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Robust Markov decision processes (RMDPs) provide a promising framework for computing reliable policies in the face of model errors. Many successful reinforcement learning algorithms build on variations of policy-gradient methods, but…

Machine Learning · Computer Science 2024-05-15 Qiuhao Wang , Chin Pang Ho , Marek Petrik

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

Machine Learning · Computer Science 2022-10-25 Mengdi Xu , Peide Huang , Yaru Niu , Visak Kumar , Jielin Qiu , Chao Fang , Kuan-Hui Lee , Xuewei Qi , Henry Lam , Bo Li , Ding Zhao

We study non-rectangular robust Markov decision processes under the average-reward criterion, where the ambiguity set couples transition probabilities across states and the adversary commits to a stationary kernel for the entire horizon. We…

Optimization and Control · Mathematics 2026-03-11 Shengbo Wang , Nian Si

Robust Markov Decision Processes (RMDPs) intend to ensure robustness with respect to changing or adversarial system behavior. In this framework, transitions are modeled as arbitrary elements of a known and properly structured uncertainty…

Machine Learning · Computer Science 2019-07-25 Esther Derman , Daniel Mankowitz , Timothy Mann , Shie Mannor

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

Artificial Intelligence · Computer Science 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

We introduce a framework for approximate analysis of Markov decision processes (MDP) with bounded-, unbounded-, and infinite-horizon properties. The main idea is to identify a "core" of an MDP, i.e., a subsystem where we provably remain…

Systems and Control · Electrical Eng. & Systems 2023-06-22 Jan Křetínský , Tobias Meggendorfer

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

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…

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

Optimal policies in Markov decision processes (MDPs) are very sensitive to model misspecification. This raises serious concerns about deploying them in high-stake domains. Robust MDPs (RMDP) provide a promising framework to mitigate…

Machine Learning · Computer Science 2019-12-06 Reazul Hasan Russel , Bahram Behzadian , Marek Petrik

The quantum internet is one of the frontiers of quantum information science research. It will revolutionize the way we communicate and do other tasks, and it will allow for tasks that are not possible using the current, classical internet.…

Quantum Physics · Physics 2023-11-17 Sumeet Khatri

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Moving Target Defense (MTD) has emerged as a proactive and dynamic framework to counteract evolving cyber threats. Traditional MTD approaches often rely on assumptions about the attackers knowledge and behavior. However, real-world…

Cryptography and Security · Computer Science 2024-08-20 Megha Bose , Praveen Paruchuri , Akshat Kumar

Adaptive HTTP streaming with centralized consideration of multiple streams has gained increasing interest. It poses a special challenge that the interests of both content provider and network operator need to be deliberately balanced. More…

Networking and Internet Architecture · Computer Science 2015-01-20 Zhisheng Yan , Cedric Westphal , Xin Wang , Chang Wen Chen

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

The main goal of this paper is to discuss several approaches to formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are not specified exactly but rather are assumed to be elements…

Optimization and Control · Mathematics 2024-05-07 Yan Li , Alexander Shapiro

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai