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相关论文: Robust Offline Reinforcement Learning with Linearl…

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Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

机器学习 · 计算机科学 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

风险管理 · 定量金融 2026-01-01 Shanyu Han , Yangbo He , Yang Liu

Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…

人工智能 · 计算机科学 2015-09-09 Yanping Huang

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

机器学习 · 计算机科学 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

机器学习 · 计算机科学 2023-09-04 Falcon Z. Dai

Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop control sequence is computed via periodically…

系统与控制 · 电气工程与系统科学 2022-06-13 Xinglong Zhang , Jiahang Liu , Xin Xu , Shuyou Yu , Hong Chen

Dynamic mechanism design has garnered significant attention from both computer scientists and economists in recent years. By allowing agents to interact with the seller over multiple rounds, where agents' reward functions may change with…

机器学习 · 计算机科学 2022-06-22 Boxiang Lyu , Zhaoran Wang , Mladen Kolar , Zhuoran Yang

We develop a generic policy gradient method with the global optimality guarantee for robust Markov Decision Processes (MDPs). While policy gradient methods are widely used for solving dynamic decision problems due to their scalable and…

机器学习 · 计算机科学 2024-11-01 Qiuhao Wang , Shaohang Xu , Chin Pang Ho , Marek Petrik

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

机器学习 · 计算机科学 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

Partially observable Markov decision processes (POMDPs) are a general framework for sequential decision-making under latent state uncertainty, yet learning in POMDPs is intractable in the worst case. Motivated by sensing and probing…

机器学习 · 计算机科学 2026-01-27 Ming Shi , Yingbin Liang , Ness B. Shroff

Well-trained multi-agent systems can fail when deployed in real-world environments due to model mismatches between the training and deployment environments, caused by environment uncertainties including noise or adversarial attacks.…

机器学习 · 计算机科学 2026-03-03 Zain Ulabedeen Farhat , Debamita Ghosh , George K. Atia , Yue Wang

A reinforcement learning (RL) policy trained in a nominal environment could fail in a new/perturbed environment due to the existence of dynamic variations. Existing robust methods try to obtain a fixed policy for all envisioned dynamic…

机器学习 · 计算机科学 2022-03-10 Yikun Cheng , Pan Zhao , Manan Gandhi , Bo Li , Evangelos Theodorou , Naira Hovakimyan

Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…

机器人学 · 计算机科学 2019-04-09 Sung-Kyun Kim , Rohan Thakker , Ali-akbar Agha-mohammadi

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

机器学习 · 计算机科学 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

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

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

机器学习 · 计算机科学 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

Reinforcement learning (RL) tasks are typically framed as Markov Decision Processes (MDPs), assuming that decisions are made at fixed time intervals. However, many applications of great importance, including healthcare, do not satisfy this…

Personalization in machine learning (ML) tailors models' decisions to the individual characteristics of users. While this approach has seen success in areas like recommender systems, its expansion into high-stakes fields such as healthcare…

机器学习 · 计算机科学 2024-01-15 Dmitry Ivanov , Omer Ben-Porat

Existing theoretical studies on offline reinforcement learning (RL) mostly consider a dataset sampled directly from the target task. In practice, however, data often come from several heterogeneous but related sources. Motivated by this…

机器学习 · 统计学 2023-06-16 Chengshuai Shi , Wei Xiong , Cong Shen , Jing Yang

Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for Large Language Model (LLM) reasoning, yet current methods face key challenges in resource allocation and policy optimization dynamics: (i) uniform rollout…

机器学习 · 计算机科学 2026-04-24 Yangyi Fang , Jiaye Lin , Xiaoliang Fu , Cong Qin , Haolin Shi , Chaowen Hu , Lu Pan , Ke Zeng , Xunliang Cai