中文
相关论文

相关论文: Planning and Learning in Average Risk-aware MDPs

200 篇论文

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

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

机器学习 · 计算机科学 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

机器学习 · 统计学 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

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

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

机器学习 · 计算机科学 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

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

Autonomous cyber and cyber-physical systems need to perform decision-making, learning, and control in unknown environments. Such decision-making can be sensitive to multiple factors, including modeling errors, changes in costs, and impacts…

人工智能 · 计算机科学 2023-04-05 Abdullah Al Maruf , Luyao Niu , Bhaskar Ramasubramanian , Andrew Clark , Radha Poovendran

This paper addresses the problem of model-free reinforcement learning for Robust Markov Decision Process (RMDP) with large state spaces. The goal of the RMDP framework is to find a policy that is robust against the parameter uncertainties…

机器学习 · 计算机科学 2021-02-15 Kishan Panaganti , Dileep Kalathil

Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions. State-based models are…

机器学习 · 计算机科学 2015-09-01 Peng Guan , Maxim Raginsky , Rebecca Willett

In Offline Model Learning for Planning and in Offline Reinforcement Learning, the limited data set hinders the estimate of the Value function of the relative Markov Decision Process (MDP). Consequently, the performance of the obtained…

机器学习 · 计算机科学 2026-05-26 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

机器学习 · 计算机科学 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…

机器学习 · 计算机科学 2024-05-06 Xinyi Ni , Lifeng Lai

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…

Consider a Markov decision process (MDP) that admits a set of state-action features, which can linearly express the process's probabilistic transition model. We propose a parametric Q-learning algorithm that finds an approximate-optimal…

机器学习 · 计算机科学 2019-06-07 Lin F. Yang , Mengdi Wang

Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…

机器学习 · 计算机科学 2023-05-31 Jiafei Lyu , Le Wan , Zongqing Lu , Xiu Li

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

机器学习 · 计算机科学 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

人工智能 · 计算机科学 2012-06-26 Chenggang Wang , Roni Khardon

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

机器学习 · 计算机科学 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

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

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

机器学习 · 计算机科学 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu