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Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

Machine Learning · Computer Science 2025-11-17 Ziyi Zhang , Yorie Nakahira , Guannan Qu

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

Recently regular decision processes have been proposed as a well-behaved form of non-Markov decision process. Regular decision processes are characterised by a transition function and a reward function that depend on the whole history,…

Artificial Intelligence · Computer Science 2022-05-19 Alessandro Ronca , Giuseppe De Giacomo

Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the objective is to maximize the discounted return, but little is…

Optimization and Control · Mathematics 2025-01-15 Julien Grand-Clément , Marek Petrik , Nicolas Vieille

A classical approach to studying Markov decision processes (MDPs) is to view them as state transformers. However, MDPs can also be viewed as distribution transformers, where an MDP under a strategy generates a sequence of probability…

Logic in Computer Science · Computer Science 2025-07-08 S. Akshay , Ouldouz Neysari , Đorđe Žikelić

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state without altering the advantage of any action with respect to any…

Machine Learning · Computer Science 2025-03-06 Arsenii Mustafin , Aleksei Pakharev , Alex Olshevsky , Ioannis Ch. Paschalidis

We study observation-based strategies for partially-observable Markov decision processes (POMDPs) with omega-regular objectives. An observation-based strategy relies on partial information about the history of a play, namely, on the past…

Logic in Computer Science · Computer Science 2015-05-14 Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

In reinforcement learning (RL), an agent learns to perform a task by interacting with an environment and receiving feedback (a numerical reward) for its actions. However, the assumption that rewards are always observable is often not…

Machine Learning · Computer Science 2024-02-15 Simone Parisi , Montaser Mohammedalamen , Alireza Kazemipour , Matthew E. Taylor , Michael Bowling

Markov decision processes are typically used for sequential decision making under uncertainty. For many aspects however, ranging from constrained or safe specifications to various kinds of temporal (non-Markovian) dependencies in task and…

Artificial Intelligence · Computer Science 2021-11-10 Nicky Lenaers , Martijn van Otterlo

Learning and optimal control under robust Markov decision processes (MDPs) have received increasing attention, yet most existing theory, algorithms, and applications focus on finite-horizon or discounted models. Long-run average-reward…

Optimization and Control · Mathematics 2025-12-12 Shengbo Wang , Nian Si

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

Machine Learning · Computer Science 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

We study the relation between different Markov Decision Process (MDP) frameworks in the machine learning and econometrics literatures, including the standard MDP, the entropy and general regularized MDP, and stochastic MDP, where the latter…

Optimization and Control · Mathematics 2020-08-19 Tien Mai , Patrick Jaillet

We study non-rectangular robust Markov decision processes under the average-reward criterion, where the ambiguity set couples transition probabilities across states and the adversary commits to a stationary kernel for the entire horizon. We…

Optimization and Control · Mathematics 2026-03-11 Shengbo Wang , Nian Si

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

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

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…