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Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Controllable Markov chains describe the dynamics of sequential decision making tasks and are the central component in optimal control and reinforcement learning. In this work, we give the general form of an optimal policy for learning…

Machine Learning · Computer Science 2025-12-24 Peter N. Loxley

What are the functionals of the reward that can be computed and optimized exactly in Markov Decision Processes?In the finite-horizon, undiscounted setting, Dynamic Programming (DP) can only handle these operations efficiently for certain…

Artificial Intelligence · Computer Science 2024-02-20 Alexandre Marthe , Aurélien Garivier , Claire Vernade

Determining the most appropriate features for machine learning predictive models is challenging regarding performance and feature acquisition costs. In particular, global feature choice is limited given that some features will only benefit…

Machine Learning · Computer Science 2026-03-17 Gabriel Bernardino , Anders Jonsson , Patrick Clarysse , Nicolas Duchateau

We consider the problem of learning models for risk-sensitive reinforcement learning. We theoretically demonstrate that proper value equivalence, a method of learning models which can be used to plan optimally in the risk-neutral setting,…

Machine Learning · Computer Science 2023-12-05 Tyler Kastner , Murat A. Erdogdu , Amir-massoud Farahmand

Many robotic tasks are composed of a lot of temporally correlated sub-tasks in a highly complex environment. It is important to discover situational intentions and proper actions by deliberating on temporal abstractions to solve problems…

Machine Learning · Computer Science 2022-07-26 Se-Wook Yoo , Seung-Woo Seo

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

Enabling the capability of assessing risk and making risk-aware decisions is essential to applying reinforcement learning to safety-critical robots like drones. In this paper, we investigate a specific case where a nano quadcopter robot…

Robotics · Computer Science 2022-09-27 Cheng Liu , Erik-Jan van Kampen , Guido C. H. E. de Croon

This paper contributes a new approach for distributional reinforcement learning which elucidates a clean separation of transition structure and reward in the learning process. Analogous to how the successor representation (SR) describes the…

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 reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Domain randomization in reinforcement learning is an established technique for increasing the robustness of control policies trained in simulation. By randomizing environment properties during training, the learned policy can become robust…

Existing batch size selection approaches in distributed machine learning rely on static allocation or simplistic heuristics that fail to adapt to heterogeneous, dynamic computing environments. We present DYNAMIX, a reinforcement learning…

Machine Learning · Computer Science 2025-10-10 Yuanjun Dai , Keqiang He , An Wang

An important step in the design of autonomous systems is to evaluate the probability that a failure will occur. In safety-critical domains, the failure probability is extremely small so that the evaluation of a policy through Monte Carlo…

Machine Learning · Computer Science 2022-11-23 Anthony Corso , Kyu-Young Kim , Shubh Gupta , Grace Gao , Mykel J. Kochenderfer

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…

Optimization and Control · Mathematics 2023-12-05 Andrzej Ruszczynski , Shangzhe Yang

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

Multiagent Systems · Computer Science 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…

Machine Learning · Computer Science 2018-05-28 Pratik Gajane , Ronald Ortner , Peter Auer
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