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Reinforcement learning (RL) has gained increasing attraction in the academia and tech industry with launches to a variety of impactful applications and products. Although research is being actively conducted on many fronts (e.g., offline…

Machine Learning · Computer Science 2021-12-13 Ruiyang Xu , Zhengxing Chen

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

We study Exo-MDPs, a structured class of Markov Decision Processes (MDPs) where the state space is partitioned into exogenous and endogenous components. Exogenous states evolve stochastically, independent of the agent's actions, while…

Machine Learning · Statistics 2025-02-06 Jia Wan , Sean R. Sinclair , Devavrat Shah , Martin J. Wainwright

We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Siddharth H. Nair , Francesco Borrelli

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

Artificial Intelligence · Computer Science 2013-02-21 Michael L. Littman , Thomas L. Dean , Leslie Pack Kaelbling

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…

Artificial Intelligence · Computer Science 2013-02-01 Ron Parr

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

In this paper we consider the problem of how a reinforcement learning agent tasked with solving a set of related Markov decision processes can use knowledge acquired early in its lifetime to improve its ability to more rapidly solve novel,…

Artificial Intelligence · Computer Science 2019-02-26 Francisco M. Garcia , Bruno C. da Silva , Philip S. Thomas

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

Machine Learning · Computer Science 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

We study the problem of policy synthesis for uncertain partially observable Markov decision processes (uPOMDPs). The transition probability function of uPOMDPs is only known to belong to a so-called uncertainty set, for instance in the form…

Optimization and Control · Mathematics 2020-01-24 Marnix Suilen , Nils Jansen , Murat Cubuktepe , Ufuk Topcu

The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

Artificial Intelligence · Computer Science 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

Machine Learning · Computer Science 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Many practical decision-making problems involve tasks whose success depends on the entire system history, rather than on achieving a state with desired properties. Markovian Reinforcement Learning (RL) approaches are not suitable for such…

Machine Learning · Computer Science 2025-12-17 Alessandro Trapasso , Luca Iocchi , Fabio Patrizi

In many robotic applications, some aspects of the system dynamics can be modeled accurately while others are difficult to obtain or model. We present a novel reinforcement learning (RL) method for continuous state and action spaces that…

Artificial Intelligence · Computer Science 2017-06-06 Tomoki Nishi , Prashant Doshi , Michael R. James , Danil Prokhorov

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

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

Partial observability and uncertainty are common problems in sequential decision-making that particularly impede the use of formal models such as Markov decision processes (MDPs). However, in practice, agents may be able to employ costly…

Machine Learning · Computer Science 2023-12-19 Merlijn Krale , Thiago D. Simão , Jana Tumova , Nils Jansen
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