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Inverse reinforcement learning (IRL) is the task of finding a reward function that generates a desired optimal policy for a given Markov Decision Process (MDP). This paper develops an information-theoretic lower bound for the sample…

Machine Learning · Computer Science 2021-07-07 Abi Komanduru , Jean Honorio

In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as…

Machine Learning · Computer Science 2022-08-16 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

The Bayes-Adaptive Markov Decision Process (BAMDP) formalism pursues the Bayes-optimal solution to the exploration-exploitation trade-off in reinforcement learning. As the computation of exact solutions to Bayesian reinforcement-learning…

Machine Learning · Computer Science 2022-11-01 Dilip Arumugam , Satinder Singh

Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under…

Machine Learning · Computer Science 2023-03-21 Yuan Cheng , Ruiquan Huang , Jing Yang , Yingbin Liang

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Low-complexity models such as linear function representation play a pivotal role in enabling sample-efficient reinforcement learning (RL). The current paper pertains to a scenario with value-based linear representation, which postulates the…

Machine Learning · Computer Science 2021-10-19 Gen Li , Yuxin Chen , Yuejie Chi , Yuantao Gu , Yuting Wei

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

We study the problem of learning policies that maximize cumulative reward while satisfying safety constraints, even when the real environment differs from a simulator or nominal model. We focus on robust constrained Markov decision…

Machine Learning · Computer Science 2025-11-12 Sourav Ganguly , Arnob Ghosh

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Machine Learning · Computer Science 2026-05-06 Cyrille Kone , Kevin Jamieson

We consider a constrained Markov Decision Problem (CMDP) where the goal of an agent is to maximize the expected discounted sum of rewards over an infinite horizon while ensuring that the expected discounted sum of costs exceeds a certain…

Machine Learning · Computer Science 2024-11-01 Washim Uddin Mondal , Vaneet Aggarwal

We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes…

Machine Learning · Computer Science 2026-05-22 Oliver Mortensen , Mohammad Sadegh Talebi

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

Machine Learning · Computer Science 2021-06-15 Yujia Jin , Aaron Sidford

Analyzing the Markov decision process (MDP) with continuous state spaces is generally challenging. A recent interesting work \cite{shah2018q} solves MDP with bounded continuous state space by a nearest neighbor $Q$ learning approach, which…

Machine Learning · Computer Science 2024-06-18 Puning Zhao , Lifeng Lai