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In many real-world problems, there is the possibility to configure, to a limited extent, some environmental parameters to improve the performance of a learning agent. In this paper, we propose a novel framework, Configurable Markov Decision…

Artificial Intelligence · Computer Science 2018-06-15 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard…

Machine Learning · Computer Science 2022-10-19 Ruida Zhou , Tao Liu , Dileep Kalathil , P. R. Kumar , Chao Tian

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

Artificial Intelligence · Computer Science 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

Machine Learning · Computer Science 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

We study reinforcement learning for the optimal control of Branching Markov Decision Processes (BMDPs), a natural extension of (multitype) Branching Markov Chains (BMCs). The state of a (discrete-time) BMCs is a collection of entities of…

Machine Learning · Computer Science 2021-06-15 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

We use the Reward Biased Maximum Likelihood Estimation (RBMLE) algorithm to learn optimal policies for constrained Markov Decision Processes (CMDPs). We analyze the learning regrets of RBMLE.

Optimization and Control · Mathematics 2021-05-31 Rahul Singh

Software-intensive systems, such as software product lines and robotics, utilise Markov decision processes (MDPs) to capture uncertainty and analyse sequential decision-making problems. Despite the usefulness of conventional policy…

Artificial Intelligence · Computer Science 2026-05-01 Alexandros Evangelidis , Gricel Vázquez , Simos Gerasimou

Consider a transmission scheme with a single transmitter and multiple receivers over a faulty broadcast channel. For each receiver, the transmitter has a unique infinite stream of packets, and its goal is to deliver them at the highest…

Information Theory · Computer Science 2015-10-27 Mark Shifrin , Asaf Cohen , Omer Gurewitz , Olga Weisman

We investigate the problem of synthesizing optimal control policies for Markov decision processes (MDPs) with both qualitative and quantitative objectives. Specifically, our goal is to achieve a given linear temporal logic (LTL) task with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Yu Chen , Shaoyuan Li , Xiang Yin

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

In this paper, we study the problem of transferring the available Markov Decision Process (MDP) models to learn and plan efficiently in an unknown but similar MDP. We refer to it as \textit{Model Transfer Reinforcement Learning (MTRL)}…

Machine Learning · Computer Science 2023-02-21 Hannes Eriksson , Debabrota Basu , Tommy Tram , Mina Alibeigi , Christos Dimitrakakis

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

In recent years, state-of-the-art game-playing agents often involve policies that are trained in self-playing processes where Monte Carlo tree search (MCTS) algorithms and trained policies iteratively improve each other. The strongest…

Machine Learning · Computer Science 2019-05-16 Dennis J. N. J. Soemers , Éric Piette , Matthew Stephenson , Cameron Browne

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

Machine Learning · Computer Science 2019-06-21 Francis Bach

Off-policy reinforcement learning enables near-optimal policy from suboptimal experience, thereby provisions opportunity for artificial intelligence applications in healthcare. Previous works have mainly framed patient-clinician…

Artificial Intelligence · Computer Science 2018-06-05 Luchen Li , Matthieu Komorowski , Aldo A. Faisal

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi
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