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Power grid load scheduling is a critical task that ensures the balance between electricity generation and consumption while minimizing operational costs and maintaining grid stability. Traditional optimization methods often struggle with…

机器学习 · 计算机科学 2024-10-24 Dongwen Luo

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

机器学习 · 计算机科学 2022-01-03 Tien Mai , Patrick Jaillet

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

机器学习 · 计算机科学 2014-01-16 Balázs Csanád Csáji , László Monostori

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

机器学习 · 计算机科学 2022-01-03 Mastane Achab , Gergely Neu

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…

统计理论 · 数学 2021-11-11 Zhengling Qi , Peng Liao

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

机器学习 · 计算机科学 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Wireless networks used for Internet of Things (IoT) are expected to largely involve cloud-based computing and processing. Softwarised and centralised signal processing and network switching in the cloud enables flexible network control and…

人工智能 · 计算机科学 2020-10-13 Beiran Chen , Yi Zhang , George Iosifidis , Mingming Liu

Efficient planning of activities is essential for modern industrial assembly lines to uphold manufacturing standards, prevent project constraint violations, and achieve cost-effective operations. While exact solutions to such challenges can…

人工智能 · 计算机科学 2025-07-23 Ali Mohamed Ali , Luca Tirel , Hashim A. Hashim

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

机器学习 · 计算机科学 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

最优化与控制 · 数学 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

机器学习 · 计算机科学 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

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…

机器学习 · 计算机科学 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

机器学习 · 计算机科学 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

机器学习 · 计算机科学 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

机器学习 · 计算机科学 2019-08-22 Tiancheng Yu , Suvrit Sra

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

机器学习 · 计算机科学 2024-10-04 Zakaria Mhammedi

Interpretable reinforcement learning policies are essential for high-stakes decision-making, yet optimizing decision tree policies in Markov Decision Processes (MDPs) remains challenging. We propose SPOT, a novel method for computing…

机器学习 · 计算机科学 2025-10-23 Xuyuan Xiong , Pedro Chumpitaz-Flores , Kaixun Hua , Cheng Hua

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…

机器学习 · 计算机科学 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

机器学习 · 计算机科学 2025-03-25 Mohsen Amiri , Sindri Magnússon

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

机器学习 · 计算机科学 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan
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