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Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

Reinforcement learning (RL) agents have traditionally been tasked with maximizing the value function of a Markov decision process (MDP), either in continuous settings, with fixed discount factor $\gamma < 1$, or in episodic settings, with…

Machine Learning · Computer Science 2019-02-11 Silviu Pitis

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

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different…

Logic in Computer Science · Computer Science 2025-02-20 Francesco Pontiggia , Filip Macák , Roman Andriushchenko , Michele Chiari , Milan Češka

Delays are inherent to most dynamical systems. Besides shifting the process in time, they can significantly affect their performance. For this reason, it is usually valuable to study the delay and account for it. Because they are dynamical…

Machine Learning · Computer Science 2023-09-21 Pierre Liotet

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

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

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking…

Artificial Intelligence · Computer Science 2016-10-25 Himabindu Lakkaraju , Cynthia Rudin