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We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

Machine Learning · Statistics 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

In this paper, we explore lifting Markov Decision Processes (MDPs) to the space of probability measures and consider the so-called measurized MDPs: deterministic processes where states are probability measures on the original state space,…

Optimization and Control · Mathematics 2026-04-09 Daniel Adelman , Alba V. Olivares-Nadal

In the sequential decision making setting, an agent aims to achieve systematic generalization over a large, possibly infinite, set of environments. Such environments are modeled as discrete Markov decision processes with both states and…

Machine Learning · Computer Science 2023-03-31 Mirco Mutti , Riccardo De Santi , Emanuele Rossi , Juan Felipe Calderon , Michael Bronstein , Marcello Restelli

We study model-based learning of finite-window policies in tabular partially observable Markov decision processes (POMDPs). A common approach to learning under partial observability is to approximate unbounded history dependencies using…

Machine Learning · Computer Science 2026-04-02 Philip Jordan , Maryam Kamgarpour

This paper proposes a reinforcement learning method for controller synthesis of autonomous systems in unknown and partially-observable environments with subjective time-dependent safety constraints. Mathematically, we model the system…

Robotics · Computer Science 2021-04-06 Yu Wang , Alper Kamil Bozkurt , Miroslav Pajic

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…

Machine Learning · Computer Science 2024-02-06 Junze Deng , Yuan Cheng , Shaofeng Zou , Yingbin Liang

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Machine Learning · Computer Science 2017-10-18 Mengdi Wang

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…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao

This letter proposes a novel reinforcement learning method for the synthesis of a control policy satisfying a control specification described by a linear temporal logic formula. We assume that the controlled system is modeled by a Markov…

Systems and Control · Electrical Eng. & Systems 2020-03-27 Ryohei Oura , Ami Sakakibara , Toshimitsu Ushio

Learning a control policy capable of adapting to time-varying and potentially evolving system dynamics has been a great challenge to the mainstream reinforcement learning (RL). Mainly, the ever-changing system properties would continuously…

Machine Learning · Computer Science 2022-08-31 Po-Hsiang Chiu , Manfred Huber

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

Model-based reinforcement learning (MBRL) is a crucial approach to enhance the generalization capabilities and improve the sample efficiency of RL algorithms. However, current MBRL methods focus primarily on building world models for single…

Machine Learning · Computer Science 2025-11-11 Xuantang Xiong , Ni Mu , Runpeng Xie , Senhao Yang , Yaqing Wang , Lexiang Wang , Yao Luan , Siyuan Li , Shuang Xu , Yiqin Yang , Bo Xu

Deploying reinforcement learning policies in the real world requires adapting to time-varying environments. We study this problem in the contextual Markov Decision Process (cMDP) framework, where a family of environments is indexed by a…

Machine Learning · Computer Science 2026-05-04 Param Budhraja , Aditya Gangrade , Alex Olshevsky , Venkatesh Saligrama

We select policies for large Markov Decision Processes (MDPs) with compact first-order representations. We find policies that generalize well as the number of objects in the domain grows, potentially without bound. Existing…

Artificial Intelligence · Computer Science 2013-01-07 Sung Wook Yoon , Alan Fern , Robert Givan

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…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

We introduce a Bayesian (deep) model-based reinforcement learning method (RoMBRL) that can capture model uncertainty to achieve sample-efficient policy optimisation. We propose to formulate the model-based policy optimisation problem as a…

Robotics · Computer Science 2021-01-06 Tai Hoang , Ngo Anh Vien

Leveraging more test-time computation has proven to be an effective way to boost the reasoning capabilities of large language models (LLMs). Among various methods, the verify-and-improve paradigm stands out for enabling dynamic solution…

Machine Learning · Computer Science 2025-06-11 Yurun Yuan , Tengyang Xie

Policy Mirror Descent (PMD) is a powerful and theoretically sound methodology for sequential decision-making. However, it is not directly applicable to Reinforcement Learning (RL) due to the inaccessibility of explicit action-value…

Machine Learning · Computer Science 2024-11-01 Pietro Novelli , Marco Pratticò , Massimiliano Pontil , Carlo Ciliberto

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…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Despite the significant progress of deep reinforcement learning (RL) in solving sequential decision making problems, RL agents often overfit to training environments and struggle to adapt to new, unseen environments. This prevents robust…

Machine Learning · Computer Science 2020-08-04 Xingyu Lu , Kimin Lee , Pieter Abbeel , Stas Tiomkin