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Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

We introduce learning and planning algorithms for average-reward MDPs, including 1) the first general proven-convergent off-policy model-free control algorithm without reference states, 2) the first proven-convergent off-policy model-free…

Machine Learning · Computer Science 2021-06-29 Yi Wan , Abhishek Naik , Richard S. Sutton

Learning Markov decision processes (MDP) in an adversarial environment has been a challenging problem. The problem becomes even more challenging with function approximation, since the underlying structure of the loss function and transition…

Machine Learning · Computer Science 2023-02-15 Fang Kong , Xiangcheng Zhang , Baoxiang Wang , Shuai Li

The goal of imitation learning is for an apprentice to learn how to behave in a stochastic environment by observing a mentor demonstrating the correct behavior. Accurate prior knowledge about the correct behavior can reduce the need for…

Machine Learning · Computer Science 2012-06-26 Umar Syed , Robert E. Schapire

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

Reinforcement learning algorithms often require finiteness of state and action spaces in Markov decision processes (MDPs) (also called controlled Markov chains) and various efforts have been made in the literature towards the applicability…

Machine Learning · Computer Science 2023-09-08 Ali Devran Kara , Naci Saldi , Serdar Yüksel

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

Deep reinforcement learning models are vulnerable to adversarial attacks that can decrease a victim's cumulative expected reward by manipulating the victim's observations. Despite the efficiency of previous optimization-based methods for…

Machine Learning · Computer Science 2023-02-28 You Qiaoben , Chengyang Ying , Xinning Zhou , Hang Su , Jun Zhu , Bo Zhang

The policy represented by the deep neural network can overfit the spurious features in observations, which hamper a reinforcement learning agent from learning effective policy. This issue becomes severe in high-dimensional state, where the…

Machine Learning · Computer Science 2023-05-01 Md Masudur Rahman , Yexiang Xue

Existing work on linear constrained Markov decision processes (CMDPs) has primarily focused on stochastic settings, where the losses and costs are either fixed or drawn from fixed distributions. However, such formulations are inherently…

Machine Learning · Computer Science 2026-05-13 Kihyun Yu , Seoungbin Bae , Dabeen Lee

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

Machine Learning · Computer Science 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard…

Machine Learning · Computer Science 2022-10-19 Ruida Zhou , Tao Liu , Dileep Kalathil , P. R. Kumar , Chao Tian

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

This paper presents the MAXQ approach to hierarchical reinforcement learning based on decomposing the target Markov decision process (MDP) into a hierarchy of smaller MDPs and decomposing the value function of the target MDP into an…

Machine Learning · Computer Science 2007-05-23 Thomas G. Dietterich

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone
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