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Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…

Machine Learning · Computer Science 2026-04-01 Yining Lu , Zilong Wang , Shiyang Li , Xin Liu , Changlong Yu , Qingyu Yin , Zhan Shi , Zixuan Zhang , Meng Jiang

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

There has been growing progress on theoretical analyses for provably efficient learning in MDPs with linear function approximation, but much of the existing work has made strong assumptions to enable exploration by conventional exploration…

Machine Learning · Computer Science 2020-10-23 Andrea Zanette , Alessandro Lazaric , Mykel J. Kochenderfer , Emma Brunskill

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

Multi-objective reinforcement learning (MORL) is the generalization of standard reinforcement learning (RL) approaches to solve sequential decision making problems that consist of several, possibly conflicting, objectives. Generally, in…

Artificial Intelligence · Computer Science 2019-10-08 Xi Chen , Ali Ghadirzadeh , Mårten Björkman , Patric Jensfelt

Inverse reinforcement learning is the problem of inferring a reward function from an optimal policy or demonstrations by an expert. In this work, it is assumed that the reward is expressed as a reward machine whose transitions depend on…

Machine Learning · Computer Science 2025-10-23 Mohamad Louai Shehab , Antoine Aspeel , Necmiye Ozay

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

In traditional reinforcement learning (RL), the learner aims to solve a single objective optimization problem: find the policy that maximizes expected reward. However, in many real-world settings, it is important to optimize over multiple…

Machine Learning · Computer Science 2025-02-18 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

In most common settings of Markov Decision Process (MDP), an agent evaluate a policy based on expectation of (discounted) sum of rewards. However in many applications this criterion might not be suitable from two perspective: first, in risk…

Artificial Intelligence · Computer Science 2017-05-11 Yan Li , Zhaohan Sun

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

Machine Learning · Computer Science 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs). For MDPs that are ergodic and linear (i.e. where rewards and dynamics are linear in some known…

Machine Learning · Computer Science 2020-06-24 Nevena Lazic , Dong Yin , Mehrdad Farajtabar , Nir Levine , Dilan Gorur , Chris Harris , Dale Schuurmans

In reinforcement learning, the objective is almost always defined as a \emph{cumulative} function over the rewards along the process. However, there are many optimal control and reinforcement learning problems in various application fields,…

Machine Learning · Computer Science 2024-04-15 Wei Cui , Wei Yu

We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…

Machine Learning · Computer Science 2022-07-19 Yi Xiong , Ningyuan Chen , Xuefeng Gao , Xiang Zhou

In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…

Machine Learning · Computer Science 2023-11-02 Han Shao , Lee Cohen , Avrim Blum , Yishay Mansour , Aadirupa Saha , Matthew R. Walter

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Many sequential decision-making tasks involve optimizing multiple conflicting objectives, requiring policies that adapt to different user preferences. In multi-objective reinforcement learning (MORL), one widely studied approach} addresses…

Machine Learning · Computer Science 2026-04-28 Ying-Tu Chen , Wei Hung , Bing-Shu Wu , Zhang-Wei Hong , Ping-Chun Hsieh

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar