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Related papers: Low-Rank MDPs with Continuous Action Spaces

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Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

In this work, we consider the problem of collaborative multi-user reinforcement learning. In this setting there are multiple users with the same state-action space and transition probabilities but with different rewards. Under the…

Machine Learning · Computer Science 2023-05-23 Naman Agarwal , Prateek Jain , Suhas Kowshik , Dheeraj Nagaraj , Praneeth Netrapalli

There have been many recent advances on provably efficient Reinforcement Learning (RL) in problems with rich observation spaces. However, all these works share a strong realizability assumption about the optimal value function of the true…

Machine Learning · Computer Science 2021-06-23 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

Machine Learning · Computer Science 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

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

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

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

Systems and Control · Computer Science 2018-10-02 Bo Wu , Mohamadreza Ahmadi , Suda Bharadwaj , Ufuk Topcu

This paper studies the fundamental limits of reinforcement learning (RL) in the challenging \emph{partially observable} setting. While it is well-established that learning in Partially Observable Markov Decision Processes (POMDPs) requires…

Machine Learning · Computer Science 2023-02-03 Fan Chen , Huan Wang , Caiming Xiong , Song Mei , Yu Bai

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Machine Learning · Computer Science 2025-12-03 Zhizuo Chen , Theodore T. Allen

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun