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Related papers: On shallow planning under partial observability

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This paper provides an analysis of the tradeoff between asymptotic bias (suboptimality with unlimited data) and overfitting (additional suboptimality due to limited data) in the context of reinforcement learning with partial observability.…

Machine Learning · Statistics 2019-02-07 Vincent Francois-Lavet , Guillaume Rabusseau , Joelle Pineau , Damien Ernst , Raphael Fonteneau

Learning models of the environment from pure interaction is often considered an essential component of building lifelong reinforcement learning agents. However, the common practice in model-based reinforcement learning is to learn models…

Machine Learning · Computer Science 2023-06-13 Safa Alver , Doina Precup

Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Machine Learning · Computer Science 2024-09-18 S. R. Eshwar , Mayank Motwani , Nibedita Roy , Gugan Thoppe

In this paper, we are interested in optimal decisions in a partially observable Markov universe. Our viewpoint departs from the dynamic programming viewpoint: we are directly approximating an optimal strategic tree depending on the…

General Mathematics · Mathematics 2007-05-23 Frederic Dambreville

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…

Multiagent Systems · Computer Science 2025-08-11 Ainur Zhaikhan , Malek Khammassi , Ali H. Sayed

Agents that learn to select optimal actions represent a prominent focus of the sequential decision-making literature. In the face of a complex environment or constraints on time and resources, however, aiming to synthesize such an optimal…

Machine Learning · Computer Science 2021-06-23 Dilip Arumugam , Benjamin Van Roy

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

Quantum Physics · Physics 2026-03-27 Josep Lumbreras , Ruo Cheng Huang , Yanglin Hu , Marco Fanizza , Mile Gu

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

Collaborative learning techniques have significantly advanced in recent years, enabling private model training across multiple organizations. Despite this opportunity, firms face a dilemma when considering data sharing with competitors --…

Machine Learning · Computer Science 2023-10-31 Nikita Tsoy , Nikola Konstantinov

In this paper, we propose to combine imitation and reinforcement learning via the idea of reward shaping using an oracle. We study the effectiveness of the near-optimal cost-to-go oracle on the planning horizon and demonstrate that the…

Machine Learning · Computer Science 2018-05-30 Wen Sun , J. Andrew Bagnell , Byron Boots

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi

The valuation process that economic agents undergo for investments with uncertain payoff typically depends on their statistical views on possible future outcomes, their attitudes toward risk, and, of course, the payoff structure itself.…

Pricing of Securities · Quantitative Finance 2010-01-11 Constantinos Kardaras

With the decreasing cost of data collection, the space of variables or features that can be used to characterize a particular predictor of interest continues to grow exponentially. Therefore, identifying the most characterizing features…

Machine Learning · Computer Science 2021-01-26 Sali Rasoul , Sodiq Adewole , Alphonse Akakpo

Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…

Multiagent Systems · Computer Science 2021-01-26 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

Fairness is an important consideration for dynamic resource allocation in multi-agent systems. Many existing methods treat fairness as a one-shot problem without considering temporal dynamics, which misses the nuances of accumulating…

Artificial Intelligence · Computer Science 2026-02-03 Ashwin Kumar , William Yeoh

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

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…

Computer Science and Game Theory · Computer Science 2022-05-17 Hanrui Zhang , Yu Cheng , Vincent Conitzer

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Episodic reinforcement learning and contextual bandits are two widely studied sequential decision-making problems. Episodic reinforcement learning generalizes contextual bandits and is often perceived to be more difficult due to long…

Machine Learning · Computer Science 2021-07-01 Zihan Zhang , Xiangyang Ji , Simon S. Du