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We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

人工智能 · 计算机科学 2025-04-07 Sergio Rozada , Dongsheng Ding , Antonio G. Marques , Alejandro Ribeiro

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

Constrained Markov decision processes (CMDPs) are a common way to model safety constraints in reinforcement learning. State-of-the-art methods for efficiently solving CMDPs are based on primal-dual algorithms. For these algorithms, all…

机器学习 · 计算机科学 2024-07-22 Adrian Müller , Pragnya Alatur , Volkan Cevher , Giorgia Ramponi , Niao He

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

机器学习 · 计算机科学 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

机器学习 · 统计学 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

机器学习 · 计算机科学 2024-03-12 Vincent Leon , S. Rasoul Etesami

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

机器人学 · 计算机科学 2024-10-17 Yiannis Kantaros , Jun Wang

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

A fundamental assumption of reinforcement learning in Markov decision processes (MDPs) is that the relevant decision process is, in fact, Markov. However, when MDPs have rich observations, agents typically learn by way of an abstract state…

机器学习 · 计算机科学 2024-03-18 Cameron Allen , Neev Parikh , Omer Gottesman , George Konidaris

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

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

机器学习 · 计算机科学 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online computational burden in most existing methods, we learn a…

系统与控制 · 电气工程与系统科学 2022-04-07 Wenhan Cao , Jingliang Duan , Shengbo Eben Li , Chen Chen , Chang Liu , Yu Wang

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

Howard's Policy Iteration (HPI) is a classic algorithm for solving Markov Decision Problems (MDPs). HPI uses a "greedy" switching rule to update from any non-optimal policy to a dominating one, iterating until an optimal policy is found.…

人工智能 · 计算机科学 2025-05-05 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

机器学习 · 计算机科学 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

We study model-based learning of finite-window policies in tabular partially observable Markov decision processes (POMDPs). A common approach to learning under partial observability is to approximate unbounded history dependencies using…

机器学习 · 计算机科学 2026-04-02 Philip Jordan , Maryam Kamgarpour

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

最优化与控制 · 数学 2019-12-09 Ather Gattami

Transfer reinforcement learning aims to improve the sample efficiency of solving unseen new tasks by leveraging experiences obtained from previous tasks. We consider the setting where all tasks (MDPs) share the same environment dynamic…

机器学习 · 计算机科学 2021-01-08 Kaige Yang

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

机器学习 · 计算机科学 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

This paper introduces two novel modifications to the Dynamic sAmpling Policy Optimization (DAPO) algorithm [1], approached from a mixed-policy perspective. Standard policy gradient methods can suffer from instability and sample…

机器学习 · 计算机科学 2025-08-20 Hongze Tan , Yuchen Li