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Constrained Markov decision processes (CMDPs) are a common way to model safety constraints in reinforcement learning. State-of-the-art methods for efficiently solving CMDPs are based on primal-dual algorithms. For these algorithms, all…

Machine Learning · Computer Science 2024-07-22 Adrian Müller , Pragnya Alatur , Volkan Cevher , Giorgia Ramponi , Niao He

This paper studies the optimization of Markov decision processes (MDPs) from a risk-seeking perspective, where the risk is measured by conditional value-at-risk (CVaR). The objective is to find a policy that maximizes the long-run CVaR of…

Optimization and Control · Mathematics 2023-12-05 Li Xia , Zhihui Yu , Peter W. Glynn

We focus on a relatively unexplored learning paradigm known as {\em Online Unsupervised Continual Learning} (O-UCL), where an agent receives a non-stationary, unlabeled data stream and progressively learns to identify an increasing number…

Machine Learning · Computer Science 2024-09-26 Cameron Taylor , Vassilis Vassiliades , Constantine Dovrolis

We study learning in periodic Markov Decision Process (MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2023-03-20 Ayush Aniket , Arpan Chattopadhyay

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

Machine Learning · Computer Science 2019-05-17 Wang Chi Cheung

Cloud computing has revolutionized the provisioning of computing resources, offering scalable, flexible, and on-demand services to meet the diverse requirements of modern applications. At the heart of efficient cloud operations are job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-03 Yan Gu , Zhaoze Liu , Shuhong Dai , Cong Liu , Ying Wang , Shen Wang , Georgios Theodoropoulos , Long Cheng

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

Machine Learning · Computer Science 2023-12-21 Gellért Weisz , András György , Csaba Szepesvári

An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…

Machine Learning · Computer Science 2021-06-29 Mónika Farsang , Luca Szegletes

Offline reinforcement learning (RL) extends the paradigm of classical RL algorithms to purely learning from static datasets, without interacting with the underlying environment during the learning process. A key challenge of offline RL is…

Machine Learning · Computer Science 2022-06-16 Shentao Yang , Yihao Feng , Shujian Zhang , Mingyuan Zhou

In this paper, we consider the problem of reference tracking in uncertain nonlinear systems. A neural State-Space Model (NSSM) is used to approximate the nonlinear system, where a deep encoder network learns the nonlinearity from data, and…

Systems and Control · Electrical Eng. & Systems 2026-02-26 Jiaqi Yan , Ankush Chakrabarty , Alisa Rupenyan , John Lygeros

While conventional reinforcement learning focuses on designing agents that can perform one task, meta-learning aims, instead, to solve the problem of designing agents that can generalize to different tasks (e.g., environments, obstacles,…

Machine Learning · Computer Science 2021-09-06 Xiaowu Sun , Wael Fatnassi , Ulices Santa Cruz , Yasser Shoukry

Optimal control of the future is the next frontier for AI. Current approaches to this problem are typically rooted in reinforcement learning (RL). RL is mathematically distinct from supervised learning, which has been the main workhorse for…

Machine Learning · Statistics 2026-05-06 Yuxin Bai , Aranyak Acharyya , Ashwin De Silva , Zeyu Shen , James Hassett , Joshua T. Vogelstein

Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…

Software Engineering · Computer Science 2026-03-25 Guoxin Su , Thomas Robinson , Hoa Khanh Dam , Li Liu , David S. Rosenblum

Unsupervised reinforcement learning (URL) poses a promising paradigm to learn useful behaviors in a task-agnostic environment without the guidance of extrinsic rewards to facilitate the fast adaptation of various downstream tasks. Previous…

Machine Learning · Computer Science 2023-02-23 Yifu Yuan , Jianye Hao , Fei Ni , Yao Mu , Yan Zheng , Yujing Hu , Jinyi Liu , Yingfeng Chen , Changjie Fan

Meta continual learning algorithms seek to train a model when faced with similar tasks observed in a sequential manner. Despite promising methodological advancements, there is a lack of theoretical frameworks that enable analysis of…

Machine Learning · Computer Science 2020-10-12 R. Krishnan , Prasanna Balaprakash

Continual learning is a process that involves training learning agents to sequentially master a stream of tasks or classes without revisiting past data. The challenge lies in leveraging previously acquired knowledge to learn new tasks…

Machine Learning · Computer Science 2024-02-21 Marcus de Carvalho , Mahardhika Pratama , Jie Zhang , Chua Haoyan , Edward Yapp

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

Optimization and Control · Mathematics 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

Machine Learning · Computer Science 2023-12-14 Esther Derman , Gal Dalal , Shie Mannor

We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…

Machine Learning · Computer Science 2022-08-23 Weichao Mao , Kaiqing Zhang , Ruihao Zhu , David Simchi-Levi , Tamer Başar

We report a novel, computationally efficient approach for solving hard nonlinear problems of reinforcement learning (RL). Here we combine umbrella sampling, from computational physics/chemistry, with optimal control methods. The approach is…

Machine Learning · Computer Science 2025-02-28 Egor E. Nuzhin , Nikolai V. Brilliantov
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