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We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

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

Safety and robustness are two desired properties for any reinforcement learning algorithm. CMDPs can handle additional safety constraints and RMDPs can perform well under model uncertainties. In this paper, we propose to unite these two…

Machine Learning · Computer Science 2021-08-21 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar , Radu Corcodel

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

Machine Learning · Computer Science 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…

Machine Learning · Computer Science 2024-06-04 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Yifan Hu , Andreas Krause , Ilija Bogunovic

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

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

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

Machine Learning · Computer Science 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

Artificial Intelligence · Computer Science 2015-11-30 Warwick Masson , Pravesh Ranchod , George Konidaris

We propose an actor-critic, model-free, and online Reinforcement Learning (RL) framework for continuous-state continuous-action Markov Decision Processes (MDPs) when the reward is highly sparse but encompasses a high-level temporal…

Machine Learning · Computer Science 2019-11-26 Lim Zun Yuan , Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

Machine Learning · Computer Science 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor