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We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

Machine Learning · Computer Science 2026-03-25 Zakaria Mhammedi , Alexander Rakhlin , Nneka Okolo

Reinforcement learning (RL) has been demonstrated to have great potential in many applications of scientific discovery and design. Recent work includes, for example, the design of new structures and compositions of molecules for therapeutic…

Machine Learning · Computer Science 2020-04-17 Colin Bellinger , Rory Coles , Mark Crowley , Isaac Tamblyn

Partially Observable Markov Decision Processes (POMDPs) can model complex sequential decision-making problems under stochastic and uncertain environments. A main reason hindering their broad adoption in real-world applications is the lack…

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

In this work, we focus on the problem of safe policy transfer in reinforcement learning: we seek to leverage existing policies when learning a new task with specified constraints. This problem is important for safety-critical applications…

Machine Learning · Computer Science 2022-11-11 Zeyu Feng , Bowen Zhang , Jianxin Bi , Harold Soh

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

Partially observable Markov decision processes (POMDPs) provide a modeling framework for autonomous decision making under uncertainty and imperfect sensing, e.g. robot manipulation and self-driving cars. However, optimal control of POMDPs…

Artificial Intelligence · Computer Science 2020-01-22 Mohamadreza Ahmadi , Rangoli Sharan , Joel W. Burdick

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

In this paper, we focus on formal synthesis of control policies for finite Markov decision processes with non-negative real-valued costs. We develop an algorithm to automatically generate a policy that guarantees the satisfaction of a…

Logic in Computer Science · Computer Science 2013-09-10 Maria Svorenova , Ivana Cerna , Calin Belta

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

There are two primary approaches to solving Markov decision problems (MDPs): dynamic programming based on the Bellman equation and linear programming (LP). Dynamic programming methods are the most widely used and form the foundation of both…

Artificial Intelligence · Computer Science 2026-02-24 Donghwan Lee , Hyukjun Yang , Bum Geun Park

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

In this paper, we present a novel reinforcement learning framework designed to optimize molecular dynamics by focusing on the entire trajectory rather than just the final molecular configuration. Leveraging a stochastic version of…

Optimization and Control · Mathematics 2024-10-22 Chandrajit Bajaj , Minh Nguyen , Conrad Li

Load balancing and auto scaling are at the core of scalable, contemporary systems, addressing dynamic resource allocation and service rate adjustments in response to workload changes. This paper introduces a novel model and algorithms for…

Systems and Control · Electrical Eng. & Systems 2024-06-21 S. R. Eshwar , Lucas Lopes Felipe , Alexandre Reiffers-Masson , Daniel Sadoc Menasché , Gugan Thoppe

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

Machine Learning · Computer Science 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

Machine Learning · Computer Science 2025-10-15 Ameya Anjarlekar , Rasoul Etesami , R Srikant

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

Several real-world scenarios, such as remote control and sensing, are comprised of action and observation delays. The presence of delays degrades the performance of reinforcement learning (RL) algorithms, often to such an extent that…

Machine Learning · Computer Science 2021-08-18 Somjit Nath , Mayank Baranwal , Harshad Khadilkar