Related papers: Tree Search-Based Policy Optimization under Stocha…

Guided policy search algorithms have been proven to work with incredible accuracy for not only controlling a complicated dynamical system, but also learning optimal policies from various unseen instances. One assumes true nature of the…

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Given a Markov decision process (MDP), we seek to learn representations for a range of policies to facilitate behavior steering at test time. As policies of an MDP are uniquely determined by their occupancy measures, we propose modeling…

A Tree Markov Decision Problem (T-MDP) is a finite-horizon MDP with a starting state $s_{1}$, in which every state is reachable from $s_{1}$ through exactly one state-action trajectory. T-MDPs arise naturally as abstractions of decision…

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

We propose Deterministic Sequencing of Exploration and Exploitation (DSEE) algorithm with interleaving exploration and exploitation epochs for model-based RL problems that aim to simultaneously learn the system model, i.e., a Markov…

Standard planners for sequential decision making (including Monte Carlo planning, tree search, dynamic programming, etc.) are constrained by an implicit sequential planning assumption: The order in which a plan is constructed is the same in…

For general multi-hop queueing networks, delay optimal network control has unfortunately been an outstanding problem. The dynamic backpressure (BP) algorithm elegantly achieves throughput optimality, but does not yield good delay…

We investigate the problem of optimal control synthesis for Markov Decision Processes (MDPs), addressing both qualitative and quantitative objectives. Specifically, we require the system to satisfy a qualitative task specified by a Linear…

We consider partially observable Markov decision processes (POMDPs) with a set of target states and positive integer costs associated with every transition. The traditional optimization objective (stochastic shortest path) asks to minimize…

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

The ability of a robot to plan complex behaviors with real-time computation, rather than adhering to predesigned or offline-learned routines, alleviates the need for specialized algorithms or training for each problem instance. Monte Carlo…

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Monte Carlo tree search (MCTS) has achieved state-of-the-art results in many domains such as Go and Atari games when combining with deep neural networks (DNNs). When more simulations are executed, MCTS can achieve higher performance but…

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Markov decision processes (MDPs) are the standard formalism for modelling sequential decision making in stochastic environments. Policy synthesis addresses the problem of how to control or limit the decisions an agent makes so that a given…

In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

The paper addresses two variants of the stochastic shortest path problem ('optimize the accumulated weight until reaching a goal state') in Markov decision processes (MDPs) with integer weights. The first variant optimizes partial expected…