相关论文: State-Augmentation Transformations for Risk-Sensit…

The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem…

This paper tackles the problem of learning value functions from undirected state-only experience (state transitions without action labels i.e. (s,s',r) tuples). We first theoretically characterize the applicability of Q-learning in this…

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

In model-based reinforcement learning it is typical to decouple the problems of learning the dynamics model and learning the reward function. However, when the dynamics model is flawed, it may generate erroneous states that would never…

Recently, we have struck the balance between the information freshness, in terms of age of information (AoI), experienced by users and energy consumed by sensors, by appropriately activating sensors to update their current status in caching…

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Inverse reinforcement learning methods aim to retrieve the reward function of a Markov decision process based on a dataset of expert demonstrations. The commonplace scarcity and heterogeneous sources of such demonstrations can lead to the…

In reward-poisoning attacks against reinforcement learning (RL), an attacker can perturb the environment reward $r_t$ into $r_t+\delta_t$ at each step, with the goal of forcing the RL agent to learn a nefarious policy. We categorize such…

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Potential-based reward shaping is commonly used to incorporate prior knowledge of how to solve the task into reinforcement learning because it can formally guarantee policy invariance. As such, the optimal policy and the ordering of…

Reinforcement learning (RL) relies heavily on exploration to learn from its environment and maximize observed rewards. Therefore, it is essential to design a reward function that guarantees optimal learning from the received experience.…

We introduce a distributional method for learning the optimal policy in risk averse Markov decision process with finite state action spaces, latent costs, and stationary dynamics. We assume sequential observations of states, actions, and…

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Many practical decision-making problems involve tasks whose success depends on the entire system history, rather than on achieving a state with desired properties. Markovian Reinforcement Learning (RL) approaches are not suitable for such…

Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…