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Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

Machine Learning · Computer Science 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters

Current work in explainable reinforcement learning generally produces policies in the form of a decision tree over the state space. Such policies can be used for formal safety verification, agent behavior prediction, and manual inspection…

Machine Learning · Computer Science 2021-02-26 Nicholay Topin , Stephanie Milani , Fei Fang , Manuela Veloso

We present an optimization-based framework for robust permissive synthesis for Interval Markov Decision Processes (IMDPs), motivated by robotic decision-making under transition uncertainty. In many robotic systems, model inaccuracies and…

Robotics · Computer Science 2026-03-17 Khang Vo Huynh , David Parker , Lu Feng

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

Sequential incentive marketing is an important approach for online businesses to acquire customers, increase loyalty and boost sales. How to effectively allocate the incentives so as to maximize the return (e.g., business objectives) under…

Artificial Intelligence · Computer Science 2023-03-03 Shuai Xiao , Le Guo , Zaifan Jiang , Lei Lv , Yuanbo Chen , Jun Zhu , Shuang Yang

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

Robust Markov Decision Processes (MDPs) are receiving much attention in learning a robust policy which is less sensitive to environment changes. There are an increasing number of works analyzing sample-efficiency of robust MDPs. However,…

Machine Learning · Statistics 2023-09-13 Wenhao Yang , Han Wang , Tadashi Kozuno , Scott M. Jordan , Zhihua Zhang

Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an…

Machine Learning · Computer Science 2012-07-02 Alexander L. Strehl , Lihong Li , Michael L. Littman

We introduce a Bayesian (deep) model-based reinforcement learning method (RoMBRL) that can capture model uncertainty to achieve sample-efficient policy optimisation. We propose to formulate the model-based policy optimisation problem as a…

Robotics · Computer Science 2021-01-06 Tai Hoang , Ngo Anh Vien

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…

Machine Learning · Computer Science 2019-09-23 Shin-ichi Maeda , Hayato Watahiki , Shintarou Okada , Masanori Koyama

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

Artificial Intelligence · Computer Science 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

The linear Markov Decision Process (MDP) framework offers a principled foundation for reinforcement learning (RL) with strong theoretical guarantees and sample efficiency. However, its restrictive assumption-that both transition dynamics…

Machine Learning · Statistics 2025-06-03 Sinian Zhang , Kaicheng Zhang , Ziping Xu , Tianxi Cai , Doudou Zhou

We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty…

Machine Learning · Statistics 2017-11-01 Taylor Killian , Samuel Daulton , George Konidaris , Finale Doshi-Velez

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

Collaborative Combat Aircraft (CCAs) are envisioned to enable autonomous Intelligence, Surveillance, and Reconnaissance (ISR) missions in contested environments, where adversaries may act strategically to deceive or evade detection. These…

Optimization and Control · Mathematics 2025-12-02 Jimin Choi , Max Z. Li

We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…

Machine Learning · Computer Science 2012-06-22 Steffen Grunewalder , Guy Lever , Luca Baldassarre , Massi Pontil , Arthur Gretton

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

We consider discounted infinite-horizon constrained Markov decision processes (CMDPs), where the goal is to find an optimal policy that maximizes the expected cumulative reward while satisfying expected cumulative constraints. Motivated by…

Machine Learning · Computer Science 2025-03-04 Tingting Ni , Maryam Kamgarpour
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