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相关论文: Reward is enough for convex MDPs

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We study countably infinite Markov decision processes (MDPs) with real-valued transition rewards. Every infinite run induces the following sequences of payoffs: 1. Point payoff (the sequence of directly seen transition rewards), 2. Total…

人工智能 · 计算机科学 2021-07-13 Richard Mayr , Eric Munday

Several real-world scenarios, such as remote control and sensing, are comprised of action and observation delays. The presence of delays degrades the performance of reinforcement learning (RL) algorithms, often to such an extent that…

机器学习 · 计算机科学 2021-08-18 Somjit Nath , Mayank Baranwal , Harshad Khadilkar

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

机器学习 · 计算机科学 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

机器学习 · 计算机科学 2025-03-25 Mohsen Amiri , Sindri Magnússon

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

系统与控制 · 计算机科学 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

We consider the task of Inverse Reinforcement Learning in Contextual Markov Decision Processes (MDPs). In this setting, contexts, which define the reward and transition kernel, are sampled from a distribution. In addition, although the…

机器学习 · 计算机科学 2021-01-01 Stav Belogolovsky , Philip Korsunsky , Shie Mannor , Chen Tessler , Tom Zahavy

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

机器学习 · 计算机科学 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

机器人学 · 计算机科学 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

机器学习 · 计算机科学 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

机器学习 · 计算机科学 2020-08-18 Akifumi Wachi , Yanan Sui

It is well known that for any finite state Markov decision process (MDP) there is a memoryless deterministic policy that maximizes the expected reward. For partially observable Markov decision processes (POMDPs), optimal memoryless policies…

最优化与控制 · 数学 2016-02-16 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such…

机器学习 · 计算机科学 2023-12-14 Esther Derman , Gal Dalal , Shie Mannor

Regular Decision Processes (RDPs) are a recently introduced model that extends MDPs with non-Markovian dynamics and rewards. The non-Markovian behavior is restricted to depend on regular properties of the history. These can be specified…

人工智能 · 计算机科学 2020-03-03 Eden Abadi , Ronen I. Brafman

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

形式语言与自动机理论 · 计算机科学 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

最优化与控制 · 数学 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

We consider the problem: is the optimal expected total reward to reach a goal state in a partially observable Markov decision process (POMDP) below a given threshold? We tackle this -- generally undecidable -- problem by computing…

人工智能 · 计算机科学 2022-01-24 Alexander Bork , Joost-Pieter Katoen , Tim Quatmann

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

机器学习 · 计算机科学 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…

机器学习 · 计算机科学 2026-04-01 Yining Lu , Zilong Wang , Shiyang Li , Xin Liu , Changlong Yu , Qingyu Yin , Zhan Shi , Zixuan Zhang , Meng Jiang

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

性能 · 计算机科学 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-concave regime for which a global equilibrium solution can be…

最优化与控制 · 数学 2019-11-01 Maher Nouiehed , Maziar Sanjabi , Tianjian Huang , Jason D. Lee , Meisam Razaviyayn