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Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…

Machine Learning · Computer Science 2026-01-28 Jiayu Chen , Le Xu , Wentse Chen , Jeff Schneider

We revisit the estimation bias in policy gradients for the discounted episodic Markov decision process (MDP) from Deep Reinforcement Learning (DRL) perspective. The objective is formulated theoretically as the expected returns discounted…

Machine Learning · Computer Science 2023-02-13 Haoxuan Pan , Deheng Ye , Xiaoming Duan , Qiang Fu , Wei Yang , Jianping He , Mingfei Sun

In the context of modern environmental and societal concerns, there is an increasing demand for methods able to identify management strategies for civil engineering systems, minimizing structural failure risks while optimally planning…

Artificial Intelligence · Computer Science 2023-04-17 Pablo G. Morato , Charalampos P. Andriotis , Konstantinos G. Papakonstantinou , Philippe Rigo

Efficient planning of activities is essential for modern industrial assembly lines to uphold manufacturing standards, prevent project constraint violations, and achieve cost-effective operations. While exact solutions to such challenges can…

Artificial Intelligence · Computer Science 2025-07-23 Ali Mohamed Ali , Luca Tirel , Hashim A. Hashim

Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…

Machine Learning · Computer Science 2021-06-17 Rongpeng Li

Decision-making for engineering systems can be efficiently formulated as a Markov Decision Process (MDP) or a Partially Observable MDP (POMDP). Typical MDP and POMDP solution procedures utilize offline knowledge about the environment and…

Systems and Control · Computer Science 2018-11-07 C. P. Andriotis , K. G. Papakonstantinou

This paper studies the risk-averse mean-variance optimization in infinite-horizon discounted Markov decision processes (MDPs). The involved variance metric concerns reward variability during the whole process, and future deviations are…

Optimization and Control · Mathematics 2022-01-19 Shuai Ma , Xiaoteng Ma , Li Xia

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting.…

Machine Learning · Computer Science 2020-01-16 Erwan Lecarpentier , Emmanuel Rachelson

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Complex mechanical systems such as vehicle powertrains are inherently subject to multiple nonlinearities and uncertainties arising from parametric variations. Modeling errors are therefore unavoidable, making the transfer of control systems…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Heisei Yonezawa , Ansei Yonezawa , Itsuro Kajiwara

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

Optimization and Control · Mathematics 2025-09-29 Zhiyao Yang , Zhiping Chen , Huifu Xu

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

Machine Learning · Computer Science 2025-12-19 Michal Koren , Or Peretz , Tai Dinh , Philip S. Yu

Mobile energy storage systems (MESSs) provide mobility and flexibility to enhance distribution system resilience. The paper proposes a Markov decision process (MDP) formulation for an integrated service restoration strategy that coordinates…

Optimization and Control · Mathematics 2020-03-30 Shuhan Yao , Jiuxiang Gu , Peng Wang , Tianyang Zhao , Huajun Zhang , Xiaochuan Liu

Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…

Machine Learning · Computer Science 2024-10-24 Dongwen Luo

DRL agents circumvent the issue of classic models in the sense that they do not make assumptions like the financial returns being normally distributed and are able to deal with any information like the ESG score if they are configured to…

Portfolio Management · Quantitative Finance 2025-12-23 M. Coronado-Vaca

This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Jiping Luo , Nikolaos Pappas

Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…

Artificial Intelligence · Computer Science 2012-07-19 Carlos E. Guestrin , Milos Hauskrecht , Branislav Kveton