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We propose a policy iteration algorithm for solving the multiplicative noise linear quadratic output feedback design problem. The algorithm solves a set of coupled Riccati equations for estimation and control arising from a partially…

Systems and Control · Electrical Eng. & Systems 2022-04-01 Benjamin Gravell , Matilde Gargiani , John Lygeros , Tyler H. Summers

We consider policy evaluation in infinite-horizon discounted Markov decision problems (MDPs) with infinite spaces. We reformulate this task a compositional stochastic program with a function-valued decision variable that belongs to a…

Optimization and Control · Mathematics 2020-05-19 Alec Koppel , Garrett Warnell , Ethan Stump , Peter Stone , Alejandro Ribeiro

Sequential decision-making algorithms such as reinforcement learning (RL) in real-world scenarios inevitably face environments with partial observability. This paper scrutinizes the effectiveness of a popular architecture, namely…

Machine Learning · Computer Science 2024-05-31 Chenhao Lu , Ruizhe Shi , Yuyao Liu , Kaizhe Hu , Simon S. Du , Huazhe Xu

The partially observable Markov decision process (POMDP) provides a principled general model for planning under uncertainty. However, solving a general POMDP is computationally intractable in the worst case. This paper introduces…

Artificial Intelligence · Computer Science 2016-02-24 Min Chen , Emilio Frazzoli , David Hsu , Wee Sun Lee

We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered…

Optimization and Control · Mathematics 2021-01-19 Siddharth H. Nair , Ugo Rosolia , Francesco Borrelli

This work develops new algorithms with rigorous efficiency guarantees for infinite horizon imitation learning (IL) with linear function approximation without restrictive coherence assumptions. We begin with the minimax formulation of the…

Machine Learning · Computer Science 2023-05-31 Luca Viano , Angeliki Kamoutsi , Gergely Neu , Igor Krawczuk , Volkan Cevher

This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Hossein Nejatbakhsh Esfahani , Arash Bahari Kordabad , Sebastien Gros

In this paper we address the solution of the popular Wordle puzzle, using new reinforcement learning methods, which apply more generally to adaptive control of dynamic systems and to classes of Partially Observable Markov Decision Process…

Artificial Intelligence · Computer Science 2022-12-01 Siddhant Bhambri , Amrita Bhattacharjee , Dimitri Bertsekas

In this paper, we study the offline RL problem with linear function approximation. Our main structural assumption is that the MDP has low inherent Bellman error, which stipulates that linear value functions have linear Bellman backups with…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…

Machine Learning · Computer Science 2020-01-10 Yihao Feng , Lihong Li , Qiang Liu

Existing learning methods often struggle to balance interpretability and predictive performance. While models like nearest neighbors and non-negative matrix factorization (NMF) offer high interpretability, their predictive performance on…

Machine Learning · Computer Science 2023-11-21 Brian K. Vogel

In the theory of Partially Observed Markov Decision Processes (POMDPs), existence of optimal policies have in general been established via converting the original partially observed stochastic control problem to a fully observed one on the…

Optimization and Control · Mathematics 2022-01-11 Ali Devran Kara , Serdar Yuksel

In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

Reinforcement learning algorithms can solve dynamic decision-making and optimal control problems. With continuous-valued state and input variables, reinforcement learning algorithms must rely on function approximators to represent the value…

Machine Learning · Computer Science 2021-11-16 Jiří Kubalík , Erik Derner , Jan Žegklitz , Robert Babuška

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Optimizing large language models (LLMs) for multi-turn conversational outcomes remains a significant challenge, especially in goal-oriented settings like AI marketing or sales agents who facilitate transactions via messaging platforms. The…

Machine Learning · Computer Science 2025-11-27 Daniel R. Jiang , Jalaj Bhandari , Yukai Yang , Rémi Munos , Tyler Lu

Isotonic regression provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…

Methodology · Statistics 2026-05-19 Timo Kuosmanen , Juan F. Monge , José L. Ruiz , Xun Zhou

We show that the core reasons that complex and hypercomplex valued neural networks offer improvements over their real-valued counterparts is the weight sharing mechanism and treating multidimensional data as a single entity. Their algebra…

Neural and Evolutionary Computing · Computer Science 2020-09-10 Chase J Gaudet , Anthony S Maida

Partially-Observable Markov Decision Processes (POMDPs) are typically solved by finding an approximate global solution to a corresponding belief-MDP. In this paper, we offer a new planning algorithm for POMDPs with continuous state, action…

Artificial Intelligence · Computer Science 2012-03-19 Tom Erez , William D. Smart

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…