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Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

We study an approach to offline reinforcement learning (RL) based on optimally solving finitely-represented MDPs derived from a static dataset of experience. This approach can be applied on top of any learned representation and has the…

Machine Learning · Computer Science 2025-02-06 Aayam Shrestha , Stefan Lee , Prasad Tadepalli , Alan Fern

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

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

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…

Machine Learning · Computer Science 2021-03-02 Zichuan Lin , Garrett Thomas , Guangwen Yang , Tengyu Ma

We study model-free reinforcement learning (RL) in non-stationary finite-horizon episodic Markov decision processes (MDPs) without prior knowledge of the non-stationarity. We focus on the piecewise stationary (PS) setting, where both…

Machine Learning · Computer Science 2026-05-13 Argyrios Gerogiannis , Yu-Han Huang , Venugopal V. Veeravalli

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2022-07-26 Ayush Aniket , Arpan Chattopadhyay

We explore online learning in episodic loop-free Markov decision processes on non-stationary environments (changing losses and probability transitions). Our focus is on the Concave Utility Reinforcement Learning problem (CURL), an extension…

Machine Learning · Computer Science 2024-05-31 Bianca Marin Moreno , Margaux Brégère , Pierre Gaillard , Nadia Oudjane

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

Robotics · Computer Science 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

The low rank MDP has emerged as an important model for studying representation learning and exploration in reinforcement learning. With a known representation, several model-free exploration strategies exist. In contrast, all algorithms for…

Machine Learning · Computer Science 2022-06-23 Aditya Modi , Jinglin Chen , Akshay Krishnamurthy , Nan Jiang , Alekh Agarwal

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami