Related papers: Modeling Local Search Metaheuristics Using Markov …
Lazy graph search algorithms are efficient at solving motion planning problems where edge evaluation is the computational bottleneck. These algorithms work by lazily computing the shortest potentially feasible path, evaluating edges along…
As we approach the physical limits predicted by Moore's law, a variety of specialized hardware is emerging to tackle specialized tasks in different domains. Within combinatorial optimization, adiabatic quantum computers, CMOS annealers, and…
Integrating combinatorial optimization layers into neural networks has recently attracted significant research interest. However, many existing approaches lack theoretical guarantees or fail to perform adequately when relying on inexact…
Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…
We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…
We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…
This paper presents a methodology for integrating machine learning techniques into metaheuristics for solving combinatorial optimization problems. Namely, we propose a general machine learning framework for neighbor generation in…
We propose and analyze a temporal concatenation heuristic for solving large-scale finite-horizon Markov decision processes (MDP), which divides the MDP into smaller sub-problems along the time horizon and generates an overall solution by…
We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…
Previous work on planning as active inference addresses finite horizon problems and solutions valid for online planning. We propose solving the general Stochastic Shortest-Path Markov Decision Process (SSP MDP) as probabilistic inference.…
We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as…
The canonical solution methodology for finite constrained Markov decision processes (CMDPs), where the objective is to maximize the expected infinite-horizon discounted rewards subject to the expected infinite-horizon discounted costs…
We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…
In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…
Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…
Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…
We investigate planning in time-critical domains represented as Markov Decision Processes, showing that search based techniques can be a very powerful method for finding close to optimal plans. To reduce the computational cost of planning…
Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…