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Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more…

Neural and Evolutionary Computing · Computer Science 2026-02-03 Qianhao Zhu , Sijie Ma , Zeyuan Ma , Hongshu Guo , Yue-Jiao Gong

Multi-objective Markov decision processes are sequential decision-making problems that involve multiple conflicting reward functions that cannot be optimized simultaneously without a compromise. This type of problems cannot be solved by a…

Machine Learning · Computer Science 2023-08-22 Sherif Abdelfattah , Kathryn Merrick , Jiankun Hu

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

This paper studies long-term fair machine learning which aims to mitigate group disparity over the long term in sequential decision-making systems. To define long-term fairness, we leverage the temporal causal graph and use the…

Machine Learning · Computer Science 2024-01-23 Yaowei Hu , Yongkai Wu , Lu Zhang

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

In this work, we focus on the problem of safe policy transfer in reinforcement learning: we seek to leverage existing policies when learning a new task with specified constraints. This problem is important for safety-critical applications…

Machine Learning · Computer Science 2022-11-11 Zeyu Feng , Bowen Zhang , Jianxin Bi , Harold Soh

We consider fair resource allocation in sequential decision-making environments modeled as weakly coupled Markov decision processes, where resource constraints couple the action spaces of $N$ sub-Markov decision processes (sub-MDPs) that…

Machine Learning · Computer Science 2025-04-29 Xiaohui Tu , Yossiri Adulyasak , Nima Akbarzadeh , Erick Delage

We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…

Optimization and Control · Mathematics 2020-01-13 Joan Bas-Serrano , Gergely Neu

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing…

Computer Science and Game Theory · Computer Science 2025-02-18 Michael Curry , Vinzenz Thoma , Darshan Chakrabarti , Stephen McAleer , Christian Kroer , Tuomas Sandholm , Niao He , Sven Seuken

Learning from Preferential Feedback (LfPF) plays an essential role in training Large Language Models, as well as certain types of interactive learning agents. However, a substantial gap exists between the theory and application of LfPF…

Machine Learning · Computer Science 2024-03-29 Jonathan Colaço Carr , Prakash Panangaden , Doina Precup

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…

Machine Learning · Computer Science 2023-06-16 Antoine Moulin , Gergely Neu

Algorithmic decision making systems are ubiquitous across a wide variety of online as well as offline services. These systems rely on complex learning methods and vast amounts of data to optimize the service functionality, satisfaction of…

Machine Learning · Statistics 2017-03-27 Muhammad Bilal Zafar , Isabel Valera , Manuel Gomez Rodriguez , Krishna P. Gummadi

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

Engagement-optimized adaptive tutoring systems may prioritize short-term behavioral signals over sustained learning outcomes, creating structural incentives for reward hacking in reinforcement learning policies. We formalize this challenge…

Artificial Intelligence · Computer Science 2026-04-07 Oluseyi Olukola , Nick Rahimi

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh