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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

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 introduce a novel policy learning method that integrates analytical gradients from differentiable environments with the Proximal Policy Optimization (PPO) algorithm. To incorporate analytical gradients into the PPO framework, we…

Machine Learning · Computer Science 2023-12-15 Sanghyun Son , Laura Yu Zheng , Ryan Sullivan , Yi-Ling Qiao , Ming C. Lin

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Interpretability of AI models allows for user safety checks to build trust in such AIs. In particular, Decision Trees (DTs) provide a global look at the learned model and transparently reveal which features of the input are critical for…

Machine Learning · Computer Science 2024-01-23 Hector Kohler , Riad Akrour , Philippe Preux

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

Policy gradient algorithms have driven many recent advancements in language model reasoning. An appealing property is their ability to learn from exploration on their own trajectories, a process crucial for fostering diverse and creative…

Machine Learning · Computer Science 2026-03-13 Aleksei Petrenko , Ben Lipkin , Kevin Chen , Erik Wijmans , Marco Cusumano-Towner , Raja Giryes , Philipp Krähenbühl

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

Optimization and Control · Mathematics 2019-06-17 Yagiz Savas , Melkior Ornik , Murat Cubuktepe , Mustafa O. Karabag , Ufuk Topcu

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

We study Concave Constrained Markov Decision Processes (Concave CMDPs) where both the objective and constraints are defined as concave functions of the state-action occupancy measure. We propose the Variance-Reduced Primal-Dual Policy…

Machine Learning · Computer Science 2024-05-28 Donghao Ying , Mengzi Amy Guo , Hyunin Lee , Yuhao Ding , Javad Lavaei , Zuo-Jun Max Shen

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…

Machine Learning · Computer Science 2020-06-16 Jun Song , Chaoyue Zhao

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

Artificial Intelligence · Computer Science 2017-05-11 Yan Li , Zhaohan Sun

We introduce Threatened Markov Decision Processes (TMDPs) as an extension of the classical Markov Decision Process framework for Reinforcement Learning (RL). TMDPs allow suporting a decision maker against potential opponents in a RL…

Machine Learning · Computer Science 2019-08-27 Victor Gallego , Roi Naveiro , David Rios Insua , David Gomez-Ullate Oteiza

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

Machine Learning · Computer Science 2022-04-27 Ian Char , Viraj Mehta , Adam Villaflor , John M. Dolan , Jeff Schneider

Partially observable Markov decision processes (POMDPs) form a prominent model for uncertainty in sequential decision making. We are interested in constructing algorithms with theoretical guarantees to determine whether the agent has a…

Artificial Intelligence · Computer Science 2024-12-17 Marius Belly , Nathanaël Fijalkow , Hugo Gimbert , Florian Horn , Guillermo A. Pérez , Pierre Vandenhove

This document contains supplementary material for the paper "Multi-objective Reinforcement Learning with Continuous Pareto Frontier Approximation", published at the Twenty-Ninth AAAI Conference on Artificial Intelligence (AAAI-15). The…

Artificial Intelligence · Computer Science 2014-11-20 Matteo Pirotta , Simone Parisi , Marcello Restelli

This paper introduces a new approach to solve sensor management problems. Classically sensor management problems can be well formalized as Partially-Observed Markov Decision Processes (POMPD). The original approach developped here consists…

Machine Learning · Computer Science 2009-03-20 Thomas Bréhard , Emmanuel Duflos , Philippe Vanheeghe , Pierre-Arnaud Coquelin

Many sequential decision problems involve optimizing one objective function while imposing constraints on other objectives. Constrained Partially Observable Markov Decision Processes (C-POMDP) model this case with transition uncertainty and…

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

Several hierarchical reinforcement learning methods leverage planning to create a graph or sequences of intermediate goals, guiding a lower-level goal-conditioned (GC) policy to reach some final goals. The low-level policy is typically…

Machine Learning · Computer Science 2025-03-31 Olivier Serris , Stéphane Doncieux , Olivier Sigaud