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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

The transition kernel of a continuous-state-action Markov decision process (MDP) admits a natural tensor structure. This paper proposes a tensor-inspired unsupervised learning method to identify meaningful low-dimensional state and action…

Machine Learning · Statistics 2023-02-21 Chengzhuo Ni , Yaqi Duan , Munther Dahleh , Anru Zhang , Mengdi Wang

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

How do you incentivize self-interested agents to $\textit{explore}$ when they prefer to $\textit{exploit}$? We consider complex exploration problems, where each agent faces the same (but unknown) MDP. In contrast with traditional…

Machine Learning · Computer Science 2023-02-21 Max Simchowitz , Aleksandrs Slivkins

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

We study Markov Decision Processes (MDP) wherein states correspond to causal graphs that stochastically generate rewards. In this setup, the learner's goal is to identify atomic interventions that lead to high rewards by intervening on…

Machine Learning · Computer Science 2021-11-02 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

Planning under uncertainty is a central problem in the study of automated sequential decision making, and has been addressed by researchers in many different fields, including AI planning, decision analysis, operations research, control…

Artificial Intelligence · Computer Science 2011-05-30 C. Boutilier , T. Dean , S. Hanks

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

Machine Learning · Computer Science 2025-12-19 Michal Koren , Or Peretz , Tai Dinh , Philip S. Yu

In this paper, we consider the problem of controlling a partially observed Markov decision process (POMDP) in order to actively estimate its state trajectory over a fixed horizon with minimal uncertainty. We pose a novel active smoothing…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Timothy L. Molloy , Girish N. Nair

Partially Observable Markov Decision Processes (POMDPs) provide a principled mathematical framework for decision-making under uncertainty. However, the exact solution to POMDPs is computationally intractable. In this paper, we address the…

Robotics · Computer Science 2026-04-03 Da Kong , Vadim Indelman

Designing protocols enhancing cooperation for multi-agent systems remains a grand challenge. Cheap talk, defined as costless, non-binding communication before formal action, serves as a pivotal solution. However, existing theoretical…

Multiagent Systems · Computer Science 2026-03-03 Zhao Song , Chen Shen , Zhen Wang , The Anh Han

Exploration is an essential part of reinforcement learning, which restricts the quality of learned policy. Hard-exploration environments are defined by huge state space and sparse rewards. In such conditions, an exhaustive exploration of…

Machine Learning · Computer Science 2021-09-22 Leonid Ugadiarov , Alexey Skrynnik , Aleksandr I. Panov

In reinforcement learning (RL), an agent must explore an initially unknown environment in order to learn a desired behaviour. When RL agents are deployed in real world environments, safety is of primary concern. Constrained Markov decision…

Machine Learning · Computer Science 2022-06-24 David M. Bossens , Nicholas Bishop

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

Data selection is essential for any data-based optimization technique, such as Reinforcement Learning. State-of-the-art sampling strategies for the experience replay buffer improve the performance of the Reinforcement Learning agent.…

In this paper, the aim is to develop a quantum counterpart to classical Markov decision processes (MDPs). Firstly, we provide a very general formulation of quantum MDPs with state and action spaces in the quantum domain, quantum…

Quantum Physics · Physics 2024-09-19 Naci Saldi , Sina Sanjari , Serdar Yuksel

This paper investigates conservative exploration in reinforcement learning where the performance of the learning agent is guaranteed to be above a certain threshold throughout the learning process. It focuses on the tabular episodic Markov…

Machine Learning · Computer Science 2023-06-14 Donghao Li , Ruiquan Huang , Cong Shen , Jing Yang

Tabular data optimization methods aim to automatically find an optimal feature transformation process that generates high-value features and improves the performance of downstream machine learning tasks. Current frameworks for automated…

Machine Learning · Computer Science 2024-06-12 Xiaohan Huang , Dongjie Wang , Zhiyuan Ning , Ziyue Qiao , Qingqing Long , Haowei Zhu , Min Wu , Yuanchun Zhou , Meng Xiao

The infamous exploration-exploitation dilemma is one of the oldest and most important problems in reinforcement learning (RL). Deliberate and effective exploration is necessary for RL agents to succeed in most environments. However, until…

Artificial Intelligence · Computer Science 2017-10-09 Suraj Narayanan Sasikumar