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Related papers: Multi-agent Markov Entanglement

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In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

Machine Learning · Computer Science 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Arash Bahari Kordabad , Mario Zanon , Sebastien Gros

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Reinforcement Learning (RL) has demonstrated strong potential for industrial process control, yet policies trained in simulation often suffer from a significant sim-to-real gap when deployed on physical hardware. This work systematically…

Machine Learning · Computer Science 2026-03-13 Tatjana Krau , Jorge Mandlmaier , Tobias Damm , Frieder Heieck

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

Optimization and Control · Mathematics 2021-09-10 Médéric Motte , Huyên Pham

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

In reinforcement learning, the reward function on current state and action is widely used. When the objective is about the expectation of the (discounted) total reward only, it works perfectly. However, if the objective involves the total…

Artificial Intelligence · Computer Science 2018-12-03 Shuai Ma , Jia Yuan Yu

We optimize finite horizon multi-agent reach-avoid Markov decision process (MDP) via \emph{local feedback policies}. The global feedback policy solution yields global optimality but its communication complexity, memory usage and computation…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Adam Casselman , Abraham P. Vinod , Sarah H. Q. Li

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…

Optimization and Control · Mathematics 2025-10-07 Liam Cregg , Fady Alajaji , Serdar Yuksel

Deep RL approaches build much of their success on the ability of the deep neural network to generate useful internal representations. Nevertheless, they suffer from a high sample-complexity and starting with a good input representation can…

Machine Learning · Computer Science 2021-02-17 Vikram Waradpande , Daniel Kudenko , Megha Khosla

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

Machine Learning · Computer Science 2026-04-16 Vansh Kapoor , Jayakrishnan Nair

In centralized multi-agent systems, often modeled as multi-agent partially observable Markov decision processes (MPOMDPs), the action and observation spaces grow exponentially with the number of agents, making the value and belief…

Artificial Intelligence · Computer Science 2024-02-26 Maris F. L. Galesloot , Thiago D. Simão , Sebastian Junges , Nils Jansen

We consider multiple-environment Markov decision processes (MEMDP), which consist of a finite set of MDPs over the same state space, representing different scenarios of transition structure and probability. The value of a strategy is the…

Logic in Computer Science · Computer Science 2025-04-23 Krishnendu Chatterjee , Laurent Doyen , Jean-François Raskin , Ocan Sankur

This paper proposes a multi-agent reinforcement learning based medium access framework for wireless networks. The access problem is formulated as a Markov Decision Process (MDP), and solved using reinforcement learning with every network…

Machine Learning · Computer Science 2021-04-30 Hrishikesh Dutta , Subir Biswas

Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…

Robotics · Computer Science 2024-10-18 Jean-Pierre Sleiman , Mayank Mittal , Marco Hutter

Markov decision processes (MDPs) with multi-dimensional weights are useful to analyze systems with multiple objectives that may be conflicting and require the analysis of trade-offs. We study the complexity of percentile queries in such…

Logic in Computer Science · Computer Science 2016-12-08 Mickael Randour , Jean-François Raskin , Ocan Sankur

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis