arXiv AI

Risk-Aware General-Utility Markov Decision Processes

arXiv:2607. 09298v1 Announce Type: cross Abstract: We study general-utility Markov decision processes (GUMDPs) with risk-aware objectives.

arXiv AI
Jul 23

Long-Term Sequential Decision Making under Risk

arXiv:2607. 19914v1 Announce Type: new Abstract: We study finite-horizon MDP planning under \emph{root-based} (resolute) risk objectives that apply a rank-dependent functional to the distribution of total returns.

By Irmaan (Mohammad), Mirzanejad, Nadjet Bourdache, Abdel-Illah Mouaddib
arXiv AI
Sep 17

Online Robust Reinforcement Learning Through Monte-Carlo Planning

The paper introduces a robust variant of Monte Carlo Tree Search that addresses ambiguities in transition dynamics and reward distributions, bridging the gap between simulation-based planning and real-world deployment. It incorporates a robust power mean backup operator and exploration bonuses to guarantee finite-sample convergence at every node, achieving an ≠O(n−1/2) convergence rate for root value estimation comparable to standard MCTS. Empirical results demonstrate robust performance in planning tasks even under significant model mismatches.

By Tuan Dam, Kishan Panaganti, Brahim Driss, Adam Wierman
arXiv Machine Learning
1d ago

Towards Optimal Policy Improvement

The paper introduces a framework for optimal policy improvement in reinforcement learning, defining it as the best single update under given constraints. It shows that restricting improvement to a subset of states is equivalent to solving an induced Markov Decision Process, linking planning with explicit or implicit models to optimal policy improvement. The authors develop a novel operator for greedification under approximate evaluation, demonstrating empirical gains across several RL algorithms and settings.

By Yaniv Oren, Viliam Vadocz, Wiktor Zabka, Thomas Evers, Jan Robine, Wendelin B\"ohmer, Matthijs T. J. Spaan, Martha White, Hendrik Baier, Fenghui Yu
Hugging Face Trending Papers
Aug 27

Safety by Design: Realized-Cost Constraints for Contextual Bandits with Continuous Actions

The paper introduces a new approach to safety in contextual bandits with continuous actions by enforcing high‑probability constraints on the realized cost rather than on its expectation. It proposes the High‑Probability Constrained UCB algorithm, which balances optimistic reward exploration with pessimistic safety estimation. The authors provide theoretical regret guarantees for linear models and extend the analysis to general function classes, demonstrating experimentally that realized‑cost constraints significantly reduce safety violations compared to expected‑cost baselines.