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Reinforcement learning is an emerging approaches to facilitate multi-stage sequential decision-making problems. This paper studies a real-time multi-stage stochastic power dispatch considering multivariate uncertainties. Current researches…

Machine Learning · Computer Science 2024-01-24 Bairong Deng , Tao Yu , Zhenning Pan , Xuehan Zhang , Yufeng Wu , Qiaoyi Ding

It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations. This motivates much of the recent theoretical study on linear MDPs. However, most approaches require a given…

Machine Learning · Computer Science 2022-12-09 Tianjun Zhang , Tongzheng Ren , Mengjiao Yang , Joseph E. Gonzalez , Dale Schuurmans , Bo Dai

Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with different MDPs indexed by a context variable. While CMDPs serve…

Machine Learning · Computer Science 2024-02-06 Junze Deng , Yuan Cheng , Shaofeng Zou , Yingbin Liang

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

Learning policies for complex tasks that require multiple different skills is a major challenge in reinforcement learning (RL). It is also a requirement for its deployment in real-world scenarios. This paper proposes a novel framework for…

Artificial Intelligence · Computer Science 2017-12-21 Tianmin Shu , Caiming Xiong , Richard Socher

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

How to learn an effective reinforcement learning-based model for control tasks from high-level visual observations is a practical and challenging problem. A key to solving this problem is to learn low-dimensional state representations from…

Machine Learning · Computer Science 2022-12-27 Jianda Chen , Sinno Jialin Pan

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

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

Autonomous multiple tasks learning is a fundamental capability to develop versatile artificial agents that can act in complex environments. In real-world scenarios, tasks may be interrelated (or "hierarchical") so that a robot has to first…

Machine Learning · Computer Science 2019-06-05 Vieri Giuliano Santucci , Gianluca Baldassarre , Emilio Cartoni

We propose a novel framework to controller design in environments with a two-level structure: a known high-level graph ("map") in which each vertex is populated by a Markov decision process, called a "room". The framework "separates…

Artificial Intelligence · Computer Science 2025-03-11 Florent Delgrange , Guy Avni , Anna Lukina , Christian Schilling , Ann Nowé , Guillermo A. Pérez

Many dynamic decision problems, such as robotic control, involve a series of tasks, many of which are unknown at training time. Typical approaches for these problems, such as multi-task and meta reinforcement learning, do not generalize…

Machine Learning · Computer Science 2025-05-28 Luise Ge , Michael Lanier , Anindya Sarkar , Bengisu Guresti , Chongjie Zhang , Yevgeniy Vorobeychik

Representation learning is a widely adopted framework for learning in data-scarce environments, aiming to extract common features from related tasks. While centralized approaches have been extensively studied, decentralized methods remain…

Machine Learning · Computer Science 2025-12-30 Donghwa Kang , Shana Moothedath

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Machine Learning · Computer Science 2023-04-25 Christel Baier , Clemens Dubslaff , Patrick Wienhöft , Stefan J. Kiebel

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Deep reinforcement learning (RL) algorithms have achieved great success on a wide variety of sequential decision-making tasks. However, many of these algorithms suffer from high sample complexity when learning from scratch using…

Machine Learning · Statistics 2020-06-15 Michael Wan , Tanmay Gangwani , Jian Peng

Following the pivotal success of learning strategies to win at tasks, solely by interacting with an environment without any supervision, agents have gained the ability to make sequential decisions in complex MDPs. Yet, reinforcement…

Machine Learning · Computer Science 2026-03-18 Ezgi Korkmaz