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Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

This paper studies the sample-efficiency of learning in Partially Observable Markov Decision Processes (POMDPs), a challenging problem in reinforcement learning that is known to be exponentially hard in the worst-case. Motivated by…

Machine Learning · Computer Science 2023-07-07 Jiacheng Guo , Minshuo Chen , Huan Wang , Caiming Xiong , Mengdi Wang , Yu Bai

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

The paper presents a robust parameter learning methodology for identification of nonlinear dynamical system from data while satisfying safety and stability constraints in the context of learning from demonstration (LfD) methods. Extreme…

Systems and Control · Electrical Eng. & Systems 2022-12-12 Iman Salehi , Ghananeel Rotithor , Ashwin P. Dani

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Continual learning systems are increasingly deployed in environments where retraining or reset is infeasible, yet many approaches emphasize task performance rather than the evolution of internal representations over time. In this work, we…

Machine Learning · Computer Science 2026-02-24 Vishnu Subramanian

We propose in this paper, STANLEY, a STochastic gradient ANisotropic LangEvin dYnamics, for sampling high dimensional data. With the growing efficacy and potential of Energy-Based modeling, also known as non-normalized probabilistic…

Machine Learning · Statistics 2023-10-20 Belhal Karimi , Jianwen Xie , Ping Li

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

Optimally sequencing experimental assays in drug discovery is a high-stakes planning problem under severe uncertainty and resource constraints. A primary obstacle for standard reinforcement learning (RL) is the absence of an explicit…

Machine Learning · Computer Science 2026-01-22 Tianchi Chen , Jan Bima , Sean L. Wu , Otto Ritter , Bingjia Yang , Xiang Yu

A fundamental (and largely open) challenge in sequential decision-making is dealing with non-stationary environments, where exogenous environmental conditions change over time. Such problems are traditionally modeled as non-stationary…

Artificial Intelligence · Computer Science 2024-01-23 Baiting Luo , Yunuo Zhang , Abhishek Dubey , Ayan Mukhopadhyay

Many resource management problems require sequential decision-making under uncertainty, where the only uncertainty affecting the decision outcomes are exogenous variables outside the control of the decision-maker. We model these problems as…

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…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Effective contact-rich manipulation requires robots to synergistically leverage vision, force, and proprioception. However, Reinforcement Learning agents struggle to learn in such multisensory settings, especially amidst sensory noise and…

Robotics · Computer Science 2026-04-27 Rickmer Krohn , Vignesh Prasad , Gabriele Tiboni , Georgia Chalvatzaki

Learning expressive stochastic policies instead of deterministic ones has been proposed to achieve better stability, sample complexity, and robustness. Notably, in Maximum Entropy Reinforcement Learning (MaxEnt RL), the policy is modeled as…

Machine Learning · Computer Science 2024-05-03 Safa Messaoud , Billel Mokeddem , Zhenghai Xue , Linsey Pang , Bo An , Haipeng Chen , Sanjay Chawla

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below…

Machine Learning · Computer Science 2019-05-29 Nicolas Carrara , Edouard Leurent , Romain Laroche , Tanguy Urvoy , Odalric-Ambrym Maillard , Olivier Pietquin

Given an environment (e.g., a simulator) for evaluating samples in a specified design space and a set of weighted evaluation metrics -- one can use Theta-Resonance, a single-step Markov Decision Process (MDP), to train an intelligent agent…

Machine Learning · Computer Science 2022-11-18 Masood S. Mortazavi , Tiancheng Qin , Ning Yan

One of the fundamental challenges associated with reinforcement learning (RL) is that collecting sufficient data can be both time-consuming and expensive. In this paper, we formalize a concept of time reversal symmetry in a Markov decision…

Machine Learning · Computer Science 2023-11-29 Brett Barkley , Amy Zhang , David Fridovich-Keil
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