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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

We introduce a novel cyclic Markov decision process (MDP) framework for multi-step decision problems with heterogeneous stage-specific dynamics, transitions, and discount factors across the cycle. In this setting, offline learning is…

机器学习 · 统计学 2026-02-13 Kyungbok Lee , Angelica Cristello Sarteau , Michael R. Kosorok

Robust Markov decision processes (MDPs) provide a general framework to model decision problems where the system dynamics are changing or only partially known. Efficient methods for some \texttt{sa}-rectangular robust MDPs exist, using its…

人工智能 · 计算机科学 2022-10-06 Navdeep Kumar , Kfir Levy , Kaixin Wang , Shie Mannor

The robust constrained Markov decision process (RCMDP) is a recent task-modelling framework for reinforcement learning that incorporates behavioural constraints and that provides robustness to errors in the transition dynamics model through…

机器学习 · 计算机科学 2024-05-16 David M. Bossens

For continuing tasks, average cost Markov decision processes have well-documented value and can be solved using efficient algorithms. However, it explicitly assumes that the agent is risk-neutral. In this work, we extend risk-neutral…

机器学习 · 计算机科学 2025-12-23 Weikai Wang , Erick Delage

We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…

机器学习 · 计算机科学 2025-12-11 Yang Xu , Swetha Ganesh , Vaneet Aggarwal

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

最优化与控制 · 数学 2019-12-09 Ather Gattami

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

机器学习 · 统计学 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We consider the problem of solving robust Markov decision process (MDP), which involves a set of discounted, finite state, finite action space MDPs with uncertain transition kernels. The goal of planning is to find a robust policy that…

机器学习 · 计算机科学 2023-06-13 Yan Li , Guanghui Lan , Tuo Zhao

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

形式语言与自动机理论 · 计算机科学 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

Robust header compression (ROHC), critically positioned between the network and the MAC layers, plays an important role in modern wireless communication systems for improving data efficiency. This work investigates bi-directional ROHC…

信号处理 · 电气工程与系统科学 2023-09-26 Shusen Jing , Songyang Zhang , Zhi Ding

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

机器学习 · 计算机科学 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

机器学习 · 计算机科学 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

Reinforcement learning (RL) algorithms for real-world robotic applications need a data-efficient learning process and the ability to handle complex, unknown dynamical systems. These requirements are handled well by model-based and…

机器人学 · 计算机科学 2017-06-20 Yevgen Chebotar , Karol Hausman , Marvin Zhang , Gaurav Sukhatme , Stefan Schaal , Sergey Levine

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

交易与市场微观结构 · 定量金融 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

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

In this paper we propose a novel decision making architecture for Robust Model Predictive Path Integral control (RMPPI) and investigate its performance guarantees and applicability to off-road navigation. Key building blocks of the proposed…

系统与控制 · 电气工程与系统科学 2021-02-19 Manan Gandhi , Bogdan Vlahov , Jason Gibson , Grady Williams , Evangelos A. Theodorou

Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an…

机器学习 · 计算机科学 2012-07-02 Alexander L. Strehl , Lihong Li , Michael L. Littman

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…

机器学习 · 计算机科学 2023-12-12 Navdeep Kumar , Esther Derman , Matthieu Geist , Kfir Levy , Shie Mannor

Reinforcement learning is showing great potentials in robotics applications, including autonomous driving, robot manipulation and locomotion. However, with complex uncertainties in the real-world environment, it is difficult to guarantee…

机器学习 · 计算机科学 2020-07-28 Minghao Han , Yuan Tian , Lixian Zhang , Jun Wang , Wei Pan