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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…

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

Partially observable Markov decision processes (POMDPs) model specific environments in sequential decision-making under uncertainty. Critically, optimal policies for POMDPs may not be robust against perturbations in the environment.…

Artificial Intelligence · Computer Science 2025-08-21 Maris F. L. Galesloot , Roman Andriushchenko , Milan Češka , Sebastian Junges , Nils Jansen

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

Machine Learning · Computer Science 2024-02-26 Zhishuai Liu , Pan Xu

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified…

Optimization and Control · Mathematics 2023-08-01 Yan Li , Guanghui Lan

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

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

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

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

Robust Markov Decision Processes (RMDPs) provide a framework for sequential decision-making that is robust to perturbations on the transition kernel. However, current RMDP methods are often limited to small-scale problems, hindering their…

Machine Learning · Computer Science 2024-02-13 Kaixin Wang , Uri Gadot , Navdeep Kumar , Kfir Levy , Shie Mannor

Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…

Machine Learning · Computer Science 2021-06-17 Rongpeng Li

We consider the challenge of policy simplification and verification in the context of policies learned through reinforcement learning (RL) in continuous environments. In well-behaved settings, RL algorithms have convergence guarantees in…

Machine Learning · Computer Science 2022-06-15 Florent Delgrange , Ann Nowé , Guillermo A. Pérez

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

Collaborative Combat Aircraft (CCAs) are envisioned to enable autonomous Intelligence, Surveillance, and Reconnaissance (ISR) missions in contested environments, where adversaries may act strategically to deceive or evade detection. These…

Optimization and Control · Mathematics 2025-12-02 Jimin Choi , Max Z. Li

Reinforcement learning (RL) has shown a promising performance in learning optimal policies for a variety of sequential decision-making tasks. However, in many real-world RL problems, besides optimizing the main objectives, the agent is…

Machine Learning · Computer Science 2021-07-30 Ashkan B. Jeddi , Nariman L. Dehghani , Abdollah Shafieezadeh

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

Machine Learning · Computer Science 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

The general sequential decision-making problem, which includes Markov decision processes (MDPs) and partially observable MDPs (POMDPs) as special cases, aims at maximizing a cumulative reward by making a sequence of decisions based on a…

Machine Learning · Computer Science 2024-02-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln