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We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

机器学习 · 计算机科学 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

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

机器学习 · 计算机科学 2024-10-22 Woojin Chae , Kihyuk Hong , Yufan Zhang , Ambuj Tewari , Dabeen Lee

In many interactive decision-making settings, there is latent and unobserved information that remains fixed. Consider, for example, a dialogue system, where complete information about a user, such as the user's preferences, is not given. In…

机器学习 · 计算机科学 2023-10-12 Jeongyeol Kwon , Yonathan Efroni , Shie Mannor , Constantine Caramanis

We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

机器学习 · 统计学 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode. This model captures environments that are stable except at a few…

机器学习 · 计算机科学 2026-02-11 Ofir Schlisselberg , Tal Lancewicki , Yishay Mansour

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

机器学习 · 计算机科学 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

Thompson sampling (TS) is a powerful and widely used strategy for sequential decision-making, with applications ranging from Bayesian optimization to reinforcement learning (RL). Despite its success, the theoretical foundations of TS remain…

机器学习 · 计算机科学 2025-10-24 Jasmine Bayrooti , Sattar Vakili , Amanda Prorok , Carl Henrik Ek

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

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

人工智能 · 计算机科学 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

机器学习 · 计算机科学 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

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

We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…

机器学习 · 计算机科学 2026-02-10 Anirudh Satheesh , Vaneet Aggarwal

We investigate an infinite-horizon average reward Markov Decision Process (MDP) with delayed, composite, and partially anonymous reward feedback. The delay and compositeness of rewards mean that rewards generated as a result of taking an…

机器学习 · 计算机科学 2023-08-29 Washim Uddin Mondal , Vaneet Aggarwal

Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…

机器学习 · 计算机科学 2026-04-27 Annice Najafi , Shokoufeh Mirzaei

We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…

机器学习 · 计算机科学 2021-12-28 Ahmed Touati , Pascal Vincent

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 online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

机器学习 · 计算机科学 2025-02-10 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

The Adversarial Markov Decision Process (AMDP) is a learning framework that deals with unknown and varying tasks in decision-making applications like robotics and recommendation systems. A major limitation of the AMDP formalism, however, is…

机器学习 · 统计学 2024-05-06 Sang Bin Moon , Abolfazl Hashemi

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

机器学习 · 计算机科学 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

机器学习 · 计算机科学 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters