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In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

Machine Learning · Computer Science 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

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

Discovering an informative, or agent-centric, state representation that encodes only the relevant information while discarding the irrelevant is a key challenge towards scaling reinforcement learning algorithms and efficiently applying them…

Machine Learning · Computer Science 2024-04-24 Lili Wu , Ben Evans , Riashat Islam , Raihan Seraj , Yonathan Efroni , Alex Lamb

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

We consider a robust approach to address uncertainty in model parameters in Markov Decision Processes (MDPs), which are widely used to model dynamic optimization in many applications. Most prior works consider the case where the uncertainty…

Optimization and Control · Mathematics 2021-09-02 Vineet Goyal , Julien Grand-Clément

Diffusion models generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…

Machine Learning · Computer Science 2026-02-10 Constant Bourdrez , Alexandre Vérine , Olivier Cappé

In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…

Artificial Intelligence · Computer Science 2019-10-25 Haifeng Zhang , Jun Wang , Zhiming Zhou , Weinan Zhang , Ying Wen , Yong Yu , Wenxin Li

The generalization ability of visuomotor policy is crucial, as a good policy should be deployable across diverse scenarios. Some methods can collect large amounts of trajectory augmentation data to train more generalizable imitation…

Robotics · Computer Science 2025-11-14 Hanwen Wang

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…

Machine Learning · Computer Science 2021-06-29 Mónika Farsang , Luca Szegletes

Reinforcement learning encounters many challenges when applied directly in the real world. Sim-to-real transfer is widely used to transfer the knowledge learned from simulation to the real world. Domain randomization -- one of the most…

Machine Learning · Computer Science 2022-03-15 Xiaoyu Chen , Jiachen Hu , Chi Jin , Lihong Li , Liwei Wang

Markov Decision Processes (MDPs) are mathematical models of sequential decision-making under uncertainty that have found applications in healthcare, manufacturing, logistics, and others. In these models, a decision-maker observes the state…

Optimization and Control · Mathematics 2024-05-22 Madeleine Pollack , Lauren N. Steimle

In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…

Machine Learning · Computer Science 2022-08-02 Kelly W. Zhang , Omer Gottesman , Finale Doshi-Velez

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

With Reinforcement Learning we assume that a model of the world does exist. We assume furthermore that the model in question is perfect (i.e. it describes the world completely and unambiguously). This article will demonstrate that it does…

Machine Learning · Computer Science 2022-12-05 Dimiter Dobrev

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

Efficient exploration has presented a long-standing challenge in reinforcement learning, especially when rewards are sparse. A developmental system can overcome this difficulty by learning from both demonstrations and self-exploration.…

Machine Learning · Computer Science 2021-02-19 Siqing Hou , Dongqi Han , Jun Tani

We consider a context-dependent Reinforcement Learning (RL) setting, which is characterized by: a) an unknown finite number of not directly observable contexts; b) abrupt (discontinuous) context changes occurring during an episode; and c)…

Machine Learning · Computer Science 2022-02-15 Hang Ren , Aivar Sootla , Taher Jafferjee , Junxiao Shen , Jun Wang , Haitham Bou-Ammar

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska
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