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This paper studies the policy mirror descent (PMD) method, which is a general policy optimization framework in reinforcement learning and can cover a wide range of policy gradient methods by specifying difference mirror maps. Existing…

Optimization and Control · Mathematics 2026-01-01 Wenye Li , Hongxu Chen , Jiacai Liu , Ke Wei

This letter proposes a learning-based bounded synthesis for a semi-Markov decision process (SMDP) with a linear temporal logic (LTL) specification. In the product of the SMDP and the deterministic $K$-co-B\"uchi automaton (d$K$cBA)…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Ryohei Oura , Toshimitsu Ushio

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Machine Learning · Computer Science 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

Artificial Intelligence · Computer Science 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

We study the problem of learning policies that maximize cumulative reward while satisfying safety constraints, even when the real environment differs from a simulator or nominal model. We focus on robust constrained Markov decision…

Machine Learning · Computer Science 2025-11-12 Sourav Ganguly , Arnob Ghosh

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

Machine Learning · Computer Science 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…

Optimization and Control · Mathematics 2018-07-10 Naci Saldi

We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…

Machine Learning · Computer Science 2025-03-06 Daniil Tiapkin , Evgenii Chzhen , Gilles Stoltz

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

We revisit offline reinforcement learning on episodic time-homogeneous Markov Decision Processes (MDP). For tabular MDP with $S$ states and $A$ actions, or linear MDP with anchor points and feature dimension $d$, given the collected $K$…

Machine Learning · Statistics 2022-02-11 Tongzheng Ren , Jialian Li , Bo Dai , Simon S. Du , Sujay Sanghavi

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

We present a framework to address a class of sequential decision making problems. Our framework features learning the optimal control policy with robustness to noisy data, determining the unknown state and action parameters, and performing…

Machine Learning · Computer Science 2022-01-20 Amber Srivastava , Srinivasa M Salapaka

Often one has a preference order among the different systems that satisfy a given specification. Under a probabilistic assumption about the possible inputs, such a preference order is naturally expressed by a weighted automaton, which…

Logic in Computer Science · Computer Science 2011-04-15 Krishnendu Chatterjee , Thomas A. Henzinger , Barbara Jobstmann , Rohit Singh

This work studies the statistical limits of uniform convergence for offline policy evaluation (OPE) problems with model-based methods (for episodic MDP) and provides a unified framework towards optimal learning for several well-motivated…

Machine Learning · Computer Science 2021-06-25 Ming Yin , Yu-Xiang Wang

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye
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