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Deploying reinforcement learning policies in the real world requires adapting to time-varying environments. We study this problem in the contextual Markov Decision Process (cMDP) framework, where a family of environments is indexed by a…

Machine Learning · Computer Science 2026-05-04 Param Budhraja , Aditya Gangrade , Alex Olshevsky , Venkatesh Saligrama

In this paper, we study safe data collection for the purpose of policy evaluation in tabular Markov decision processes (MDPs). In policy evaluation, we are given a \textit{target} policy and asked to estimate the expected cumulative reward…

Machine Learning · Computer Science 2024-06-05 Subhojyoti Mukherjee , Josiah P. Hanna , Robert Nowak

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

Machine Learning · Statistics 2016-12-09 Yichen Chen , Mengdi Wang

Safety-critical learning requires policies that improve performance without leaving the safe operating regime. We study constrained policy learning where model parameters must satisfy rollout-based safety constraints that can be evaluated…

Machine Learning · Computer Science 2026-05-21 Shengfan Cao , Francesco Borrelli , Eunhyek Joa

Policy gradient methods are an attractive approach to multi-agent reinforcement learning problems due to their convergence properties and robustness in partially observable scenarios. However, there is a significant performance gap between…

Machine Learning · Computer Science 2021-05-07 Bozhidar Vasilev , Tarun Gupta , Bei Peng , Shimon Whiteson

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

Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for…

Artificial Intelligence · Computer Science 2021-04-06 Jaeyoung Lee , Richard S. Sutton

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

Machine Learning · Computer Science 2019-06-07 Lin F. Yang , Mengdi Wang

We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…

Machine Learning · Computer Science 2022-10-31 Gellért Weisz , András György , Tadashi Kozuno , Csaba Szepesvári

The success of the model predictive path integral control (MPPI) approach depends on the appropriate selection of the input distribution used for sampling. However, it can be challenging to select inputs that satisfy output constraints in…

Systems and Control · Electrical Eng. & Systems 2024-08-16 Leon , Yan , Santosh Devasia

Control of networked systems, comprised of interacting agents, is often achieved through modeling the underlying interactions. Constructing accurate models of such interactions--in the meantime--can become prohibitive in applications.…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Siavash Alemzadeh , Shahriar Talebi , Mehran Mesbahi

We present new algorithms for computing and approximating bisimulation metrics in Markov Decision Processes (MDPs). Bisimulation metrics are an elegant formalism that capture behavioral equivalence between states and provide strong…

Machine Learning · Computer Science 2019-11-22 Pablo Samuel Castro

Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes,…

Machine Learning · Computer Science 2019-04-09 Wen Sun , Geoffrey J. Gordon , Byron Boots , J. Andrew Bagnell

We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…

Methodology · Statistics 2021-05-14 David S. Watson , Marvin N. Wright

Deep reinforcement learning algorithms can perform poorly in real-world tasks due to the discrepancy between source and target environments. This discrepancy is commonly viewed as the disturbance in transition dynamics. Many existing…

Machine Learning · Computer Science 2021-12-21 Yufei Kuang , Miao Lu , Jie Wang , Qi Zhou , Bin Li , Houqiang Li

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem
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