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Related papers: Policy Gradient Methods for Non-Markovian Reinforc…

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Various methods for Multi-Agent Reinforcement Learning (MARL) have been developed with the assumption that agents' policies are based on accurate state information. However, policies learned through Deep Reinforcement Learning (DRL) are…

Artificial Intelligence · Computer Science 2024-04-15 Songyang Han , Sanbao Su , Sihong He , Shuo Han , Haizhao Yang , Shaofeng Zou , Fei Miao

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…

Machine Learning · Computer Science 2022-05-05 Lorenzo Steccanella , Anders Jonsson

Reactive (memoryless) policies are sufficient in completely observable Markov decision processes (MDPs), but some kind of memory is usually necessary for optimal control of a partially observable MDP. Policies with finite memory can be…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Leonid Peshkin , Kee-Eung Kim , Leslie Pack Kaelbling

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

This paper looks at predictability problems, i.e., wherein an agent must choose its strategy in order to optimize the predictions that an external observer could make. We address these problems while taking into account uncertainties on the…

Artificial Intelligence · Computer Science 2024-10-08 Salomé Lepers , Sophie Lemonnier , Vincent Thomas , Olivier Buffet

Motivated by the novel paradigm developed by Van Roy and coauthors for reinforcement learning in arbitrary non-Markovian environments, we propose a related formulation and explicitly pin down the error caused by non-Markovianity of…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Siddharth Chandak , Pratik Shah , Vivek S Borkar , Parth Dodhia

Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

Machine Learning · Computer Science 2023-10-04 Alessandro Abate , Yousif Almulla , James Fox , David Hyland , Michael Wooldridge

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Machine Learning · Computer Science 2021-02-12 Botao Hao , Nevena Lazic , Yasin Abbasi-Yadkori , Pooria Joulani , Csaba Szepesvari

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

Machine Learning · Statistics 2020-02-21 Nathan Kallus , Masatoshi Uehara

Conventional multi-agent reinforcement learning (MARL) methods rely on time-triggered execution, where agents sample and communicate actions at fixed intervals. This approach is often computationally expensive and communication-intensive.…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Umer Siddique , Abhinav Sinha , Yongcan Cao

We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on…

Machine Learning · Computer Science 2026-03-10 Anirudh Satheesh , Pankaj Kumar Barman , Washim Uddin Mondal , Vaneet Aggarwal

While reinforcement learning has been increasingly applied to stochastic control, few studies have systematically examined policy-based methods in queuing environments modeled as a semi-Markov decision process (SMDP). To address this gap,…

Optimization and Control · Mathematics 2026-04-28 Joseph Walton , Gabriel Nicolosi

The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

Optimization and Control · Mathematics 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

An AI agent might surprisingly find she has reached an unknown state which she has never been aware of -- an unknown unknown. We mathematically ground this scenario in reinforcement learning: an agent, after taking an action calculated from…

Machine Learning · Computer Science 2025-09-04 Juntian Zhu , Miguel de Carvalho , Zhouwang Yang , Fengxiang He

We study average-reward Markov decision processes (AMDPs) and develop novel first-order methods with strong theoretical guarantees for both policy optimization and policy evaluation. Compared with intensive research efforts in finite sample…

Machine Learning · Computer Science 2024-10-01 Tianjiao Li , Feiyang Wu , Guanghui Lan

In this paper, we present a methodology to deploy the deterministic policy gradient method, using actor-critic techniques, when the optimal policy is approximated using a parametric optimization problem, where safety is enforced via hard…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Sebastien Gros , Mario Zanon

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

Optimization and Control · Mathematics 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

A popular approach to solving a decision process with non-Markovian rewards (NMRDP) is to exploit a compact representation of the reward function to automatically translate the NMRDP into an equivalent Markov decision process (MDP) amenable…

Artificial Intelligence · Computer Science 2013-01-07 Sylvie Thiebaux , Froduald Kabanza , John Slanley
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