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Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

Robotics · Computer Science 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…

Optimization and Control · Mathematics 2021-08-24 R. Reid Bishop , Chelsea C. White

Reinforcement learning presents an attractive paradigm to reason about several distinct aspects of sequential decision making, such as specifying complex goals, planning future observations and actions, and critiquing their utilities.…

Machine Learning · Computer Science 2023-10-31 Siyan Zhao , Aditya Grover

We develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling…

Machine Learning · Computer Science 2019-11-06 Sayak Ray Chowdhury , Aditya Gopalan

We introduce a practical method for incorporating equality and inequality constraints in global optimization methods based on stochastic interacting particle systems, specifically consensus-based optimization (CBO) and ensemble Kalman…

Optimization and Control · Mathematics 2021-11-05 J. A. Carrillo , C. Totzeck , U. Vaes

As we know, some global optimization problems cannot be solved using analytic methods, so numeric/algorithmic approaches are used to find near to the optimal solutions for them. A stochastic global optimization algorithm (SGoal) is an…

Artificial Intelligence · Computer Science 2017-06-08 Jonatan Gomez

We introduce a unified framework for learning the spatio-temporal dynamics of vector valued functions by combining operator valued reproducing kernel Hilbert spaces (OV-RKHS) with kernel based Koopman operator methods. The approach enables…

Machine Learning · Computer Science 2025-08-27 Mahishanka Withanachchi

Off-policy evaluation (OPE) is the task of estimating the expected reward of a given policy based on offline data previously collected under different policies. Therefore, OPE is a key step in applying reinforcement learning to real-world…

Machine Learning · Computer Science 2021-03-11 Yihao Feng , Ziyang Tang , Na Zhang , Qiang Liu

We adopt a policy optimization viewpoint towards policy evaluation for robust Markov decision process with $\mathrm{s}$-rectangular ambiguity sets. The developed method, named first-order policy evaluation (FRPE), provides the first unified…

Optimization and Control · Mathematics 2023-08-01 Yan Li , Guanghui Lan

Reinforcement Learning views the maximization of rewards and avoidance of punishments as central to explaining goal-directed behavior. However, over a life, organisms will need to learn about many different aspects of the world's structure:…

Artificial Intelligence · Computer Science 2023-11-16 Thomas J. Ringstrom

We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

Optimization and Control · Mathematics 2022-05-02 Johannes Müller , Guido Montúfar

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu

Reinforcement learning consists of finding policies that maximize an expected cumulative long-term reward in a Markov decision process with unknown transition probabilities and instantaneous rewards. In this paper, we consider the problem…

Systems and Control · Computer Science 2018-07-31 Santiago Paternain , Juan Andrés Bazerque , Austin Small , Alejandro Ribeiro

In this paper, we consider risk-sensitive Markov Decision Processes (MDPs) with Borel state and action spaces and unbounded cost under both finite and infinite planning horizons. Our optimality criterion is based on the recursive…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Alexander Glauner

We propose a diffusion approximation method to the continuous-state Markov Decision Processes (MDPs) that can be utilized to address autonomous navigation and control in unstructured off-road environments. In contrast to most…

Robotics · Computer Science 2024-02-08 Junhong Xu , Kai Yin , Zheng Chen , Jason M. Gregory , Ethan A. Stump , Lantao Liu

State-of-the-art language models are autoregressive and operate on subword units known as tokens. Specifically, one must encode the conditioning string into a list of tokens before passing to the language models for next-token prediction.…

Computation and Language · Computer Science 2024-07-09 Buu Phan , Marton Havasi , Matthew Muckley , Karen Ullrich

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

Machine Learning · Computer Science 2019-05-17 Wang Chi Cheung

We study methods based on reproducing kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process (MRP). We study a regularized form of the kernel least-squares temporal difference (LSTD)…

Machine Learning · Statistics 2021-09-27 Yaqi Duan , Mengdi Wang , Martin J. Wainwright

Behavioural metrics have been shown to be an effective mechanism for constructing representations in reinforcement learning. We present a novel perspective on behavioural metrics for Markov decision processes via the use of positive…

Machine Learning · Computer Science 2023-11-01 Pablo Samuel Castro , Tyler Kastner , Prakash Panangaden , Mark Rowland