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We introduce causal Markov Decision Processes (C-MDPs), a new formalism for sequential decision making which combines the standard MDP formulation with causal structures over state transition and reward functions. Many contemporary and…

Machine Learning · Statistics 2021-02-16 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

Safety and robustness are two desired properties for any reinforcement learning algorithm. CMDPs can handle additional safety constraints and RMDPs can perform well under model uncertainties. In this paper, we propose to unite these two…

Machine Learning · Computer Science 2021-08-21 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar , Radu Corcodel

In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

Machine Learning · Computer Science 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Deep neural networks (DNNs) are powerful tools in learning sophisticated but fixed mapping rules between inputs and outputs, thereby limiting their application in more complex and dynamic situations in which the mapping rules are not kept…

Machine Learning · Computer Science 2021-06-29 Guanxiong Zeng , Yang Chen , Bo Cui , Shan Yu

Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made…

Artificial Intelligence · Computer Science 2014-01-17 Mahdi Milani Fard , Joelle Pineau

Training self-driving cars is often challenging since they require a vast amount of labeled data in multiple real-world contexts, which is computationally and memory intensive. Researchers often resort to driving simulators to train the…

Artificial Intelligence · Computer Science 2022-12-01 Avinash Amballa , Advaith P. , Pradip Sasmal , Sumohana Channappayya

Reinforcement learning (RL) approaches based on Markov Decision Processes (MDPs) are predominantly applied in the robot joint space, often relying on limited task-specific information and partial awareness of the 3D environment. In…

Robotics · Computer Science 2026-03-09 Bingkun Huang , Yuhe Gong , Zewen Yang , Tianyu Ren , Luis Figueredo

Reinforcement learning (RL) agents are commonly trained and evaluated in the same environment. In contrast, humans often train in a specialized environment before being evaluated, such as studying a book before taking an exam. The potential…

Machine Learning · Computer Science 2024-06-19 Jarek Liesen , Chris Lu , Andrei Lupu , Jakob N. Foerster , Henning Sprekeler , Robert T. Lange

This paper addresses the problem of learning control policies for mobile robots, modeled as unknown Markov Decision Processes (MDPs), that are tasked with temporal logic missions, such as sequencing, coverage, or surveillance. The MDP…

Robotics · Computer Science 2022-07-13 Yiannis Kantaros

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…

Machine Learning · Computer Science 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

Many distributional quantities in reinforcement learning are intrinsically joint across actions, including distributions of gaps and probabilities of superiority. However, the classical Markov decision process (MDP) formalism specifies only…

Machine Learning · Computer Science 2026-03-10 Ege C. Kaya , Mahsa Ghasemi , Abolfazl Hashemi

We consider a decision-making problem where the environment varies both in space and time. Such problems arise naturally when considering e.g., the navigation of an underwater robot amidst ocean currents or the navigation of an aerial…

Robotics · Computer Science 2019-01-10 Lantao Liu , Gaurav S. Sukhatme

We consider a reinforcement learning setting introduced in (Maillard et al., NIPS 2011) where the learner does not have explicit access to the states of the underlying Markov decision process (MDP). Instead, she has access to several models…

Machine Learning · Computer Science 2014-09-16 Ronald Ortner , Odalric-Ambrym Maillard , Daniil Ryabko

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

As one of the core parts of flexible manufacturing systems, material handling involves storage and transportation of materials between workstations with automated vehicles. The improvement in material handling can impulse the overall…

Machine Learning · Computer Science 2023-05-24 Chengpeng Hu , Ziming Wang , Jialin Liu , Junyi Wen , Bifei Mao , Xin Yao