相关论文: Thompson Sampling for Parameterized Markov Decisio…

This work tackles the complexities of multi-player scenarios in \emph{unknown games}, where the primary challenge lies in navigating the uncertainty of the environment through bandit feedback alongside strategic decision-making. We…

This paper shows that the optimal policy and value functions of a Markov Decision Process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted Optimal Control Problem (OCP), even if based on an inexact model.…

In this study, I investigate the dynamic decision problem with a finite parameter space when the functional form of conditional expected rewards is misspecified. Traditional algorithms, such as Thompson Sampling, guarantee neither an…

This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts.…

A labelled Markov decision process is a labelled Markov chain with nondeterminism, i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by applications of…

In stochastic bandit problems, a Bayesian policy called Thompson sampling (TS) has recently attracted much attention for its excellent empirical performance. However, the theoretical analysis of this policy is difficult and its asymptotic…

We present a new method for statistical verification of quantitative properties over a partially unknown system with actions, utilising a parameterised model (in this work, a parametric Markov decision process) and data collected from…

We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…

Constrained Markov Decision Processes (CMDPs) are notably more complex to solve than standard MDPs due to the absence of universally optimal policies across all initial state distributions. This necessitates re-solving the CMDP whenever the…

Partially Observable Markov Decision Processes (POMDPs) are systems in which one agent interacts with a stochastic environment, and receives only partial information about the current state. In a multi-environment POMDP (MEPOMDP), the…

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…

Partially Observable Monte-Carlo Planning (POMCP) is a powerful online algorithm able to generate approximate policies for large Partially Observable Markov Decision Processes. The online nature of this method supports scalability by…

We study and provide efficient algorithms for multi-objective model checking problems for Markov Decision Processes (MDPs). Given an MDP, M, and given multiple linear-time (\omega -regular or LTL) properties \varphi\_i, and probabilities…

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

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…

We propose a Thompson sampling-based learning algorithm for the Linear Quadratic (LQ) control problem with unknown system parameters. The algorithm is called Thompson sampling with dynamic episodes (TSDE) where two stopping criteria…

We develop a qualitative theory of Markov Decision Processes (MDPs) and Partially Observable MDPs that can be used to model sequential decision making tasks when only qualitative information is available. Our approach is based upon an…

Contextual bandits constitute a classical framework for decision-making under uncertainty. In this setting, the goal is to learn the arms of highest reward subject to contextual information, while the unknown reward parameters of each arm…

Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…