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We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei

We present a novel $Q$-learning algorithm tailored to solve distributionally robust Markov decision problems where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball…

Machine Learning · Computer Science 2024-06-21 Ariel Neufeld , Julian Sester

In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…

Optimization and Control · Mathematics 2025-10-23 Arman Sharifi Kolarijani , Tolga Ok , Peyman Mohajerin Esfahani , Mohamad Amin Sharif Kolarijani

Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…

Logic in Computer Science · Computer Science 2016-02-29 Eva Tesarova , Maria Svorenova , Jiri Barnat , Ivana Cerna

Reinforcement learning agents have been mostly developed and evaluated under the assumption that they will operate in a fully autonomous manner -- they will take all actions. In this work, our goal is to develop algorithms that, by learning…

Machine Learning · Computer Science 2023-07-04 Vahid Balazadeh , Abir De , Adish Singla , Manuel Gomez-Rodriguez

We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…

Optimization and Control · Mathematics 2019-06-04 Mengdi Wang

The problem of sample complexity of online reinforcement learning is often studied in the literature without taking into account any partial knowledge about the system dynamics that could potentially accelerate the learning process. In this…

Machine Learning · Computer Science 2024-06-04 Meshal Alharbi , Mardavij Roozbehani , Munther Dahleh

This paper studies efficient data management and timely information dissemination for real-time monitoring of an $N$-state Markov process, enabling accurate state estimation and reliable actuation decisions. First, we analyze the Age of…

Information Theory · Computer Science 2026-04-02 Mehrdad Salimnejad , Anthony Ephremides , Marios Kountouris , Nikolaos Pappas

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

Econometrics · Economics 2023-11-13 Yong Song , Tomasz Woźniak

This paper considers social learning amongst rational agents (for example, sensors in a network). We consider three models of social learning in increasing order of sophistication. In the first model, based on its private observation of a…

Information Theory · Computer Science 2011-05-17 Vikram Krishnamurthy

A point-to-point wireless communication system in which the transmitter is equipped with an energy harvesting device and a rechargeable battery, is studied. Both the energy and the data arrivals at the transmitter are modeled as Markov…

Machine Learning · Computer Science 2013-05-31 Pol Blasco , Deniz Gündüz , Mischa Dohler

Predictive human models often need to adapt their parameters online from human data. This raises previously ignored safety-related questions for robots relying on these models such as what the model could learn online and how quickly could…

Robotics · Computer Science 2021-10-01 Andrea Bajcsy , Anand Siththaranjan , Claire J. Tomlin , Anca D. Dragan

We propose novel techniques for task allocation and planning in multi-robot systems operating in uncertain environments. Task allocation is performed simultaneously with planning, which provides more detailed information about individual…

Artificial Intelligence · Computer Science 2018-08-13 Fatma Faruq , Bruno Lacerda , Nick Hawes , David Parker

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

We consider a Markov decision process with deterministic state transition dynamics, adversarially generated rewards that change arbitrarily from round to round, and a bandit feedback model in which the decision maker only observes the…

Computer Science and Game Theory · Computer Science 2012-10-19 Raman Arora , Ofer Dekel , Ambuj Tewari

The problem of selecting the right state-representation in a reinforcement learning problem is considered. Several models (functions mapping past observations to a finite set) of the observations are given, and it is known that for at least…

Machine Learning · Computer Science 2013-02-12 Odalric-Ambrym Maillard , Rémi Munos , Daniil Ryabko

In this paper, we study a continuous-time discounted jump Markov decision process with both controlled actions and observations. The observation is only available for a discrete set of time instances. At each time of observation, one has to…

Optimization and Control · Mathematics 2019-07-16 Yunhan Huang , Veeraruna Kavitha , Quanyan Zhu

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

The development of the works of the author about adaptive algorithms of teaching the robotic systems with the help of operator is described here. An operator is assumed to be an experience decision-maker and sane carrier of a target which…

Robotics · Computer Science 2015-09-08 Valery Vilisov

In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…

Optimization and Control · Mathematics 2020-03-31 Andreas Bärmann , Alexander Martin , Sebastian Pokutta , Oskar Schneider
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