an increasingly important problem for various applications. Often, the average criterion is more suitable than the discounted criterion. Yet, RL for average-CMDPs (ACMDPs) remains…

Machine Learning · Computer Science 2024-05-27 Akhil Agnihotri , Rahul Jain , Haipeng Luo

We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

Policy gradient (PG) is a reinforcement learning (RL) approach that optimizes a parameterized policy model for an expected return using gradient ascent. While PG can work well even in non-Markovian environments, it may encounter plateaus or…

Machine Learning · Computer Science 2024-07-08 Tetsuro Morimura , Kazuhiro Ota , Kenshi Abe , Peinan Zhang

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

This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…

Machine Learning · Computer Science 2024-10-31 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in…

Artificial Intelligence · Computer Science 2019-11-18 Jonathan Baxter , Peter L. Bartlett