Related papers: Q-learning for Quantile MDPs: A Decomposition, Per…

We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the…

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

This paper offers a new hybrid probably approximately correct (PAC) reinforcement learning (RL) algorithm for Markov decision processes (MDPs) that intelligently maintains favorable features of its parents. The designed algorithm, referred…

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

A risk-averse preview-based $Q$-learning planner is presented for navigation of autonomous vehicles. To this end, the multi-lane road ahead of a vehicle is represented by a finite-state non-stationary Markov decision process (MDP). A risk…

Reinforcement Learning (RL) has achieved tremendous success in recent years. However, the classical foundations of RL do not account for the risk sensitivity of the objective function, which is critical in various fields, including…

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

It is challenging for a security analyst to detect or defend against cyber-attacks. Moreover, traditional defense deployment methods require the security analyst to manually enforce the defenses in the presence of uncertainties about the…

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Centralized training with decentralized execution has become an important paradigm in multi-agent learning. Though practical, current methods rely on restrictive assumptions to decompose the centralized value function across agents for…

We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…