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We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

最优化与控制 · 数学 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

This paper initiates the study of scale-free learning in Markov Decision Processes (MDPs), where the scale of rewards/losses is unknown to the learner. We design a generic algorithmic framework, \underline{S}cale \underline{C}lipping…

机器学习 · 计算机科学 2024-03-05 Mingyu Chen , Xuezhou Zhang

We consider Markov decision processes (MDPs) with unknown disturbance distribution and address this problem using the robust Markov decision process (RMDP) approach. We construct the empirical distribution of the unknown disturbance…

最优化与控制 · 数学 2026-03-11 Sivaramakrishnan Ramani

In robust Markov decision processes (RMDPs), it is assumed that the reward and the transition dynamics lie in a given uncertainty set. By targeting maximal return under the most adversarial model from that set, RMDPs address performance…

机器学习 · 计算机科学 2024-02-13 Uri Gadot , Esther Derman , Navdeep Kumar , Maxence Mohamed Elfatihi , Kfir Levy , Shie Mannor

One key challenge for multi-task Reinforcement learning (RL) in practice is the absence of task indicators. Robust RL has been applied to deal with task ambiguity, but may result in over-conservative policies. To balance the worst-case…

机器学习 · 计算机科学 2022-10-25 Mengdi Xu , Peide Huang , Yaru Niu , Visak Kumar , Jielin Qiu , Chao Fang , Kuan-Hui Lee , Xuewei Qi , Henry Lam , Bo Li , Ding Zhao

We study the offline data-driven sequential decision making problem in the framework of Markov decision process (MDP). In order to enhance the generalizability and adaptivity of the learned policy, we propose to evaluate each policy by a…

统计理论 · 数学 2021-11-11 Zhengling Qi , Peng Liao

Safety and robustness are two desired properties for any reinforcement learning algorithm. CMDPs can handle additional safety constraints and RMDPs can perform well under model uncertainties. In this paper, we propose to unite these two…

机器学习 · 计算机科学 2021-08-21 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar , Radu Corcodel

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…

系统与控制 · 计算机科学 2017-09-01 Pranav Ashok , Krishnendu Chatterjee , Przemyslaw Daca , Jan Křetínský , Tobias Meggendorfer

We consider a new form of reinforcement learning (RL) that is based on opportunities to directly learn the optimal control policy and a general Markov decision process (MDP) framework devised to support these opportunities. Derivations of…

机器学习 · 计算机科学 2021-04-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

The standard RL world model is that of a Markov Decision Process (MDP). A basic premise of MDPs is that the rewards depend on the last state and action only. Yet, many real-world rewards are non-Markovian. For example, a reward for bringing…

人工智能 · 计算机科学 2019-12-06 Maor Gaon , Ronen I. Brafman

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

最优化与控制 · 数学 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

Robust Markov Decision Processes (MDPs) are a powerful framework for modeling sequential decision-making problems with model uncertainty. This paper proposes the first first-order framework for solving robust MDPs. Our algorithm interleaves…

最优化与控制 · 数学 2021-01-18 Julien Grand-Clément , Christian Kroer

Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

机器学习 · 计算机科学 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

Recent advances in reinforcement learning (RL) have renewed interest in reward design for shaping agent behavior, but manually crafting reward functions is tedious and error-prone. A principled alternative is to specify behavioral…

人工智能 · 计算机科学 2026-03-23 Milad Kazemi , Mateo Perez , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Alvaro Velasquez

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

机器学习 · 计算机科学 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

机器学习 · 计算机科学 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

An in-depth understanding of the particular environment is crucial in reinforcement learning (RL). To address this challenge, the decision-making process of a mobile collaborative robotic assistant modeled by the Markov decision process…

机器学习 · 计算机科学 2021-06-29 Mónika Farsang , Luca Szegletes

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

机器学习 · 计算机科学 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

In this paper, we study the non-asymptotic and asymptotic performances of the optimal robust policy and value function of robust Markov Decision Processes(MDPs), where the optimal robust policy and value function are solved only from a…

机器学习 · 统计学 2022-08-16 Wenhao Yang , Liangyu Zhang , Zhihua Zhang