Related papers: Model-Free Robust $\phi$-Divergence Reinforcement …

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…

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

We study the sample complexity of obtaining an $\epsilon$-optimal policy in \emph{Robust} discounted Markov Decision Processes (RMDPs), given only access to a generative model of the nominal kernel. This problem is widely studied in the…

Reinforcement learning has achieved great success in many decision-making tasks, and traditional reinforcement learning algorithms are mainly designed for obtaining a single optimal solution. However, recent works show the importance of…

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Reinforcement Learning with Verifiable Rewards (RLVR) has recently emerged as a powerful paradigm for facilitating the self-improvement of large language models (LLMs), particularly in the domain of complex reasoning tasks. However,…

This paper presents a new method to learn online policies in continuous state, continuous action, model-free Markov decision processes, with two properties that are crucial for practical applications. First, the policies are implementable…

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

In recent years, robust Markov decision processes (MDPs) have emerged as a prominent modeling framework for dynamic decision problems affected by uncertainty. In contrast to classical MDPs, which only account for stochasticity by modeling…

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

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…

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

This paper analyzes reinforcement learning (RL) algorithms for Markov decision processes (MDPs) under the average-reward criterion. We focus on Q-learning algorithms based on relative value iteration (RVI), which are model-free stochastic…

Model-based Reinforcement Learning (MBRL) has shown many desirable properties for intelligent control tasks. However, satisfying safety and stability constraints during training and rollout remains an open question. We propose a new…

Financial portfolio management is one of the problems that are most frequently encountered in the investment industry. Nevertheless, it is not widely recognized that both Kelly Criterion and Risk Parity collapse into Mean Variance under…

Designing missiles' autopilot controllers has been a complex task, given the extensive flight envelope and the nonlinear flight dynamics. A solution that can excel both in nominal performance and in robustness to uncertainties is still to…

Model-based offline reinforcement learning (RL) aims to enhance offline RL with a dynamics model that facilitates policy exploration. However, \textit{model exploitation} could occur due to inevitable model errors, degrading algorithm…

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…