Related papers: Policy Gradient for Robust Markov Decision Process…
The robust constrained Markov decision process (RCMDP) is a recent task-modelling framework for reinforcement learning that incorporates behavioural constraints and that provides robustness to errors in the transition dynamics model through…
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…
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,…
Partially observable Markov decision processes (POMDPs) model specific environments in sequential decision-making under uncertainty. Critically, optimal policies for POMDPs may not be robust against perturbations in the environment.…
Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…
We study average-reward Markov decision processes (AMDPs) and develop novel first-order methods with strong theoretical guarantees for both policy optimization and policy evaluation. Compared with intensive research efforts in finite sample…
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…
The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…
Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty associated with unknown parameters, we take a Bayesian approach…
We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…
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…
In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…
Optimizing discrete diffusion model (DDM) with rewards remains a challenge: the non-autoregressive paradigm makes importance sampling intractable and rollout complex, puzzling reinforcement learning methods such as Group Relative Policy…
In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…
Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…
Projected subgradient descent (PSD) has gained popularity for solving robust Markov decision processes (RMDPs) because it applies to a broader class of uncertainty sets than traditional dynamic programming. Existing work claims that RMDPs…
Saddle point problems, ubiquitous in optimization, extend beyond game theory to diverse domains like power networks and reinforcement learning. This paper presents novel approaches to tackle saddle point problem, with a focus on…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
By adopting a distributional viewpoint on law-invariant convex risk measures, we construct dynamics risk measures (DRMs) at the distributional level. We then apply these DRMs to investigate Markov decision processes, incorporating latent…
Model predictive control (MPC) is a powerful technique for solving dynamic control tasks. In this paper, we show that there exists a close connection between MPC and online learning, an abstract theoretical framework for analyzing online…