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We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of a…

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

We present a method for solving implicit (factored) Markov decision processes (MDPs) with very large state spaces. We introduce a property of state space partitions which we call epsilon-homogeneity. Intuitively, an epsilon-homogeneous…

We consider finite-state Markov decision processes with the combined Energy-MeanPayoff objective. The controller tries to avoid running out of energy while simultaneously attaining a strictly positive mean payoff in a second dimension. We…

As a primary contribution, we present a convergence theorem for stochastic iterations, and in particular, Q-learning iterates, under a general, possibly non-Markovian, stochastic environment. Our conditions for convergence involve an…

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

State estimation for discrete-time linear systems with quantized measurements is addressed. By exploiting the set-theoretic nature of the information provided by the quantizer, the problem is cast in the set membership estimation setting.…

Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…

Despite the success of neural-based combinatorial optimization methods for end-to-end heuristic learning, out-of-distribution generalization remains a challenge. In this paper, we present a novel formulation of Combinatorial Optimization…

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Semidefinite programs (SDPs) are a class of optimisation problems that find application in numerous areas of physics, engineering and mathematics. Semidefinite programming is particularly suited to problems in quantum physics and quantum…

We study the problem of online learning in a class of Markov decision processes known as linearly solvable MDPs. In the stationary version of this problem, a learner interacts with its environment by directly controlling the state…

Reactive (memoryless) policies are sufficient in completely observable Markov decision processes (MDPs), but some kind of memory is usually necessary for optimal control of a partially observable MDP. Policies with finite memory can be…

We study the problem of learning optimal policies in finite-horizon Markov Decision Processes (MDPs) using low-rank reinforcement learning (RL) methods. In finite-horizon MDPs, the policies, and therefore the value functions (VFs) are not…

Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algorithms for risk measures like the entropic risk measure (ERM)…

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…

This paper considers the permissive supervisor synthesis for probabilistic systems modeled as Markov Decision Processes (MDP). Such systems are prevalent in power grids, transportation networks, communication networks and robotics. Unlike…