相关论文: Markov flow policy -- deep MC

Credit assignment is a core challenge in multi-agent reinforcement learning (MARL), especially in large-scale systems with structured, local interactions. Graph-based Markov decision processes (GMDPs) capture such settings via an influence…

We revisit the estimation bias in policy gradients for the discounted episodic Markov decision process (MDP) from Deep Reinforcement Learning (DRL) perspective. The objective is formulated theoretically as the expected returns discounted…

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence of policy gradient methods. For a class of finite-horizon…

We present a method to find an optimal policy with respect to a reward function for a discounted Markov decision process under general linear temporal logic (LTL) specifications. Previous work has either focused on maximizing a cumulative…

For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a…

Recent work has shown that machine-learned predictions can provably improve the performance of classic algorithms. In this work, we propose the first minimum-cost network flow algorithm augmented with a dual prediction. Our method is based…

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

This paper investigates a project with stochastic activity durations and cash flows under discrete scenarios, where activities must satisfy precedence constraints generating cash inflows and outflows. The objective is to maximize expected…

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…

Probabilistic power flow (PPF) is essential for quantifying operational uncertainty in modern distribution systems with high penetration of renewable generation and flexible loads. Conventional PPF methods primarily rely on Monte Carlo (MC)…

Discrete-time Markov Chains (MCs) and Markov Decision Processes (MDPs) are two standard formalisms in system analysis. Their main associated quantitative objectives are hitting probabilities, discounted sum, and mean payoff. Although there…

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Flow-matching-based policies have recently emerged as a promising approach for learning-based robot manipulation, offering significant acceleration in action sampling compared to diffusion-based policies. However, conventional flow-matching…

We consider infinite-horizon $\gamma$-discounted Markov Decision Processes, for which it is known that there exists a stationary optimal policy. We consider the algorithm Value Iteration and the sequence of policies $\pi_1,...,\pi_k$ it…

The derivation of upper bounds on data flows' worst-case traversal times is an important task in many application areas. For accurate bounds, model simplifications should be avoided even in large networks. Network Calculus (NC) provides a…

What are the functionals of the reward that can be computed and optimized exactly in Markov Decision Processes?In the finite-horizon, undiscounted setting, Dynamic Programming (DP) can only handle these operations efficiently for certain…

In robot manipulation, robot learning has become a prevailing approach. However, generative models within this field face a fundamental trade-off between the slow, iterative sampling of diffusion models and the architectural constraints of…