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Related papers: On Reward Structures of Markov Decision Processes

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This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…

Machine Learning · Computer Science 2020-12-29 Tao Li , Guanze Peng , Quanyan Zhu

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

We study reinforcement learning for continuous-time Markov decision processes (MDPs) in the finite-horizon episodic setting. In contrast to discrete-time MDPs, the inter-transition times of a continuous-time MDP are exponentially…

Machine Learning · Computer Science 2023-10-04 Xuefeng Gao , Xun Yu Zhou

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

This study addresses the challenges of dynamics and complexity in intelligent human-computer interaction and proposes a reinforcement learning-based optimization framework to improve long-term returns and overall experience. Human-computer…

Human-Computer Interaction · Computer Science 2025-11-03 Rui Liu , Yifan Zhuang , Runsheng Zhang

We establish a connection between policy evaluation in Markov decision processes and PageRank in network analysis. For a fixed policy, we show that the value function of a discounted Markov decision process can be obtained, up to an…

Optimization and Control · Mathematics 2026-05-04 Konstantin Avrachenkov , Lorenzo Gregoris , Nelly Litvak

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Exogenous state variables and rewards can slow reinforcement learning by injecting uncontrolled variation into the reward signal. This paper formalizes exogenous state variables and rewards and shows that if the reward function decomposes…

Machine Learning · Computer Science 2026-01-15 George Trimponias , Thomas G. Dietterich

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

Optimization and Control · Mathematics 2025-10-23 Arman Sharifi Kolarijani , Tolga Ok , Peyman Mohajerin Esfahani , Mohamad Amin Sharif Kolarijani

Exogenous state variables and rewards can slow down reinforcement learning by injecting uncontrolled variation into the reward signal. We formalize exogenous state variables and rewards and identify conditions under which an MDP with…

Machine Learning · Computer Science 2018-06-06 Thomas G. Dietterich , George Trimponias , Zhitang Chen

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Inverse Reinforcement Learning (IRL) describes the problem of learning an unknown reward function of a Markov Decision Process (MDP) from observed behavior of an agent. Since the agent's behavior originates in its policy and MDP policies…

Artificial Intelligence · Computer Science 2016-04-14 Michael Herman , Tobias Gindele , Jörg Wagner , Felix Schmitt , Wolfram Burgard

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Curriculum learning in reinforcement learning is a training methodology that seeks to speed up learning of a difficult target task, by first training on a series of simpler tasks and transferring the knowledge acquired to the target task.…

Machine Learning · Computer Science 2019-09-17 Sanmit Narvekar , Peter Stone

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

In the traditional view of reinforcement learning, the agent's goal is to find an optimal policy that maximizes its expected sum of rewards. Once the agent finds this policy, the learning ends. This view contrasts with \emph{continual…

Machine Learning · Computer Science 2025-07-16 Esraa Elelimy , David Szepesvari , Martha White , Michael Bowling

This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-13 Xiaopei Zhang , Xingang Wang , Xin Wang

Reinforcement Learning (RL) has demonstrated strong potential for industrial process control, yet policies trained in simulation often suffer from a significant sim-to-real gap when deployed on physical hardware. This work systematically…

Machine Learning · Computer Science 2026-03-13 Tatjana Krau , Jorge Mandlmaier , Tobias Damm , Frieder Heieck

Value-based methods play a fundamental role in Markov decision processes (MDPs) and reinforcement learning (RL). In this paper, we present a unified control-theoretic framework for analyzing valued-based methods such as value computation…

Optimization and Control · Mathematics 2022-02-15 Xingang Guo , Bin Hu
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