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We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

This paper studies temporal planning in probabilistic environments, modeled as labeled Markov decision processes (MDPs), with user preferences over multiple temporal goals. Existing works reflect such preferences as a prioritized list of…

Formal Languages and Automata Theory · Computer Science 2023-04-25 Lening Li , Hazhar Rahmani , Jie Fu

Which ads should we display in sponsored search in order to maximize our revenue? How should we dynamically rank information sources to maximize the value of the ranking? These applications exhibit strong diminishing returns: Redundancy…

Machine Learning · Computer Science 2014-07-07 Daniel Golovin , Andreas Krause , Matthew Streeter

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{simulated optimal} policy, for which the performance of this…

Optimization and Control · Mathematics 2014-10-13 Yinlam Chow , Mohammad Ghavamzadeh

We consider a multi-source relaying system where independent sources randomly generate status update packets which are sent to the destination with the aid of a relay through unreliable links. We develop transmission scheduling policies to…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Abolfazl Zakeri , Mohammad Moltafet , Markus Leinonen , Marian Codreanu

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

In this work, we aim to obtain the optimal tradeoff between the average delay and the average power consumption in a communication system. In our system, the arrivals occur at each timeslot according to a Bernoulli arrival process and are…

Information Theory · Computer Science 2016-09-13 Xiang Chen , Wei Chen , Joohyun Lee , Ness B. Shroff

We study offline reinforcement learning under a novel model called strategic MDP, which characterizes the strategic interactions between a principal and a sequence of myopic agents with private types. Due to the bilevel structure and…

Machine Learning · Statistics 2022-08-24 Mengxin Yu , Zhuoran Yang , Jianqing Fan

This work considers the design of online transmission policy in a wireless-powered communication system with a given energy budget. The system design objective is to maximize the long-term throughput of the system exploiting the energy…

Information Theory · Computer Science 2019-02-26 Xian Li , Xiangyun Zhou , Derrick Wing Kwan Ng , Changyin Sun

This paper considers an optimal task allocation problem for human robot collaboration in human robot systems with persistent tasks. Such human robot systems consist of human operators and intelligent robots collaborating with each other to…

Robotics · Computer Science 2017-06-02 Bo Wu , Bin Hu , Hai Lin

The robust constrained Markov decision process (RCMDP) is a recent task-modelling framework for reinforcement learning that incorporates behavioural constraints and that provides robustness to errors in the transition dynamics model through…

Machine Learning · Computer Science 2024-05-16 David M. Bossens

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of…

Machine Learning · Computer Science 2020-09-25 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

Machine Learning · Computer Science 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

This paper proposes a learning algorithm to find a scheduling policy that achieves an optimal delay-power trade-off in communication systems. Reinforcement learning (RL) is used to minimize the expected latency for a given energy constraint…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Yu Zhao , Joohyun Lee , Wei Chen

We utilize an offline reinforcement learning (RL) model for sequential targeted promotion in the presence of budget constraints in a real-world business environment. In our application, the mobile app aims to boost customer retention by…

Machine Learning · Computer Science 2022-07-19 Fanglin Chen , Xiao Liu , Bo Tang , Feiyu Xiong , Serim Hwang , Guomian Zhuang

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Multi-model Markov decision process (MMDP) is a promising framework for computing policies that are robust to parameter uncertainty in MDPs. MMDPs aim to find a policy that maximizes the expected return over a distribution of MDP models.…

Machine Learning · Computer Science 2025-07-15 Xihong Su , Marek Petrik
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