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The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

机器学习 · 计算机科学 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

机器学习 · 计算机科学 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

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

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

机器学习 · 统计学 2024-08-21 Xiaofeng Lin , Xuezhou Zhang

In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…

机器学习 · 计算机科学 2023-01-04 Franck Djeumou , Christian Ellis , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

机器学习 · 计算机科学 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Option-critic learning is a general-purpose reinforcement learning (RL) framework that aims to address the issue of long term credit assignment by leveraging temporal abstractions. However, when dealing with extended timescales, discounting…

机器学习 · 计算机科学 2019-11-21 Akshay Dharmavaram , Matthew Riemer , Shalabh Bhatnagar

In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…

人工智能 · 计算机科学 2018-06-26 Daniel S. Brown , Scott Niekum

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

最优化与控制 · 数学 2013-04-23 Boris Lesner , Bruno Scherrer

We present a mean-variance policy iteration (MVPI) framework for risk-averse control in a discounted infinite horizon MDP optimizing the variance of a per-step reward random variable. MVPI enjoys great flexibility in that any policy…

机器学习 · 计算机科学 2022-04-08 Shangtong Zhang , Bo Liu , Shimon Whiteson

The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

机器学习 · 计算机科学 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy…

人工智能 · 计算机科学 2014-05-13 Bruno Scherrer

We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

机器学习 · 计算机科学 2021-06-15 Yujia Jin , Aaron Sidford

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

机器学习 · 计算机科学 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…

机器学习 · 计算机科学 2020-02-10 Chi Jin , Akshay Krishnamurthy , Max Simchowitz , Tiancheng Yu

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

机器学习 · 计算机科学 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

We resolve the open question regarding the sample complexity of policy learning for maximizing the long-run average reward associated with a uniformly ergodic Markov decision process (MDP), assuming a generative model. In this context, the…

机器学习 · 计算机科学 2024-02-14 Shengbo Wang , Jose Blanchet , Peter Glynn

We study the offline reinforcement learning (offline RL) problem, where the goal is to learn a reward-maximizing policy in an unknown Markov Decision Process (MDP) using the data coming from a policy $\mu$. In particular, we consider the…

机器学习 · 计算机科学 2021-10-19 Ming Yin , Yu-Xiang Wang

The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting,…

机器学习 · 计算机科学 2025-08-06 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

机器学习 · 计算机科学 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer