English
Related papers

Related papers: Sequential Decision-Making under Uncertainty: A Ro…

200 papers

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

Robust Markov Decision Processes (MDPs) and risk-sensitive MDPs are both powerful tools for making decisions in the presence of uncertainties. Previous efforts have aimed to establish their connections, revealing equivalences in specific…

Optimization and Control · Mathematics 2024-05-27 Runyu Zhang , Yang Hu , Na Li

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Synthesising verifiably correct controllers for dynamical systems is crucial for safety-critical problems. To achieve this, it is important to account for uncertainty in a robust manner, while at the same time it is often of interest to…

Systems and Control · Electrical Eng. & Systems 2024-05-16 Luke Rickard , Alessandro Abate , Kostas Margellos

Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…

Machine Learning · Computer Science 2024-05-15 Qiuhao Wang , Chin Pang Ho , Marek Petrik

A Robust Markov Decision Process (RMDP) is a sequential decision making model that accounts for uncertainty in the parameters of dynamic systems. This uncertainty introduces difficulties in learning an optimal policy, especially for…

Artificial Intelligence · Computer Science 2017-03-08 Shirli Di-Castro Shashua , Shie Mannor

This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

Artificial Intelligence · Computer Science 2026-05-25 Jessica Lally , Milad Kazemi , Nicola Paoletti

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

The robust $\phi$-regularized Markov Decision Process (RRMDP) framework focuses on designing control policies that are robust against parameter uncertainties due to mismatches between the simulator (nominal) model and real-world settings.…

Machine Learning · Computer Science 2024-05-10 Kishan Panaganti , Adam Wierman , Eric Mazumdar

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…

Machine Learning · Computer Science 2023-03-02 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty…

Artificial Intelligence · Computer Science 2023-03-13 Thom Badings , Thiago D. Simão , Marnix Suilen , Nils Jansen

The robust constrained Markov decision process (RCMDP) is a recent task-modelling framework for reinforcement learning that incorporates behavioural constraints and that provides robustness to errors in the transition dynamics model through…

Machine Learning · Computer Science 2024-05-16 David M. Bossens

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

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

Projected subgradient descent (PSD) has gained popularity for solving robust Markov decision processes (RMDPs) because it applies to a broader class of uncertainty sets than traditional dynamic programming. Existing work claims that RMDPs…

Optimization and Control · Mathematics 2026-04-24 Toshinori Kitamura , Arnob Ghosh , Alex Ayoub , Thang D. Chu , Csaba Szepesvári

We study robust Markov decision processes (RMDPs) with general policy parameterization under s-rectangular and non-rectangular uncertainty sets. Prior work is largely limited to tabular policies, and hence either lacks sample complexity…

Machine Learning · Computer Science 2026-02-13 Anirudh Satheesh , Ziyi Chen , Furong Huang , Heng Huang

Reasoning with declarative knowledge (RDK) and sequential decision-making (SDM) are two key research areas in artificial intelligence. RDK methods reason with declarative domain knowledge, including commonsense knowledge, that is either…

Artificial Intelligence · Computer Science 2022-07-01 Shiqi Zhang , Mohan Sridharan