Related papers: Joint MDPs and Reinforcement Learning in Coupled-D…
Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewards, and probability transitions. When in a given state and…
Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…
In online reinforcement learning, data scarcity creates epistemic uncertainty that makes robustness important early in learning, whereas sufficient exploration is needed to learn the true-environment optimal policy. We study this…
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…
Reinforcement Learning (RL) has demonstrated strong potential for industrial process control, yet policies trained in simulation often suffer from a significant sim-to-real gap when deployed on physical hardware. This work systematically…
Markovian jump linear systems (MJLS) are an important class of dynamical systems that arise in many control applications. In this paper, we introduce the problem of controlling unknown (discrete-time) MJLS as a new benchmark for…
Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…
Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision…
A key component of model-based reinforcement learning (RL) is a dynamics model that predicts the outcomes of actions. Errors in this predictive model can degrade the performance of model-based controllers, and complex Markov decision…
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…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
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…
We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…
In many practical uses of reinforcement learning (RL) the set of actions available at a given state is a random variable, with realizations governed by an exogenous stochastic process. Somewhat surprisingly, the foundations for such…
A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…
Initial DR studies mainly adopt model predictive control and thus require accurate models of the control problem (e.g., a customer behavior model), which are to a large extent uncertain for the EV scenario. Hence, model-free approaches,…
Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static…
Learning and optimal control under robust Markov decision processes (MDPs) have received increasing attention, yet most existing theory, algorithms, and applications focus on finite-horizon or discounted models. Long-run average-reward…
Social network simulation aims to model collective opinion dynamics in large populations, but existing LLM-based simulators mainly focus on aggregate dynamics while largely ignoring individual internal states. This limits their ability to…
When environmental interaction is expensive, model-based reinforcement learning offers a solution by planning ahead and avoiding costly mistakes. Model-based agents typically learn a single-step transition model. In this paper, we propose a…