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Related papers: Recursive Reinforcement Learning

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The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

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

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

Machine Learning · Computer Science 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…

Machine Learning · Computer Science 2026-04-15 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Machine Learning · Computer Science 2022-01-03 Mastane Achab , Gergely Neu

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

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

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

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…

Machine Learning · Computer Science 2024-11-01 Jia Lin Hau , Erick Delage , Esther Derman , Mohammad Ghavamzadeh , Marek Petrik

Model-based reinforcement learning (RL) is appealing because (i) it enables planning and thus more strategic exploration, and (ii) by decoupling dynamics from rewards, it enables fast transfer to new reward functions. However, learning an…

Machine Learning · Computer Science 2020-07-14 Evan Zheran Liu , Ramtin Keramati , Sudarshan Seshadri , Kelvin Guu , Panupong Pasupat , Emma Brunskill , Percy Liang

We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

Informed and robust decision making in the face of uncertainty is critical for robots that perform physical tasks alongside people. We formulate this as Bayesian Reinforcement Learning over latent Markov Decision Processes (MDPs). While…

Robotics · Computer Science 2020-02-11 Gilwoo Lee , Brian Hou , Sanjiban Choudhury , Siddhartha S. Srinivasa

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…

Machine Learning · Computer Science 2020-02-10 Chi Jin , Akshay Krishnamurthy , Max Simchowitz , Tiancheng Yu

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…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…

Machine Learning · Computer Science 2021-10-19 Gen Li , Yuxin Chen , Yuejie Chi , Yuantao Gu , Yuting Wei

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky