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As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…

Machine Learning · Computer Science 2022-06-14 Yuan Cheng , Songtao Feng , Jing Yang , Hong Zhang , Yingbin Liang

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

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

Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…

Artificial Intelligence · Computer Science 2015-09-09 Yanping Huang

Several hierarchical reinforcement learning methods leverage planning to create a graph or sequences of intermediate goals, guiding a lower-level goal-conditioned (GC) policy to reach some final goals. The low-level policy is typically…

Machine Learning · Computer Science 2025-03-31 Olivier Serris , Stéphane Doncieux , Olivier Sigaud

The monolithic approach to policy representation in Markov Decision Processes (MDPs) looks for a single policy that can be represented as a function from states to actions. For the monolithic approach to succeed (and this is not always…

Artificial Intelligence · Computer Science 2015-06-12 Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

We present a hierarchical reinforcement learning framework that formulates each task in the hierarchy as a special type of Markov decision process for which the Bellman equation is linear and has analytical solution. Problems of this type,…

Artificial Intelligence · Computer Science 2016-03-11 Anders Jonsson , Vicenç Gómez

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

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

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

Hierarchical reinforcement learning methods offer a powerful means of planning flexible behavior in complicated domains. However, learning an appropriate hierarchical decomposition of a domain into subtasks remains a substantial challenge.…

Artificial Intelligence · Computer Science 2017-08-03 Adam C. Earle , Andrew M. Saxe , Benjamin Rosman

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

We develop a metalearning approach for learning hierarchically structured policies, improving sample efficiency on unseen tasks through the use of shared primitives---policies that are executed for large numbers of timesteps. Specifically,…

Machine Learning · Computer Science 2017-10-27 Kevin Frans , Jonathan Ho , Xi Chen , Pieter Abbeel , John Schulman

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

Statistics Theory · Mathematics 2021-11-11 Zhengling Qi , Peng Liao