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相关论文: Non-Stationary Markov Decision Processes, a Worst-…

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We consider reinforcement learning (RL) for a class of problems with bagged decision times. A bag contains a finite sequence of consecutive decision times. The transition dynamics are non-Markovian and non-stationary within a bag. All…

机器学习 · 计算机科学 2025-05-08 Daiqi Gao , Hsin-Yu Lai , Predrag Klasnja , Susan A. Murphy

Sequential decision-making under uncertainty is present in many important problems. Two popular approaches for tackling such problems are reinforcement learning and online search (e.g., Monte Carlo tree search). While the former learns a…

人工智能 · 计算机科学 2024-01-23 Ava Pettet , Yunuo Zhang , Baiting Luo , Kyle Wray , Hendrik Baier , Aron Laszka , Abhishek Dubey , Ayan Mukhopadhyay

Optimal decision-making presents a significant challenge for autonomous systems operating in uncertain, stochastic and time-varying environments. Environmental variability over time can significantly impact the system's optimal decision…

机器人学 · 计算机科学 2024-03-11 Gokul Puthumanaillam , Xiangyu Liu , Negar Mehr , Melkior Ornik

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

机器学习 · 计算机科学 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

机器学习 · 计算机科学 2021-02-15 Kishan Panaganti , Dileep Kalathil

Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…

投资组合管理 · 定量金融 2012-10-19 Marek Petrik , Dharmashankar Subramanian

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

机器学习 · 计算机科学 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

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

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

机器学习 · 计算机科学 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…

机器学习 · 计算机科学 2026-01-28 Jiayu Chen , Le Xu , Wentse Chen , Jeff Schneider

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

机器学习 · 计算机科学 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

机器学习 · 计算机科学 2023-06-29 Zihan Zhang , Qiaomin Xie

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

人工智能 · 计算机科学 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Many real-world sequential decision-making problems involve critical systems with financial risks and human-life risks. While several works in the past have proposed methods that are safe for deployment, they assume that the underlying…

机器学习 · 计算机科学 2020-12-21 Yash Chandak , Scott M. Jordan , Georgios Theocharous , Martha White , Philip S. Thomas

Path planning is a crucial algorithmic approach for designing robot behaviors. Sampling-based approaches, like rapidly exploring random trees (RRTs) or probabilistic roadmaps, are prominent algorithmic solutions for path planning problems.…

机器人学 · 计算机科学 2022-08-05 T. Dam , G. Chalvatzaki , J. Peters , J. Pajarinen

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

机器学习 · 计算机科学 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Conventional imitation learning assumes access to the actions of demonstrators, but these motor signals are often non-observable in naturalistic settings. Additionally, sequential decision-making behaviors in these settings can deviate from…

机器学习 · 计算机科学 2023-10-31 Aoyang Qin , Feng Gao , Qing Li , Song-Chun Zhu , Sirui Xie

Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision…

机器学习 · 计算机科学 2013-01-07 Christian R. Shelton

We study cooperative online learning in stochastic and adversarial Markov decision process (MDP). That is, in each episode, $m$ agents interact with an MDP simultaneously and share information in order to minimize their individual regret.…

机器学习 · 计算机科学 2022-09-02 Tal Lancewicki , Aviv Rosenberg , Yishay Mansour