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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

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

Machine Learning · Statistics 2015-02-10 Assaf Hallak , Dotan Di Castro , Shie Mannor

Contextual Markov Decision Processes (CMDPs) offer a framework for sequential decision-making under external signals, but existing methods often fail to generalize in high-dimensional or unstructured contexts, resulting in excessive…

Artificial Intelligence · Computer Science 2025-10-06 Peidong Liu , Junjiang Lin , Shaowen Wang , Yao Xu , Haiqing Li , Xuhao Xie , Siyi Wu , Hao Li

Abstraction of Markov Decision Processes is a useful tool for solving complex problems, as it can ignore unimportant aspects of an environment, simplifying the process of learning an optimal policy. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2021-04-20 Ondrej Biza , Robert Platt

Designing effective architectures is one of the key factors behind the success of deep neural networks. Existing deep architectures are either manually designed or automatically searched by some Neural Architecture Search (NAS) methods.…

Machine Learning · Computer Science 2020-01-14 Yong Guo , Yin Zheng , Mingkui Tan , Qi Chen , Jian Chen , Peilin Zhao , Junzhou Huang

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

We introduce Dynamic Contextual Markov Decision Processes (DCMDPs), a novel reinforcement learning framework for history-dependent environments that generalizes the contextual MDP framework to handle non-Markov environments, where contexts…

Machine Learning · Computer Science 2023-05-19 Guy Tennenholtz , Nadav Merlis , Lior Shani , Martin Mladenov , Craig Boutilier

Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…

Logic in Computer Science · Computer Science 2025-05-15 Thomas Brihaye , Krishnendu Chatterjee , Stefanie Mohr , Maximilian Weininger

Transformers have become increasingly popular in offline reinforcement learning (RL) due to their ability to treat agent trajectories as sequences, reframing policy learning as a sequence modeling task. However, in partially observable…

Machine Learning · Computer Science 2026-03-05 Egor Cherepanov , Alexey Staroverov , Alexey K. Kovalev , Aleksandr I. Panov

In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

Machine Learning · Computer Science 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

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…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

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…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

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

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Transformer-based models have recently achieved outstanding performance in image matting. However, their application to high-resolution images remains challenging due to the quadratic complexity of global self-attention. To address this…

Computer Vision and Pattern Recognition · Computer Science 2024-12-18 Yiheng Lin , Yihan Hu , Chenyi Zhang , Ting Liu , Xiaochao Qu , Luoqi Liu , Yao Zhao , Yunchao Wei

We introduce causal Markov Decision Processes (C-MDPs), a new formalism for sequential decision making which combines the standard MDP formulation with causal structures over state transition and reward functions. Many contemporary and…

Machine Learning · Statistics 2021-02-16 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

We propose a neural network architecture, called TransNet, that combines planning and model learning for solving Partially Observable Markov Decision Processes (POMDPs) with non-uniform system dynamics. The past decade has seen a…

Robotics · Computer Science 2019-07-11 Nicholas Collins , Hanna Kurniawati

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

Logic in Computer Science · Computer Science 2015-07-24 Ernst Moritz Hahn , Holger Hermanns , Ralf Wimmer , Bernd Becker

Successful deployment of multi-agent reinforcement learning often requires agents to adapt their behaviour. In this work, we discuss the problem of teamwork adaptation in which a team of agents needs to adapt their policies to solve novel…

Multiagent Systems · Computer Science 2023-11-21 Lukas Schäfer , Filippos Christianos , Amos Storkey , Stefano V. Albrecht
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