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This paper presents a safe robust policy iteration (SR-PI) algorithm to design controllers with satisficing (good enough) performance and safety guarantee. This is in contrast to standard PI-based control design methods with no safety…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Yuzhen Han , Hamidreza Modares

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

The increasing complexity of tasks in robotics demands efficient strategies for multitask and continual learning. Traditional models typically rely on a universal policy for all tasks, facing challenges such as high computational costs and…

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

Policy Iteration (PI) is a widely used family of algorithms to compute optimal policies for Markov Decision Problems (MDPs). We derive upper bounds on the running time of PI on Deterministic MDPs (DMDPs): the class of MDPs in which every…

Discrete Mathematics · Computer Science 2023-10-10 Ritesh Goenka , Eashan Gupta , Sushil Khyalia , Pratyush Agarwal , Mulinti Shaik Wajid , Shivaram Kalyanakrishnan

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

In this paper, we consider the problem of safety assessment for Markov decision processes without explicit knowledge of the model. We aim to learn probabilistic safety specifications associated with a given policy without compromising the…

Systems and Control · Electrical Eng. & Systems 2023-12-11 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

The standard version of the policy iteration (PI) algorithm fails for semicontinuous models, that is, for models with lower semicontinuous one-step costs and weakly continuous transition law. This is due to the lack of continuity properties…

Optimization and Control · Mathematics 2023-07-17 Óscar Vega-Amaya , Fernando Luque-Vásquez

In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…

Machine Learning · Computer Science 2024-02-23 Zhenghai Xue , Qingpeng Cai , Shuchang Liu , Dong Zheng , Peng Jiang , Kun Gai , Bo An

This paper studies the policy mirror descent (PMD) method, which is a general policy optimization framework in reinforcement learning and can cover a wide range of policy gradient methods by specifying difference mirror maps. Existing…

Optimization and Control · Mathematics 2026-01-01 Wenye Li , Hongxu Chen , Jiacai Liu , Ke Wei

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

Machine Learning · Computer Science 2021-02-15 Kishan Panaganti , Dileep Kalathil

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Policy Gradient (PG) algorithms are among the best candidates for the much-anticipated applications of reinforcement learning to real-world control tasks, such as robotics. However, the trial-and-error nature of these methods poses safety…

Machine Learning · Computer Science 2022-06-20 Matteo Papini , Matteo Pirotta , Marcello Restelli

The problem of offline reinforcement learning focuses on learning a good policy from a log of environment interactions. Past efforts for developing algorithms in this area have revolved around introducing constraints to online reinforcement…

Machine Learning · Computer Science 2022-04-27 Ian Char , Viraj Mehta , Adam Villaflor , John M. Dolan , Jeff Schneider

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Imitation learning, particularly Diffusion Policies based methods, has recently gained significant traction in embodied AI as a powerful approach to action policy generation. These models efficiently generate action policies by learning to…

Robotics · Computer Science 2025-04-15 Haiyong Yu , Yanqiong Jin , Yonghao He , Wei Sui

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

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

Logic in Computer Science · Computer Science 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

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

To design effective digital interventions, experimenters face the challenge of learning decision policies that balance multiple objectives using offline data. Often, they aim to develop policies that maximize goal outcomes, while ensuring…

Machine Learning · Statistics 2025-03-24 Brian Cho , Ana-Roxana Pop , Ariel Evnine , Nathan Kallus