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相关论文: Exponential Lower Bounds for Planning in MDPs With…

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Previous work on planning as active inference addresses finite horizon problems and solutions valid for online planning. We propose solving the general Stochastic Shortest-Path Markov Decision Process (SSP MDP) as probabilistic inference.…

机器学习 · 计算机科学 2021-09-14 Mohamed Baioumy , Bruno Lacerda , Paul Duckworth , Nick Hawes

A recent line of works showed regret bounds in reinforcement learning (RL) can be (nearly) independent of planning horizon, a.k.a.~the horizon-free bounds. However, these regret bounds only apply to settings where a polynomial dependency on…

机器学习 · 计算机科学 2024-03-19 Zihan Zhang , Jason D. Lee , Yuxin Chen , Simon S. Du

Recently discovered polyhedral structures of the value function for finite state-action discounted Markov decision processes (MDP) shed light on understanding the success of reinforcement learning. We investigate the value function polytope…

机器学习 · 计算机科学 2022-06-27 Yue Wu , Jesús A. De Loera

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

机器学习 · 统计学 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

This paper is concerned with the sample efficiency of reinforcement learning, assuming access to a generative model (or simulator). We first consider $\gamma$-discounted infinite-horizon Markov decision processes (MDPs) with state space…

机器学习 · 计算机科学 2025-03-18 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

This paper studies discrete-time average-cost infinite-horizon Markov decision processes (MDPs) with Borel state and action sets. It introduces new sufficient conditions for { the} validity of optimality inequalities and optimality…

最优化与控制 · 数学 2025-01-28 Eugene A. Feinberg , Pavlo O. Kasyanov , Liliia S. Paliichuk

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

机器学习 · 计算机科学 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill

This paper considers optimal attack attention allocation on remote state estimation in multi-systems. Suppose there are $\mathtt{M}$ independent systems, each of which has a remote sensor monitoring the system and sending its local…

系统与控制 · 计算机科学 2016-09-06 Xiaoqiang Ren , Junfeng Wu , Subhrakanti Dey , Ling Shi

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

最优化与控制 · 数学 2026-03-10 Xin Chen , Yifan Hu , Minda Zhao

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

In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

最优化与控制 · 数学 2019-06-07 Aaron Sidford , Mengdi Wang , Xian Wu , Lin F. Yang , Yinyu Ye

We consider planning problems for graphs, Markov decision processes (MDPs), and games on graphs. While graphs represent the most basic planning model, MDPs represent interaction with nature and games on graphs represent interaction with an…

数据结构与算法 · 计算机科学 2018-04-20 Krishnendu Chatterjee , Wolfgang Dvořák , Monika Henzinger , Alexander Svozil

Decentralized planning in uncertain environments is a complex task generally dealt with by using a decision-theoretic approach, mainly through the framework of Decentralized Partially Observable Markov Decision Processes (DEC-POMDPs).…

人工智能 · 计算机科学 2014-01-17 Raghav Aras , Alain Dutech

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

机器学习 · 统计学 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

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 consider a finite-state partially observable Markov decision problem (POMDP) with an infinite horizon and a discounted cost, and we propose a new method for computing a cost function approximation that is based on features and…

系统与控制 · 电气工程与系统科学 2025-07-08 Yuchao Li , Kim Hammar , Dimitri Bertsekas

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

概率论 · 数学 2012-01-04 Xianping Guo , Xinyuan Song

This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…

最优化与控制 · 数学 2024-12-10 Erhan Bayraktar , Yu-Jui Huang , Zhenhua Wang , Zhou Zhou

While multitask representation learning has become a popular approach in reinforcement learning (RL), theoretical understanding of why and when it works remains limited. This paper presents analyses for the statistical benefit of multitask…

机器学习 · 计算机科学 2021-06-16 Rui Lu , Gao Huang , Simon S. Du

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

机器学习 · 计算机科学 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert