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We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…

机器学习 · 计算机科学 2012-06-22 Steffen Grunewalder , Guy Lever , Luca Baldassarre , Massi Pontil , Arthur Gretton

We present the problem of reinforcement learning with exogenous termination. We define the Termination Markov Decision Process (TerMDP), an extension of the MDP framework, in which episodes may be interrupted by an external non-Markovian…

机器学习 · 计算机科学 2023-10-09 Guy Tennenholtz , Nadav Merlis , Lior Shani , Shie Mannor , Uri Shalit , Gal Chechik , Assaf Hallak , Gal Dalal

Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

机器学习 · 计算机科学 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

While significant advancements have been made in the field of fair machine learning, the majority of studies focus on scenarios where the decision model operates on a static population. In this paper, we study fairness in dynamic systems…

机器学习 · 计算机科学 2024-01-15 Yaowei Hu , Jacob Lear , Lu Zhang

Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…

机器学习 · 计算机科学 2025-08-26 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

机器学习 · 计算机科学 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

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

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

系统与控制 · 电气工程与系统科学 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

Recent research in decision theoretic planning has focussed on making the solution of Markov decision processes (MDPs) more feasible. We develop a family of algorithms for structured reachability analysis of MDPs that are suitable when an…

人工智能 · 计算机科学 2013-04-24 Craig Boutilier , Ronen I. Brafman , Christopher W. Geib

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

机器学习 · 计算机科学 2024-06-21 Etash Kumar Guha

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

机器学习 · 统计学 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

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

Robust Markov decision processes (MDPs) have attracted significant interest due to their ability to protect MDPs from poor out-of-sample performance in the presence of ambiguity. In contrast to classical MDPs, which account for…

最优化与控制 · 数学 2026-02-06 Chin Pang Ho , Marek Petrik , Wolfram Wiesemann

Non-Markovian dynamics are ubiquitous across physics, biology, and engineering. Yet our understanding of non-Markovian processes significantly lags that of simpler Markovian processes, due largely to a lack of tractable models. In this…

统计力学 · 物理学 2025-12-23 Matthew P. Leighton , Christopher W. Lynn

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system…

机器学习 · 计算机科学 2019-10-10 Matthias Schultheis , Boris Belousov , Hany Abdulsamad , Jan Peters

In the domain of hierarchical planning, compositionality, abstraction, and task transfer are crucial for designing algorithms that can efficiently solve a variety of problems with maximal representational reuse. Many real-world problems…

人工智能 · 计算机科学 2025-06-12 Thomas J. Ringstrom , Mohammadhosein Hasanbeig , Alessandro Abate

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

机器学习 · 计算机科学 2022-05-17 Kishan Panaganti , Dileep Kalathil

Offline estimation of the dynamical model of a Markov Decision Process (MDP) is a non-trivial task that greatly depends on the data available in the learning phase. Sometimes the dynamics of the model is invariant with respect to some…

机器学习 · 计算机科学 2023-04-13 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

机器学习 · 计算机科学 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye