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Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

Artificial Intelligence · Computer Science 2018-02-23 Hamid Reza Maei

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

Partially Observable Markov Decision Processes (POMDPs) are the standard framework for decision-making under uncertainty. While sampling-based methods scale well, they lack formal correctness guarantees, making them unsuitable for…

Artificial Intelligence · Computer Science 2026-05-15 Debraj Chakraborty , Anirban Majumdar , Prince Mathew , Sayan Mukherjee , Jean-François Raskin

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We study the global convergence and global optimality of actor-critic, one of the most popular families of reinforcement learning algorithms. While most existing works on actor-critic employ bi-level or two-timescale updates, we focus on…

Machine Learning · Computer Science 2021-06-15 Zuyue Fu , Zhuoran Yang , Zhaoran Wang

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

Optimization and Control · Mathematics 2024-12-20 Serdar Yüksel

In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…

Optimization and Control · Mathematics 2022-05-03 Feng Huang , Ming Cao , Long Wang

Actor-critic methods integrating target networks have exhibited a stupendous empirical success in deep reinforcement learning. However, a theoretical understanding of the use of target networks in actor-critic methods is largely missing in…

Machine Learning · Computer Science 2022-02-24 Anas Barakat , Pascal Bianchi , Julien Lehmann

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

In this paper, we propose an approximating framework for analyzing parametric Markov models. Instead of computing complex rational functions encoding the reachability probability and the reward values of the parametric model, we exploit the…

Logic in Computer Science · Computer Science 2023-11-15 Ying Liu , Andrea Turrini , Moritz Hahn , Bai Xue , Lijun Zhang

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

Machine Learning · Computer Science 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

In this paper, we propose a novel policy iteration method, called dynamic policy programming (DPP), to estimate the optimal policy in the infinite-horizon Markov decision processes. We prove the finite-iteration and asymptotic l\infty-norm…

Machine Learning · Computer Science 2011-09-09 Mohammad Gheshlaghi Azar , Vicenc Gomez , Hilbert J. Kappen

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

We identify a fundamental problem in policy gradient-based methods in continuous control. As policy gradient methods require the agent's underlying probability distribution, they limit policy representation to parametric distribution…

Machine Learning · Computer Science 2019-11-26 Chen Tessler , Guy Tennenholtz , Shie Mannor

Public health organizations face the problem of dispensing treatments (i.e., vaccines, antibiotics, and others) to groups of affected populations through "points-of-dispensing" (PODs) during emergency situations, typically in the presence…

Optimization and Control · Mathematics 2021-05-04 Yijia Wang , Daniel R. Jiang

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

Actor-critic algorithms are widely used in reinforcement learning, but are challenging to mathematically analyse due to the online arrival of non-i.i.d. data samples. The distribution of the data samples dynamically changes as the model is…

Machine Learning · Computer Science 2023-09-20 Ziheng Wang , Justin Sirignano
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