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We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…

机器学习 · 计算机科学 2018-11-30 Jungseul Ok , Alexandre Proutiere , Damianos Tranos

We consider the problem of learning in a non-stationary reinforcement learning (RL) environment, where the setting can be fully described by a piecewise stationary discrete-time Markov decision process (MDP). We introduce a variant of the…

机器学习 · 计算机科学 2023-04-04 Reda Alami , Mohammed Mahfoud , Eric Moulines

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

机器学习 · 计算机科学 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

机器学习 · 计算机科学 2021-11-02 Hsu Kao , Chen-Yu Wei , Vijay Subramanian

In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…

机器学习 · 计算机科学 2022-06-06 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

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

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

机器学习 · 计算机科学 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

Several real-world scenarios, such as remote control and sensing, are comprised of action and observation delays. The presence of delays degrades the performance of reinforcement learning (RL) algorithms, often to such an extent that…

机器学习 · 计算机科学 2021-08-18 Somjit Nath , Mayank Baranwal , Harshad Khadilkar

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

机器学习 · 计算机科学 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…

机器学习 · 计算机科学 2021-02-19 Jiafan He , Dongruo Zhou , Quanquan Gu

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

机器学习 · 计算机科学 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

In this work, we consider the regret minimization problem for reinforcement learning in latent Markov Decision Processes (LMDP). In an LMDP, an MDP is randomly drawn from a set of $M$ possible MDPs at the beginning of the interaction, but…

机器学习 · 计算机科学 2021-02-10 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

机器学习 · 计算机科学 2019-08-22 Tiancheng Yu , Suvrit Sra

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

机器学习 · 计算机科学 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

机器学习 · 计算机科学 2024-09-25 Woojin Chae , Dabeen Lee

Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

机器学习 · 计算机科学 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

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…

机器学习 · 计算机科学 2024-07-03 Xuefeng Gao , Xun Yu Zhou

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

机器学习 · 计算机科学 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

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