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We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

机器学习 · 计算机科学 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

We propose a new regret minimization algorithm for episodic sparse linear Markov decision process (SMDP) where the state-transition distribution is a linear function of observed features. The only previously known algorithm for SMDP…

机器学习 · 统计学 2023-10-25 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

人工智能 · 计算机科学 2024-12-16 Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

机器学习 · 计算机科学 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

机器学习 · 计算机科学 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

机器学习 · 计算机科学 2020-08-18 Akifumi Wachi , Yanan Sui

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

机器学习 · 计算机科学 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

This paper presents an efficient preference elicitation framework for uncertain matroid optimization, where precise weight information is unavailable, but insights into possible weight values are accessible. The core innovation of our…

机器学习 · 计算机科学 2025-03-26 Aditya Sai Ellendula , Arun K Pujari , Vikas Kumar , Venkateswara Rao Kagita

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…

机器学习 · 计算机科学 2020-06-19 Yonathan Efroni , Lior Shani , Aviv Rosenberg , Shie Mannor

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

人工智能 · 计算机科学 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

人工智能 · 计算机科学 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

机器学习 · 计算机科学 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and…

机器学习 · 计算机科学 2024-11-01 Qiuhao Wang , Shaohang Xu , Chin Pang Ho , Marek Petrik

Designing a safe policy for uncertain environments is crucial in real-world control systems. However, this challenge remains inadequately addressed within the Markov decision process (MDP) framework. This paper presents the first algorithm…

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show…

机器学习 · 计算机科学 2019-05-21 Aviv Rosenberg , Yishay Mansour

We consider (stochastic) softmax policy gradient (PG) methods for bandits and tabular Markov decision processes (MDPs). While the PG objective is non-concave, recent research has used the objective's smoothness and gradient domination…

机器学习 · 计算机科学 2024-10-01 Michael Lu , Matin Aghaei , Anant Raj , Sharan Vaswani

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

最优化与控制 · 数学 2012-06-21 William B. Haskell , Rahul Jain

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of…

机器学习 · 计算机科学 2022-01-04 Angeliki Kamoutsi , Goran Banjac , John Lygeros

We study reinforcement learning in an infinite-horizon average-reward setting with linear function approximation, where the transition probability function of the underlying Markov Decision Process (MDP) admits a linear form over a feature…

机器学习 · 计算机科学 2022-05-11 Yue Wu , Dongruo Zhou , Quanquan Gu

Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…

系统与控制 · 电气工程与系统科学 2022-06-06 Chaitanya Agarwal , Shibashis Guha , Jan Křetínský , M. Pazhamalai