Related papers: Sample-efficient Learning of Infinite-horizon Aver…

This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

In this paper we present an algorithm to compute risk averse policies in Markov Decision Processes (MDP) when the total cost criterion is used together with the average value at risk (AVaR) metric. Risk averse policies are needed when large…

Major advancements in building general-purpose and customized hardware have been one of the key enablers of versatility and pervasiveness of machine learning models such as deep neural networks. To sustain this ubiquitous deployment of…

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

We present the OMG-CMDP! algorithm for regret minimization in adversarial Contextual MDPs. The algorithm operates under the minimal assumptions of realizable function class and access to online least squares and log loss regression oracles.…

We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging aggregate bandit feedback model, where the learner observes only the cumulative loss incurred in each episode, rather than individual…

The generalized approximate message passing (GAMP) algorithm is an efficient method of MAP or approximate-MMSE estimation of $x$ observed from a noisy version of the transform coefficients $z = Ax$. In fact, for large zero-mean i.i.d…

Learning Markov decision processes (MDP) in an adversarial environment has been a challenging problem. The problem becomes even more challenging with function approximation, since the underlying structure of the loss function and transition…

Online reinforcement learning in non-episodic, finite-horizon MDPs remains underexplored and is challenged by the need to estimate returns to a fixed terminal time. Existing infinite-horizon methods, which often rely on discounted…

This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality…

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Achieving the no-regret property for Reinforcement Learning (RL) problems in continuous state and action-space environments is one of the major open problems in the field. Existing solutions either work under very specific assumptions or…

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic…

Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…

We consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

The performance of Large Language Models (LLMs) is increasingly governed by data efficiency rather than raw scaling volume. However, existing selection methods often decouple global distribution balancing from local instance selection,…

We consider a general aggregation framework for discounted finite-state infinite horizon dynamic programming (DP) problems. It defines an aggregate problem whose optimal cost function can be obtained off-line by exact DP and then used as a…