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This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

Artificial Intelligence · Computer Science 2026-05-25 Jessica Lally , Milad Kazemi , Nicola Paoletti

We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…

Machine Learning · Statistics 2024-06-04 Kihyuk Hong , Ambuj Tewari

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, partial state observations, and a multiagent structure. We discuss and compare algorithms that simultaneously or…

Robotics · Computer Science 2020-11-10 Sushmita Bhattacharya , Siva Kailas , Sahil Badyal , Stephanie Gil , Dimitri Bertsekas

Deep reinforcement learning (RL) has proven a powerful technique in many sequential decision making domains. However, Robotics poses many challenges for RL, most notably training on a physical system can be expensive and dangerous, which…

Robotics · Computer Science 2017-10-19 Lerrel Pinto , Marcin Andrychowicz , Peter Welinder , Wojciech Zaremba , Pieter Abbeel

Actor-Critic based approaches were among the first to address reinforcement learning in a general setting. Recently, these algorithms have gained renewed interest due to their generality, good convergence properties, and possible biological…

Machine Learning · Computer Science 2009-09-17 D. Di Castro , R. Meir

Actor-Critic methods are widely used for their scalability, yet existing theoretical guarantees for infinite-horizon average-reward Markov Decision Processes (MDPs) often rely on restrictive ergodicity assumptions. We propose NAC-B, a…

Machine Learning · Computer Science 2025-10-28 Swetha Ganesh , Vaneet Aggarwal

Constrained multiagent reinforcement learning (C-MARL) is gaining importance as MARL algorithms find new applications in real-world systems ranging from energy systems to drone swarms. Most C-MARL algorithms use a primal-dual approach to…

Systems and Control · Electrical Eng. & Systems 2023-04-28 Daniel Tabas , Ahmed S. Zamzam , Baosen Zhang

In this paper, we establish last-iterate convergence rates for off-policy actor--critic methods in reinforcement learning. In particular, under a single-loop, single-timescale implementation and a broad class of policy updates, including…

Machine Learning · Computer Science 2026-05-14 Ishaq Hamza , Zaiwei Chen

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Offline constrained reinforcement learning (RL) aims to learn a policy that maximizes the expected cumulative reward subject to constraints on expected cumulative cost using an existing dataset. In this paper, we propose Primal-Dual-Critic…

Machine Learning · Computer Science 2023-10-23 Kihyuk Hong , Yuhang Li , Ambuj Tewari

We address the discounted reward setting in reinforcement learning (RL). To mitigate the value approximation challenges in policy gradient methods, actor-critic approaches have been developed and are known to converge to stationary points…

Machine Learning · Computer Science 2026-05-15 Sanjeev Manivannan , Shuban V

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

This paper proposes a data-driven solution for Volt-VAR control problem in active distribution system. As distribution system models are always inaccurate and incomplete, it is quite difficult to solve the problem. To handle with this…

Artificial Intelligence · Computer Science 2024-10-22 Guibin Chen

In many practical applications, decision-making processes must balance the costs of acquiring information with the benefits it provides. Traditional control systems often assume full observability, an unrealistic assumption when…

Artificial Intelligence · Computer Science 2025-01-24 Taiyi Wang , Jianheng Liu , Bryan Lee , Zhihao Wu , Yu Wu

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

Public health organizations face the problem of dispensing treatments (i.e., vaccines, antibiotics, and others) to groups of affected populations through "points-of-dispensing" (PODs) during emergency situations, typically in the presence…

Optimization and Control · Mathematics 2021-05-04 Yijia Wang , Daniel R. Jiang

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

In safety-critical robotic tasks, potential failures must be reduced, and multiple constraints must be met, such as avoiding collisions, limiting energy consumption, and maintaining balance. Thus, applying safe reinforcement learning (RL)…

Machine Learning · Computer Science 2023-12-27 Dohyeong Kim , Kyungjae Lee , Songhwai Oh

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Optimization and Control · Mathematics 2018-09-21 Carlos M. Massera , Marco H. Terra , Denis F. Wolf