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General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

人工智能 · 计算机科学 2009-12-30 Marcus Hutter

This paper presents the MAXQ approach to hierarchical reinforcement learning based on decomposing the target Markov decision process (MDP) into a hierarchy of smaller MDPs and decomposing the value function of the target MDP into an…

机器学习 · 计算机科学 2007-05-23 Thomas G. Dietterich

We consider the Markov Decision Process (MDP) of selecting a subset of items at each step, termed the Select-MDP (S-MDP). The large state and action spaces of S-MDPs make them intractable to solve with typical reinforcement learning (RL)…

机器学习 · 计算机科学 2019-09-10 Hyungseok Song , Hyeryung Jang , Hai H. Tran , Se-eun Yoon , Kyunghwan Son , Donggyu Yun , Hyoju Chung , Yung Yi

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

人工智能 · 计算机科学 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

In several reinforcement learning (RL) scenarios, mainly in security settings, there may be adversaries trying to interfere with the reward generating process. In this paper, we introduce Threatened Markov Decision Processes (TMDPs), which…

机器学习 · 计算机科学 2019-10-28 Victor Gallego , Roi Naveiro , David Rios Insua

We introduce a mesh-type approach for tackling discrete-time, finite-horizon Markov Decision Processes (MDPs) characterized by state and action spaces that are general, encompassing both finite and infinite (yet suitably regular) subsets of…

最优化与控制 · 数学 2024-07-02 Denis Belomestny , John Schoenmakers

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

机器学习 · 计算机科学 2024-10-04 Zakaria Mhammedi

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

机器学习 · 计算机科学 2024-03-12 Vincent Leon , S. Rasoul Etesami

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

机器学习 · 计算机科学 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…

机器学习 · 计算机科学 2025-05-07 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

机器学习 · 计算机科学 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations.…

投资组合管理 · 定量金融 2012-10-19 Marek Petrik , Dharmashankar Subramanian

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

Hierarchical Reinforcement Learning (HRL) is a promising approach to solving long-horizon problems with sparse and delayed rewards. Many existing HRL algorithms either use pre-trained low-level skills that are unadaptable, or require…

机器学习 · 计算机科学 2019-10-11 Siyuan Li , Rui Wang , Minxue Tang , Chongjie Zhang

For infinite-horizon average-cost criterion problems, there exist relatively few rigorous approximation and reinforcement learning results. In this paper, for Markov Decision Processes (MDPs) with standard Borel spaces, (i) we first provide…

最优化与控制 · 数学 2024-12-10 Ali Devran Kara , Serdar Yuksel

Meta-Reinforcement Learning (Meta-RL) enables fast adaptation to new testing tasks. Despite recent advancements, it is still challenging to learn performant policies across multiple complex and high-dimensional tasks. To address this, we…

机器学习 · 计算机科学 2024-12-17 Minjae Cho , Chuangchuang Sun

Reinforcement learning usually assumes a given or sometimes even fixed environment in which an agent seeks an optimal policy to maximize its long-term discounted reward. In contrast, we consider agents that are not limited to passive…

机器学习 · 计算机科学 2025-10-20 Ziqing Lu , Babak Hassibi , Lifeng Lai , Weiyu Xu

Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…

机器学习 · 计算机科学 2026-04-01 Mikoto Kudo , Takumi Tanabe , Akifumi Wachi , Youhei Akimoto

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

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

机器学习 · 计算机科学 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar