Related papers: Near-Optimal Learning and Planning in Separated La…
Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…
We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…
In this paper, we develop a Topological Approximate Dynamic Programming (TADP) method for planningin stochastic systems modeled as Markov Decision Processesto maximize the probability of satisfying high-level systemspecifications expressed…
The fixed-horizon constrained Markov Decision Process (C-MDP) is a well-known model for planning in stochastic environments under operating constraints. Chance-Constrained MDP (CC-MDP) is a variant that allows bounding the probability of…
We study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…
Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…
This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…
In this paper, we investigate the combination of synthesis, model-based learning, and online sampling techniques to obtain safe and near-optimal schedulers for a preemptible task scheduling problem. Our algorithms can handle Markov decision…
We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…
This article presents the complexity of reachability decision problems for parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a…
Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…
Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…
Partially observable Markov decision processes (POMDPs) are a fundamental model for sequential decision-making under uncertainty. However, many verification and synthesis problems for POMDPs are undecidable or intractable. Most prominently,…
Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…
Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…
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…
We study the problem of learning policy of an infinite-horizon, discounted cost, Markov decision process (MDP) with a large number of states. We compute the actions of a policy that is nearly as good as a policy chosen by a suitable oracle…