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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

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Reinforcementlearning(RL)folkloresuggeststhathistory-basedfunctionapproximationmethods,suchas recurrent neural nets or history-based state abstraction, perform better than their memory-less counterparts, due to the fact that function…

Machine Learning · Computer Science 2022-11-08 Gandharv Patil , Aditya Mahajan , Doina Precup

There are situations in which an agent should receive rewards only after having accomplished a series of previous tasks. In other words, the reward that the agent receives is non-Markovian. One natural and quite general way to represent…

Artificial Intelligence · Computer Science 2020-01-28 Gavin Rens , Jean-François Raskin

The standard RL world model is that of a Markov Decision Process (MDP). A basic premise of MDPs is that the rewards depend on the last state and action only. Yet, many real-world rewards are non-Markovian. For example, a reward for bringing…

Artificial Intelligence · Computer Science 2019-12-06 Maor Gaon , Ronen I. Brafman

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Machine Learning · Computer Science 2023-04-25 Christel Baier , Clemens Dubslaff , Patrick Wienhöft , Stefan J. Kiebel

Non-stationary domains, where unforeseen changes happen, present a challenge for agents to find an optimal policy for a sequential decision making problem. This work investigates a solution to this problem that combines Markov Decision…

Artificial Intelligence · Computer Science 2017-05-04 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

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

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made…

Artificial Intelligence · Computer Science 2014-01-17 Mahdi Milani Fard , Joelle Pineau

In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appropriate Reproducing Kernel Hilbert Spaces (RKHS), equipped…

Methodology · Statistics 2020-07-10 Shixiao W. Jiang , John Harlim

Unlike the standard Reinforcement Learning (RL) model, many real-world tasks are non-Markovian, whose rewards are predicated on state history rather than solely on the current state. Solving a non-Markovian task, frequently applied in…

Machine Learning · Computer Science 2023-10-19 Ruixuan Miao , Xu Lu , Cong Tian , Bin Yu , Zhenhua Duan

Non-Markovian dynamics arise when a system is coupled to a bath with finite correlation time, giving rise to memory effects that allow the bath to temporarily store and return excitations. However, how memory modifies irreversibility and…

Statistical Mechanics · Physics 2026-04-29 Ken Funo , Tan Van Vu , Keiji Saito

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

We consider policy evaluation in infinite-horizon discounted Markov decision problems (MDPs) with infinite spaces. We reformulate this task a compositional stochastic program with a function-valued decision variable that belongs to a…

Optimization and Control · Mathematics 2020-05-19 Alec Koppel , Garrett Warnell , Ethan Stump , Peter Stone , Alejandro Ribeiro

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

Recent success in developing increasingly general purpose agents based on sequence models has led to increased focus on the problem of deploying computationally limited agents within the vastly more complex real-world. A key challenge…

Machine Learning · Computer Science 2025-12-23 Geraud Nangue Tasse , Matthew Riemer , Benjamin Rosman , Tim Klinger