markov decision processes
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Author(s):  
Alberto Maria Metelli

AbstractReinforcement Learning (RL) has emerged as an effective approach to address a variety of complex control tasks. In a typical RL problem, an agent interacts with the environment by perceiving observations and performing actions, with the ultimate goal of maximizing the cumulative reward. In the traditional formulation, the environment is assumed to be a fixed entity that cannot be externally controlled. However, there exist several real-world scenarios in which the environment offers the opportunity to configure some of its parameters, with diverse effects on the agent’s learning process. In this contribution, we provide an overview of the main aspects of environment configurability. We start by introducing the formalism of the Configurable Markov Decision Processes (Conf-MDPs) and we illustrate the solutions concepts. Then, we revise the algorithms for solving the learning problem in Conf-MDPs. Finally, we present two applications of Conf-MDPs: policy space identification and control frequency adaptation.


Author(s):  
Huizhen Yu

We consider the linear programming approach for constrained and unconstrained Markov decision processes (MDPs) under the long-run average-cost criterion, where the class of MDPs in our study have Borel state spaces and discrete countable action spaces. Under a strict unboundedness condition on the one-stage costs and a recently introduced majorization condition on the state transition stochastic kernel, we study infinite-dimensional linear programs for the average-cost MDPs and prove the absence of a duality gap and other optimality results. Our results do not require a lower-semicontinuous MDP model. Thus, they can be applied to countable action space MDPs where the dynamics and one-stage costs are discontinuous in the state variable. Our proofs make use of the continuity property of Borel measurable functions asserted by Lusin’s theorem.


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