相关论文: Constructing Non-Markovian Decision Process via Hi…

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…

We present a hierarchical reinforcement learning framework that formulates each task in the hierarchy as a special type of Markov decision process for which the Bellman equation is linear and has analytical solution. Problems of this type,…

We propose policy gradient algorithms for robust infinite-horizon Markov decision processes (MDPs) with non-rectangular uncertainty sets, thereby addressing an open challenge in the robust MDP literature. Indeed, uncertainty sets that…

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Efficient representations and solutions for large decision problems with continuous and discrete variables are among the most important challenges faced by the designers of automated decision support systems. In this paper, we describe a…

Fueled by advances in both robust optimization theory and reinforcement learning (RL), robust Markov Decision Processes (RMDPs) have garnered increasing attention due to their powerful capability for sequential decision-making under…

Much recent research in decision theoretic planning has adopted Markov decision processes (MDPs) as the model of choice, and has attempted to make their solution more tractable by exploiting problem structure. One particular algorithm,…

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

The importance of hierarchically structured representations for tractable planning has long been acknowledged. However, the questions of how people discover such abstractions and how to define a set of optimal abstractions remain open. This…

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

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…

Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially observable Markov decision processes (POMDPs). Many representation learning methods and theoretical…

We propose a system identification method, Non-Markovian Optimization-based Modeling for Approximate Dynamics with Spatially-homogeneous memory (NOMADS), for identifying linear dynamical systems from a set of multi-dimensional time-series…