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We study risk-sensitive reinforcement learning in finite discounted MDPs with recursive entropic risk measures (ERM), where the risk parameter $\beta \neq 0$ controls the agent's risk attitude: $\beta>0$ for risk-averse and $\beta<0$ for…

Machine Learning · Computer Science 2026-05-20 Oliver Mortensen , Mohammad Sadegh Talebi

Given a set of trajectories demonstrating the execution of a task safely in a constrained MDP with observable rewards but with unknown constraints and non-observable costs, we aim to find a policy that maximizes the likelihood of…

Machine Learning · Computer Science 2026-03-02 George Papadopoulos , George A. Vouros

We consider infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Yifan Lin , Enlu Zhou

Robot learning is often difficult due to the expense of gathering data. The need for large amounts of data can, and should, be tackled with effective algorithms and leveraging expert information on robot dynamics. Bayesian reinforcement…

Robotics · Computer Science 2023-07-25 Hai Nguyen , Sammie Katt , Yuchen Xiao , Christopher Amato

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

Machine Learning · Computer Science 2019-02-21 Marek Petrik , Reazul Hasan Russell

We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational…

Machine Learning · Computer Science 2023-04-13 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

In standard reinforcement learning settings, agents typically assume immediate feedback about the effects of their actions after taking them. However, in practice, this assumption may not hold true due to physical constraints and can…

Machine Learning · Computer Science 2024-06-27 Armin Karamzade , Kyungmin Kim , Montek Kalsi , Roy Fox

Traditional imitation learning provides a set of methods and algorithms to learn a reward function or policy from expert demonstrations. Learning from demonstration has been shown to be advantageous for navigation tasks as it allows for…

Robotics · Computer Science 2021-08-03 Christian Ellis , Maggie Wigness , John G. Rogers , Craig Lennon , Lance Fiondella

We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode. This model captures environments that are stable except at a few…

Machine Learning · Computer Science 2026-02-11 Ofir Schlisselberg , Tal Lancewicki , Yishay Mansour

In this paper we present a Bayesian reinforcement learning framework that allows robotic manipulators to adaptively recover from random mechanical failures autonomously, hence being survivable. To this end, we formulate the framework of…

Robotics · Computer Science 2020-10-21 Sayyed Jaffar Ali Raza , Apan Dastider , Mingjie Lin

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

Machine Learning · Computer Science 2024-10-24 Dengwang Tang , Dongze Ye , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…

Robotics · Computer Science 2019-04-09 Sung-Kyun Kim , Rohan Thakker , Ali-akbar Agha-mohammadi

Bayesian approaches provide a principled solution to the exploration-exploitation trade-off in Reinforcement Learning. Typical approaches, however, either assume a fully observable environment or scale poorly. This work introduces the…

Artificial Intelligence · Computer Science 2018-11-15 Sammie Katt , Frans Oliehoek , Christopher Amato

Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating…

Machine Learning · Computer Science 2020-06-02 Linfang Hou , Liang Pang , Xin Hong , Yanyan Lan , Zhiming Ma , Dawei Yin

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang