arXiv:2607. 09298v1 Announce Type: cross Abstract: We study general-utility Markov decision processes (GUMDPs) with risk-aware objectives.
By Pedro P. Santos, F\'abio Vital, Alberto Sardinha, Francisco S. Melo
arXiv:2606. 00680v1 Announce Type: new Abstract: Offline reinforcement learning (RL) aims to optimize policies from pre-collected datasets.
By Hongqiang Lin, Pengfei Wang, Nenggan Zheng
arXiv:2606. 04845v1 Announce Type: cross Abstract: Sequential decision-making problems are often modelled as a Markov decision process (MDP).
By Chon Wai Ho, Sumeetpal S. Singh, Jiaqi Guo
Model Predictive Control (MPC) is widely used in industrial and robotic systems for enforcing constraints and embedding domain knowledge through finite-horizon optimization-based planning. However, despite these strengths, an MPC scheme typically does not yield optimal policies for sequential decision-making problems formulated as Markov Decision Processes (MDPs).
Sequential decision-making in real-world applications often involves uncertainty about the environment's model. Uncertain Markov decision processes (UMDPs) represent the possible environments as a set of MDPs with shared states and actions but potentially different transition probabilities and rewards.
arXiv:2607. 14522v1 Announce Type: new Abstract: We formulate reinforcement learning (RL) in continuous time with discrete state spaces and possibly arbitrary action spaces via a stochastic control approach, where the state dynamics are modeled as a controlled continuous-time Markov chain (CTMC).
By Zikun Zhang, Jiayuan Sheng, David D. Yao, Wenpin Tang