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相关论文: Exploration--Exploitation in MDPs with Options

200 篇论文

Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observation models. We propose a Posterior Sampling-based…

机器学习 · 计算机科学 2024-10-24 Dengwang Tang , Dongze Ye , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…

机器学习 · 计算机科学 2023-01-26 Tao Liu , Ruida Zhou , Dileep Kalathil , P. R. Kumar , Chao Tian

We derive a novel asymptotic problem-dependent lower-bound for regret minimization in finite-horizon tabular Markov Decision Processes (MDPs). While, similar to prior work (e.g., for ergodic MDPs), the lower-bound is the solution to an…

机器学习 · 计算机科学 2021-06-25 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

While designing the state space of an MDP, it is common to include states that are transient or not reachable by any policy (e.g., in mountain car, the product space of speed and position contains configurations that are not physically…

机器学习 · 计算机科学 2019-03-21 Ronan Fruit , Matteo Pirotta , Alessandro Lazaric

We consider the problem where $M$ agents interact with $M$ identical and independent environments with $S$ states and $A$ actions using reinforcement learning for $T$ rounds. The agents share their data with a central server to minimize…

机器学习 · 计算机科学 2021-02-23 Mridul Agarwal , Bhargav Ganguly , Vaneet Aggarwal

We study regret minimization in non-episodic factored Markov decision processes (FMDPs), where all existing algorithms make the strong assumption that the factored structure of the FMDP is known to the learner in advance. In this paper, we…

机器学习 · 计算机科学 2021-10-12 Aviv Rosenberg , Yishay Mansour

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

机器学习 · 计算机科学 2024-09-25 Woojin Chae , Dabeen Lee

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

机器学习 · 计算机科学 2019-11-05 Andrea Zanette , Emma Brunskill

We study the challenging exploration incentive problem in both bandit and reinforcement learning, where the rewards are scale-free and potentially unbounded, driven by real-world scenarios and differing from existing work. Past works in…

机器学习 · 计算机科学 2024-05-07 Mengfan Xu , Diego Klabjan

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…

机器学习 · 统计学 2021-02-16 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We consider the recently proposed reinforcement learning (RL) framework of Contextual Markov Decision Processes (CMDP), where the agent interacts with a (potentially adversarial) sequence of episodic tabular MDPs. In addition, a context…

机器学习 · 计算机科学 2020-06-19 Aditya Modi , Ambuj Tewari

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

机器学习 · 计算机科学 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

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

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

机器学习 · 计算机科学 2021-02-09 Melkior Ornik , Ufuk Topcu

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

机器学习 · 计算机科学 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

机器学习 · 计算机科学 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

机器学习 · 计算机科学 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

We introduce \texttt{OPO-CMDP}, the first policy optimization algorithm for stochastic Contextual Markov Decision Process (CMDPs) under general offline function approximation. Our approach achieves a high probability regret bound of…

机器学习 · 计算机科学 2026-02-17 Orin Levy , Aviv Rosenberg , Alon Cohen , Yishay Mansour

We study the reinforcement learning problem for discounted Markov Decision Processes (MDPs) under the tabular setting. We propose a model-based algorithm named UCBVI-$\gamma$, which is based on the \emph{optimism in the face of uncertainty…

机器学习 · 计算机科学 2022-01-04 Jiafan He , Dongruo Zhou , Quanquan Gu