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相关论文: Semi-Infinitely Constrained Markov Decision Proces…

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We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

最优化与控制 · 数学 2019-03-29 Eugene A. Feinberg , Anna Jaśkiewicz , Andrzej S. Nowak

Real-world decision-making problems are often marked by complex, uncertain dynamics that can shift or break under changing conditions. Traditional Model-Based Reinforcement Learning (MBRL) approaches learn predictive models of environment…

机器学习 · 计算机科学 2025-03-14 Alberto Caron , Vasilios Mavroudis , Chris Hicks

We introduce Dynamic Contextual Markov Decision Processes (DCMDPs), a novel reinforcement learning framework for history-dependent environments that generalizes the contextual MDP framework to handle non-Markov environments, where contexts…

机器学习 · 计算机科学 2023-05-19 Guy Tennenholtz , Nadav Merlis , Lior Shani , Martin Mladenov , Craig Boutilier

The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…

人工智能 · 计算机科学 2020-07-20 Leonore Winterer , Ralf Wimmer , Nils Jansen , Bernd Becker

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

In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

机器学习 · 计算机科学 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

This paper focuses on learning a Constrained Markov Decision Process (CMDP) via general parameterized policies. We propose a Primal-Dual based Regularized Accelerated Natural Policy Gradient (PDR-ANPG) algorithm that uses entropy and…

机器学习 · 计算机科学 2026-05-04 Washim Uddin Mondal , Vaneet Aggarwal

Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

最优化与控制 · 数学 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

We propose a successive convex approximation based off-policy optimization (SCAOPO) algorithm to solve the general constrained reinforcement learning problem, which is formulated as a constrained Markov decision process (CMDP) in the…

机器学习 · 计算机科学 2022-04-20 Chang Tian , An Liu , Guang Huang , Wu Luo

We study policy optimization problems for deterministic Markov decision processes (MDPs) with metric state and action spaces, which we refer to as Metric Policy Optimization Problems (MPOPs). Our goal is to establish theoretical results on…

最优化与控制 · 数学 2022-07-14 Victor D. Dorobantu , Kamyar Azizzadenesheli , Yisong Yue

Ensuring the robustness of deep reinforcement learning (DRL) agents against adversarial attacks is critical for their trustworthy deployment. Recent research highlights the challenges of achieving state-adversarial robustness and suggests…

机器学习 · 计算机科学 2025-02-25 Haoran Li , Zicheng Zhang , Wang Luo , Congying Han , Jiayu Lv , Tiande Guo , Yudong Hu

Reinforcement Learning (RL) for constrained MDPs (CMDPs) is an increasingly important problem for various applications. Often, the average criterion is more suitable than the discounted criterion. Yet, RL for average-CMDPs (ACMDPs) remains…

机器学习 · 计算机科学 2024-05-27 Akhil Agnihotri , Rahul Jain , Haipeng Luo

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

机器学习 · 计算机科学 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Constraint Programming (CP) is a declarative programming paradigm that allows for modeling and solving combinatorial optimization problems, such as the Job-Shop Scheduling Problem (JSSP). While CP solvers manage to find optimal or…

人工智能 · 计算机科学 2023-06-12 Pierre Tassel , Martin Gebser , Konstantin Schekotihin

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

最优化与控制 · 数学 2019-03-26 Victor Cohen , Axel Parmentier

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

最优化与控制 · 数学 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

机器学习 · 计算机科学 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…

机器学习 · 计算机科学 2013-08-19 Finale Doshi-Velez , George Konidaris

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

机器人学 · 计算机科学 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

系统与控制 · 电气工程与系统科学 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu