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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

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

We consider offline reinforcement learning (RL) in $H$-horizon Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where the action-value function of every policy is linear with respect to a given…

Machine Learning · Computer Science 2024-05-28 Volodymyr Tkachuk , Gellért Weisz , Csaba Szepesvári

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

Optimization and Control · Mathematics 2019-03-29 Eugene A. Feinberg , Anna Jaśkiewicz , Andrzej S. Nowak

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

There have been many recent advances on provably efficient Reinforcement Learning (RL) in problems with rich observation spaces. However, all these works share a strong realizability assumption about the optimal value function of the true…

Machine Learning · Computer Science 2021-06-23 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…

Artificial Intelligence · Computer Science 2015-09-09 Yanping Huang

Deep reinforcement learning has demonstrated remarkable achievements across diverse domains such as video games, robotic control, autonomous driving, and drug discovery. Common methodologies in partially-observable domains largely lean on…

Machine Learning · Computer Science 2024-02-15 Michael Lanier , Ying Xu , Nathan Jacobs , Chongjie Zhang , Yevgeniy Vorobeychik

This paper proposes a reinforcement learning method for controller synthesis of autonomous systems in unknown and partially-observable environments with subjective time-dependent safety constraints. Mathematically, we model the system…

Robotics · Computer Science 2021-04-06 Yu Wang , Alper Kamil Bozkurt , Miroslav Pajic

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

This work proposes a decision-making framework for partially observable systems in continuous time with discrete state and action spaces. As optimal decision-making becomes intractable for large state spaces we employ approximation methods…

Machine Learning · Computer Science 2024-03-01 Yannick Eich , Bastian Alt , Heinz Koeppl

Shifting from traditional control strategies to Deep Reinforcement Learning (RL) for legged robots poses inherent challenges, especially when addressing real-world physical constraints during training. While high-fidelity simulations…

Robotics · Computer Science 2023-09-28 Joonho Lee , Lukas Schroth , Victor Klemm , Marko Bjelonic , Alexander Reske , Marco Hutter

Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying (''latent'') dynamics are comparatively simple. However, outside of restrictive…

Machine Learning · Computer Science 2024-10-24 Philip Amortila , Dylan J. Foster , Nan Jiang , Akshay Krishnamurthy , Zakaria Mhammedi

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our…

Machine Learning · Computer Science 2016-12-02 Nan Jiang , Akshay Krishnamurthy , Alekh Agarwal , John Langford , Robert E. Schapire

Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an…

Machine Learning · Statistics 2016-05-12 Christoph Dann , Emma Brunskill

The olfactory search POMDP (partially observable Markov decision process) is a sequential decision-making problem designed to mimic the task faced by insects searching for a source of odor in turbulence, and its solutions have applications…

Robotics · Computer Science 2023-03-21 Aurore Loisy , Robin A. Heinonen

The Bayes-Adaptive Markov Decision Process (BAMDP) formalism pursues the Bayes-optimal solution to the exploration-exploitation trade-off in reinforcement learning. As the computation of exact solutions to Bayesian reinforcement-learning…

Machine Learning · Computer Science 2022-11-01 Dilip Arumugam , Satinder Singh