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Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…

Machine Learning · Computer Science 2026-04-27 Annice Najafi , Shokoufeh Mirzaei

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

This paper investigates the model-based methods in multi-agent reinforcement learning (MARL). We specify the dynamics sample complexity and the opponent sample complexity in MARL, and conduct a theoretic analysis of return discrepancy upper…

Machine Learning · Computer Science 2022-03-18 Weinan Zhang , Xihuai Wang , Jian Shen , Ming Zhou

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Policy iteration is a family of algorithms that are used to find an optimal policy for a given Markov Decision Problem (MDP). Simple Policy iteration (SPI) is a type of policy iteration where the strategy is to change the policy at exactly…

Machine Learning · Computer Science 2019-12-02 Sarthak Consul , Bhishma Dedhia , Kumar Ashutosh , Parthasarathi Khirwadkar

Current model-based reinforcement learning approaches use the model simply as a learned black-box simulator to augment the data for policy optimization or value function learning. In this paper, we show how to make more effective use of the…

Machine Learning · Computer Science 2020-05-19 Ignasi Clavera , Violet Fu , Pieter Abbeel

In this paper, we focus on formal synthesis of control policies for finite Markov decision processes with non-negative real-valued costs. We develop an algorithm to automatically generate a policy that guarantees the satisfaction of a…

Logic in Computer Science · Computer Science 2013-09-10 Maria Svorenova , Ivana Cerna , Calin Belta

Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for…

Artificial Intelligence · Computer Science 2021-04-06 Jaeyoung Lee , Richard S. Sutton

Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…

Machine Learning · Computer Science 2026-04-01 Abhishek Gupta , Aditya Mahajan

Missions for autonomous systems often require agents to visit multiple targets in complex operating conditions. This work considers the problem of visiting a set of targets in minimum time by a team of non-communicating agents in a Markov…

Optimization and Control · Mathematics 2023-06-21 Farhad Nawaz , Melkior Ornik

Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration.…

Optimization and Control · Mathematics 2021-08-30 Vineet Goyal , Julien Grand-Clement

We generalize the derivation of model predictive path integral control (MPPI) to allow for a single joint distribution across controls in the control sequence. This reformation allows for the implementation of adaptive importance sampling…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Dylan M. Asmar , Ransalu Senanayake , Shawn Manuel , Mykel J. Kochenderfer

Multi-agent planning under Signal Temporal Logic (STL) is often hindered by collaborative tasks that lead to computational challenges due to the inherent high-dimensionality of the problem, preventing scalable synthesis with satisfaction…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Eleftherios E. Vlahakis , Arash Bahari Kordabad , Lars Lindemann , Pantelis Sopasakis , Sadegh Soudjani , Dimos V. Dimarogonas

Effective exploration remains a central challenge in model-based reinforcement learning (MBRL), particularly in high-dimensional continuous control tasks where sample efficiency is crucial. A prominent line of recent work leverages learned…

Machine Learning · Computer Science 2026-05-22 Álvaro Serra-Gomez , Daniel Jarne Ornia , Dhruva Tirumala , Thomas Moerland

We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and…

Optimization and Control · Mathematics 2012-01-19 B. Kappen , V. Gomez , M. Opper

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

Reverse Kullback-Leibler (KL) divergence-based regularization with respect to a fixed reference policy is widely used in modern reinforcement learning to preserve the desired traits of the reference policy and sometimes to promote…

Machine Learning · Computer Science 2026-02-05 Anupam Nayak , Tong Yang , Osman Yagan , Gauri Joshi , Yuejie Chi

Model-based offline reinforcement learning (RL) has made remarkable progress, offering a promising avenue for improving generalization with synthetic model rollouts. Existing works primarily focus on incorporating pessimism for policy…

Machine Learning · Computer Science 2024-01-12 Yuanzhao Zhai , Yiying Li , Zijian Gao , Xudong Gong , Kele Xu , Dawei Feng , Ding Bo , Huaimin Wang