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We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

Recent years have witnessed a tremendous improvement of deep reinforcement learning. However, a challenging problem is that an agent may suffer from inefficient exploration, particularly for on-policy methods. Previous exploration methods…

Machine Learning · Computer Science 2020-02-17 Ling Pan , Qingpeng Cai , Longbo Huang

We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the convex hull of unknown generating kernels. We utilize the…

Optimization and Control · Mathematics 2026-05-28 Mengmeng Li , Yifan Hu , Daniel Kuhn , Yan Li

We consider a Reinforcement Learning setup where an agent interacts with an environment in observation-reward-action cycles without any (esp.\ MDP) assumptions on the environment. State aggregation and more generally feature reinforcement…

Artificial Intelligence · Computer Science 2014-07-15 Marcus Hutter

We present the first study on provably efficient randomized exploration in cooperative multi-agent reinforcement learning (MARL). We propose a unified algorithm framework for randomized exploration in parallel Markov Decision Processes…

Machine Learning · Computer Science 2025-03-04 Hao-Lun Hsu , Weixin Wang , Miroslav Pajic , Pan Xu

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

In this paper, we propose a max-min entropy framework for reinforcement learning (RL) to overcome the limitation of the soft actor-critic (SAC) algorithm implementing the maximum entropy RL in model-free sample-based learning. Whereas the…

Machine Learning · Computer Science 2021-12-21 Seungyul Han , Youngchul Sung

We consider local planning in fixed-horizon MDPs with a generative model under the assumption that the optimal value function lies close to the span of a feature map. The generative model provides a local access to the MDP: The planner can…

Machine Learning · Computer Science 2021-07-12 Gellért Weisz , Philip Amortila , Barnabás Janzer , Yasin Abbasi-Yadkori , Nan Jiang , Csaba Szepesvári

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Zuzana Křetínská , Jan Křetínský

We introduce and analyse two algorithms for exploration-exploitation in discrete and continuous Markov Decision Processes (MDPs) based on exploration bonuses. SCAL$^+$ is a variant of SCAL (Fruit et al., 2018) that performs efficient…

Machine Learning · Computer Science 2018-12-12 Jian Qian , Ronan Fruit , Matteo Pirotta , Alessandro Lazaric

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

Exploration is essential for solving complex Reinforcement Learning (RL) tasks. Maximum State-Visitation Entropy (MSVE) formulates the exploration problem as a well-defined policy optimization problem whose solution aims at visiting all…

Recent works have studied *state entropy maximization* in reinforcement learning, in which the agent's objective is to learn a policy inducing high entropy over states visitation (Hazan et al., 2019). They typically assume full…

Machine Learning · Computer Science 2024-06-05 Riccardo Zamboni , Duilio Cirino , Marcello Restelli , Mirco Mutti

We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…

Computer Science and Game Theory · Computer Science 2023-08-17 Damien Busatto-Gaston , Debraj Chakraborty , Anirban Majumdar , Sayan Mukherjee , Guillermo A. Pérez , Jean-François Raskin

Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…

Artificial Intelligence · Computer Science 2022-09-16 Kyle Hollins Wray , Stas Tiomkin , Mykel J. Kochenderfer , Pieter Abbeel

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

Machine Learning · Computer Science 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

Machine Learning · Computer Science 2019-05-17 Wang Chi Cheung