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We study Exo-MDPs, a structured class of Markov Decision Processes (MDPs) where the state space is partitioned into exogenous and endogenous components. Exogenous states evolve stochastically, independent of the agent's actions, while…

Machine Learning · Statistics 2025-02-06 Jia Wan , Sean R. Sinclair , Devavrat Shah , Martin J. Wainwright

The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…

Machine Learning · Computer Science 2024-05-10 Kishan Panaganti , Adam Wierman , Eric Mazumdar

Efficient exploration has presented a long-standing challenge in reinforcement learning, especially when rewards are sparse. A developmental system can overcome this difficulty by learning from both demonstrations and self-exploration.…

Machine Learning · Computer Science 2021-02-19 Siqing Hou , Dongqi Han , Jun Tani

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

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 consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

A fundamental (and largely open) challenge in sequential decision-making is dealing with non-stationary environments, where exogenous environmental conditions change over time. Such problems are traditionally modeled as non-stationary…

Artificial Intelligence · Computer Science 2024-01-23 Baiting Luo , Yunuo Zhang , Abhishek Dubey , Ayan Mukhopadhyay

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

In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…

Artificial Intelligence · Computer Science 2019-10-25 Haifeng Zhang , Jun Wang , Zhiming Zhou , Weinan Zhang , Ying Wen , Yong Yu , Wenxin Li

Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

Machine Learning · Computer Science 2023-10-04 Alessandro Abate , Yousif Almulla , James Fox , David Hyland , Michael Wooldridge

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Machine Learning · Computer Science 2026-05-12 Avik Kar , Siddharth Chandak , Rahul Singh , Soumitra Sinhahajari , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

We consider reinforcement learning (RL) for a class of problems with bagged decision times. A bag contains a finite sequence of consecutive decision times. The transition dynamics are non-Markovian and non-stationary within a bag. All…

Machine Learning · Computer Science 2025-05-08 Daiqi Gao , Hsin-Yu Lai , Predrag Klasnja , Susan A. Murphy

We consider discounted infinite-horizon constrained Markov decision processes (CMDPs), where the goal is to find an optimal policy that maximizes the expected cumulative reward while satisfying expected cumulative constraints. Motivated by…

Machine Learning · Computer Science 2025-03-04 Tingting Ni , Maryam Kamgarpour

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Leveraging more test-time computation has proven to be an effective way to boost the reasoning capabilities of large language models (LLMs). Among various methods, the verify-and-improve paradigm stands out for enabling dynamic solution…

Machine Learning · Computer Science 2025-06-11 Yurun Yuan , Tengyang Xie

In this work, we propose KeRNS: an algorithm for episodic reinforcement learning in non-stationary Markov Decision Processes (MDPs) whose state-action set is endowed with a metric. Using a non-parametric model of the MDP built with…

Machine Learning · Computer Science 2022-03-25 Omar Darwiche Domingues , Pierre Ménard , Matteo Pirotta , Emilie Kaufmann , Michal Valko

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

Robotic systems operating in dynamic and uncertain environments increasingly require planners that satisfy complex task sequences while adhering to strict temporal constraints. Metric Interval Temporal Logic (MITL) offers a formal and…

Robotics · Computer Science 2026-01-05 Zhaoan Wang , Junchao Li , Mahdi Mohammad , Shaoping Xiao

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh
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