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Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

This paper considers the best policy identification (BPI) problem in online Constrained Markov Decision Processes (CMDPs). We are interested in algorithms that are model-free, have low regret, and identify an approximately optimal policy…

Machine Learning · Computer Science 2024-04-16 Zihan Zhou , Honghao Wei , Lei Ying

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Machine Learning · Computer Science 2023-04-25 Christel Baier , Clemens Dubslaff , Patrick Wienhöft , Stefan J. Kiebel

The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…

Optimization and Control · Mathematics 2022-10-21 Egor Gladin , Maksim Lavrik-Karmazin , Karina Zainullina , Varvara Rudenko , Alexander Gasnikov , Martin Takáč

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

Machine Learning · Statistics 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

Motivated by the recent discovery of a statistical and computational reduction from contextual bandits to offline regression (Simchi-Levi and Xu, 2021), we address the general (stochastic) Contextual Markov Decision Process (CMDP) problem…

Machine Learning · Computer Science 2024-05-29 Jian Qian , Haichen Hu , David Simchi-Levi

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Machine Learning · Computer Science 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

In this work, we study discrete-time Markov decision processes (MDPs) under constraints with Borel state and action spaces and where all the performance functions have the same form of the expected total reward (ETR) criterion over the…

Probability · Mathematics 2019-05-10 F. Dufour , Alexandre Genadot

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

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

Machine Learning · Computer Science 2023-12-21 Gellért Weisz , András György , Csaba Szepesvári

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

Machine Learning · Computer Science 2026-04-15 Zhongjun Zhang , Sean R. Sinclair

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

Machine Learning · Computer Science 2018-06-12 Josh Bertram , Peng Wei

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

As an important framework for safe Reinforcement Learning, the Constrained Markov Decision Process (CMDP) has been extensively studied in the recent literature. However, despite the rich results under various on-policy learning settings,…

Machine Learning · Computer Science 2022-07-14 Fan Chen , Junyu Zhang , Zaiwen Wen

We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…

Computer Science and Game Theory · Computer Science 2023-08-17 Damien Busatto-Gaston , Debraj Chakraborty , Anirban Majumdar , Sayan Mukherjee , Guillermo A. Pérez , Jean-François Raskin

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