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Simulators are a pervasive tool in reinforcement learning, but most existing algorithms cannot efficiently exploit simulator access -- particularly in high-dimensional domains that require general function approximation. We explore the…

Machine Learning · Computer Science 2024-04-29 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

Many real-world decision-making problems face the off-dynamics challenge: the agent learns a policy in a source domain and deploys it in a target domain with different state transitions. The distributionally robust Markov decision process…

Machine Learning · Computer Science 2025-05-26 Zhishuai Liu , Pan Xu

We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…

Systems and Control · Computer Science 2017-05-17 Pengqian Yu , William B. Haskell , Huan Xu

The recent offline reinforcement learning (RL) studies have achieved much progress to make RL usable in real-world systems by learning policies from pre-collected datasets without environment interaction. Unfortunately, existing offline RL…

Artificial Intelligence · Computer Science 2022-04-22 Xianyuan Zhan , Xiangyu Zhu , Haoran Xu

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

Machine Learning · Computer Science 2024-02-26 Zhishuai Liu , Pan Xu

This paper introduces the MPS (Model Prediction Set), a novel framework for online model selection for nonstationary time series. Classical model selection methods, such as information criteria and cross-validation, rely heavily on the…

Machine Learning · Statistics 2026-01-29 Shibo Li , Yao Zheng

Planning under partial obervability is essential for autonomous robots. A principled way to address such planning problems is the Partially Observable Markov Decision Process (POMDP). Although solving POMDPs is computationally intractable,…

Robotics · Computer Science 2019-07-24 Marcus Hoerger , Hanna Kurniawati , Alberto Elfes

To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying…

Databases · Computer Science 2018-01-31 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…

Machine Learning · Computer Science 2022-02-14 Tengyang Xie , Nan Jiang , Huan Wang , Caiming Xiong , Yu Bai

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…

Machine Learning · Computer Science 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We consider qualitative strategy synthesis for the formalism called consumption Markov decision processes. This formalism can model dynamics of an agents that operates under resource constraints in a stochastic environment. The presented…

Artificial Intelligence · Computer Science 2021-05-06 František Blahoudek , Petr Novotný , Melkior Ornik , Pranay Thangeda , Ufuk Topcu

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

Machine Learning · Computer Science 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman