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We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes…

机器学习 · 统计学 2016-02-09 Rowan McAllister , Carl Edward Rasmussen

In this paper, we study the problem of transferring the available Markov Decision Process (MDP) models to learn and plan efficiently in an unknown but similar MDP. We refer to it as \textit{Model Transfer Reinforcement Learning (MTRL)}…

机器学习 · 计算机科学 2023-02-21 Hannes Eriksson , Debabrota Basu , Tommy Tram , Mina Alibeigi , Christos Dimitrakakis

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

机器学习 · 计算机科学 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Civil and maritime engineering systems, among others, from bridges to offshore platforms and wind turbines, must be efficiently managed as they are exposed to deterioration mechanisms throughout their operational life, such as fatigue or…

人工智能 · 计算机科学 2021-11-30 P. G. Morato , K. G. Papakonstantinou , C. P. Andriotis , J. S. Nielsen , P. Rigo

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

机器学习 · 计算机科学 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…

系统与控制 · 电气工程与系统科学 2021-01-28 Venktesh Pandey , Evana Wang , Stephen D. Boyles

In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as…

机器学习 · 计算机科学 2022-08-16 Wenhao Zhan , Masatoshi Uehara , Wen Sun , Jason D. Lee

Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially observable Markov decision processes (POMDPs). Many representation learning methods and theoretical…

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

机器学习 · 计算机科学 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

机器学习 · 计算机科学 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

机器学习 · 计算机科学 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

最优化与控制 · 数学 2025-07-08 Wenfan Ou , Sheng Bi

We introduce a Transformer-based Reinforcement Learning framework for autonomous orbital collision avoidance that explicitly models the effects of partial observability and imperfect monitoring in space operations. The framework combines a…

机器学习 · 计算机科学 2026-03-26 Thomas Georges , Adam Abdin

Most exact algorithms for general partially observable Markov decision processes (POMDPs) use a form of dynamic programming in which a piecewise-linear and convex representation of one value function is transformed into another. We examine…

人工智能 · 计算机科学 2013-02-08 Anthony R. Cassandra , Michael L. Littman , Nevin Lianwen Zhang

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

机器学习 · 计算机科学 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

The integration of physiological computing into mixed-initiative human-robot interaction systems offers valuable advantages in autonomous task allocation by incorporating real-time features as human state observations into the…

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

机器学习 · 计算机科学 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…

机器学习 · 计算机科学 2021-04-23 Stephan Weigand , Pascal Klink , Jan Peters , Joni Pajarinen

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

投资组合管理 · 定量金融 2022-03-23 Ruan Pretorius , Terence van Zyl

This paper studies the fundamental limits of reinforcement learning (RL) in the challenging \emph{partially observable} setting. While it is well-established that learning in Partially Observable Markov Decision Processes (POMDPs) requires…

机器学习 · 计算机科学 2023-02-03 Fan Chen , Huan Wang , Caiming Xiong , Song Mei , Yu Bai