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In this paper we design hybrid control policies for hybrid systems whose mathematical models are unknown. Our contributions are threefold. First, we propose a framework for modelling the hybrid control design problem as a single Markov…

Systems and Control · Electrical Eng. & Systems 2020-09-03 Meet Gandhi , Atreyee Kundu , Shalabh Bhatnagar

Safe reinforcement learning (RL) offers advanced solutions to constrained optimal control problems. Existing studies in safe RL implicitly assume continuity in policy functions, where policies map states to actions in a smooth,…

Machine Learning · Computer Science 2024-03-29 Wenjun Zou , Yao Lyu , Jie Li , Yujie Yang , Shengbo Eben Li , Jingliang Duan , Xianyuan Zhan , Jingjing Liu , Yaqin Zhang , Keqiang Li

Finding different solutions to the same problem is a key aspect of intelligence associated with creativity and adaptation to novel situations. In reinforcement learning, a set of diverse policies can be useful for exploration, transfer,…

Artificial Intelligence · Computer Science 2022-01-05 Tom Zahavy , Brendan O'Donoghue , Andre Barreto , Volodymyr Mnih , Sebastian Flennerhag , Satinder Singh

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

Modified policy iteration (MPI) is a dynamic programming algorithm that combines elements of policy iteration and value iteration. The convergence of MPI has been well studied in the context of discounted and average-cost MDPs. In this…

Machine Learning · Computer Science 2024-02-16 Yashaswini Murthy , Mehrdad Moharrami , R. Srikant

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

We consider the stochastic shortest path planning problem in MDPs, i.e., the problem of designing policies that ensure reaching a goal state from a given initial state with minimum accrued cost. In order to account for rare but important…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Mohamadreza Ahmadi , Anushri Dixit , Joel W. Burdick , Aaron D. Ames

Addressing such diverse ends as safety alignment with human preferences, and the efficiency of learning, a growing line of reinforcement learning research focuses on risk functionals that depend on the entire distribution of returns. Recent…

Machine Learning · Computer Science 2022-09-22 Audrey Huang , Liu Leqi , Zachary Chase Lipton , Kamyar Azizzadenesheli

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

Machine Learning · Computer Science 2022-04-12 Arushi Jain , Sharan Vaswani , Reza Babanezhad , Csaba Szepesvari , Doina Precup

Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…

Machine Learning · Computer Science 2021-09-08 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

This paper proposes a safe reinforcement learning (RL) framework based on forward-invariance-induced action-space design. The control problem is cast as a Markov decision process, but instead of relying on runtime shielding or penalty-based…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Chieh Tsai , Muhammad Junayed Hasan Zahed , Salim Hariri , Hossein Rastgoftar

Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…

Optimization and Control · Mathematics 2024-06-04 Zhenwei Lin , Chenyu Xue , Qi Deng , Yinyu Ye

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Systems and Control · Computer Science 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

Dynamic Programming (DP) provides standard algorithms to solve Markov Decision Processes. However, these algorithms generally do not optimize a scalar objective function. In this paper, we draw connections between DP and (constrained)…

Machine Learning · Computer Science 2019-10-30 Nino Vieillard , Olivier Pietquin , Matthieu Geist

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…