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 Markov Models


Spectral Learning for Infinite-Horizon Average-Reward POMDPs

Neural Information Processing Systems

We address the learning problem in the context of infinite-horizon average-reward POMDPs. Traditionally, this problem has been approached using Spectral Decomposition (SD) methods applied to samples collected under non-adaptive policies, such as uniform or round-robin policies. Recently, SD techniques have been extended to accommodate a restricted class of adaptive policies such as memoryless policies. However, the use of adaptive policies has introduced challenges related to data inefficiency, as SD methods typically require all samples to be drawn from a single policy. In this work, we propose Mixed Spectral Estimation, which generalizes spectral estimation techniques to support a broader class of belief-based policies.


Value Improved Actor Critic Algorithms

Neural Information Processing Systems

To learn approximately optimal acting policies for decision problems, modern Actor Critic algorithms rely on deep Neural Networks (DNNs) to parameterize the acting policy and greedification operators to iteratively improve it. The reliance on DNNs suggests an improvement that is gradient based, which is per step much less greedy than the improvement possible by greedier operators such as the greedy update used by Q-learning algorithms. On the other hand, slow changes to the policy can also be beneficial for the stability of the learning process, resulting in a tradeoff between greedification and stability. To better address this tradeoff, we propose to decouple the acting policy from the policy evaluated by the critic. This allows the agent to separately improve the critic's policy (e.g.


OrbitZoo: Real Orbital Systems Challenges for Reinforcement Learning

Neural Information Processing Systems

The increasing number of satellites and orbital debris has made space congestion a critical issue, threatening satellite safety and sustainability. Challenges such as collision avoidance, station-keeping, and orbital maneuvering require advanced techniques to handle dynamic uncertainties and multi-agent interactions. Reinforcement learning (RL) has shown promise in this domain, enabling adaptive, autonomous policies for space operations; however, many existing RL frameworks rely on custom-built environments developed from scratch, which often use simplified models and require significant time to implement and validate the orbital dynamics, limiting their ability to fully capture real-world complexities. To address this, we introduce OrbitZoo, a versatile multi-agent RL environment built on a highfidelity industry standard library, that enables realistic data generation, supports scenarios like collision avoidance and cooperative maneuvers, and ensures robust and accurate orbital dynamics. The environment is validated against various real satellite constellations, including Starlink, achieving a Mean Absolute Percentage Error (MAPE) of 0.16% compared to real-world data. This validation ensures reliability for generating high-fidelity simulations and enabling autonomous and independent satellite operations. This project is open source1 and has a dedicated project page2.


Breaking the Order Barrier: Off-Policy Evaluation for Confounded POMDPs

Neural Information Processing Systems

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs) with unobserved confounding. Recent advances have introduced bridge-function to circumvent unmeasured confounding and develop estimators for the policy value, yet the statistical error bounds of them related to the length of horizon T and the size of the state-action space |O||A| remain largely unexplored. In this paper, we systematically investigate the finite-sample error bounds of OPE estimators in finite-horizon tabular confounded POMDPs. Specifically, we show that under certain rank conditions, the estimation error for policy value can achieve a rate of O(T1.5/ n), excluding the cardinality of the observation space |O| and the action space |A|. With an additional mild condition on the concentrability coefficients in confounded POMDPs, the rate of estimation error can be improved to O(T/ n).


AGeneralized Bisimulation Metric of State Similarity between Markov Decision Processes: From Theoretical Propositions to Applications

Neural Information Processing Systems

The bisimulation metric (BSM) is a powerful tool for computing state similarities within a Markov decision process (MDP), revealing that states closer in BSM have more similar optimal value functions. While BSM has been successfully utilized in reinforcement learning (RL) for tasks like state representation learning and policy exploration, its application to multiple-MDP scenarios, such as policy transfer, remains challenging. Prior work has attempted to generalize BSM to pairs of MDPs, but a lack of rigorous analysis of its mathematical properties has limited further theoretical progress. In this work, we formally establish a generalized bisimulation metric (GBSM) between pairs of MDPs, which is rigorously proven with the three fundamental properties: GBSM symmetry, inter-MDP triangle inequality, and the distance bound on identical state spaces. Leveraging these properties, we theoretically analyse policy transfer, state aggregation, and sampling-based estimation in MDPs, obtaining explicit bounds that are strictly tighter than those derived from the standard BSM. Additionally, GBSM provides a closed-form sample complexity for estimation, improving upon existing asymptotic results based on BSM. Numerical results validate our theoretical findings and demonstrate the effectiveness of GBSM in multi-MDP scenarios.


Empirical Study on Robustness and Resilience in Cooperative Multi-Agent Reinforcement Learning

Neural Information Processing Systems

In cooperative Multi-Agent Reinforcement Learning (MARL), it is a common practice to tune hyperparameters in ideal simulated environments to maximize cooperative performance. However, policies tuned for cooperation often fail to maintain robustness and resilience under real-world uncertainties. Building trustworthy MARL systems requires a deep understanding of robustness, which ensures stability under uncertainties, and resilience, the ability to recover from disruptions--a concept extensively studied in control systems but largely overlooked in MARL. In this paper, we present a large-scale empirical study comprising over 82,620 experiments to evaluate cooperation, robustness, and resilience in MARL across 4 real-world environments, 13 uncertainty types, and 15 hyperparameters. Our key findings are: (1) Under mild uncertainty, optimizing cooperation improves robustness and resilience, but this link weakens as perturbations intensify. Robustness and resilience also varies by algorithm and uncertainty type.


Estimating Hitting Times Locally At Scale

Neural Information Processing Systems

Hitting times provide a fundamental measure of distance in random processes, quantifying the expected number of steps for a random walk starting at node u to reach node v. They have broad applications across domains such as network centrality analysis, ranking and recommendation systems, and epidemiology. In this work, we develop local algorithms for estimating hitting times between a pair of vertices u,v without accessing the full graph, overcoming scalability issues of prior global methods. Our first algorithm uses the key insight that hitting time computations can be truncated at the meeting time of two independent random walks from uand v. This leads to an efficient estimator analyzed via the Kronecker product graph and Markov Chain Chernoff bounds. We also present an algorithm extending the work of Peng et al. [2021] that introduces a novel adaptation of the spectral cutoff technique to account for the asymmetry of hitting times. This adaptation captures the directionality of the underlying random walk and requires non-trivial modifications to ensure accuracy and efficiency. In addition to the algorithmic upper bounds, we also provide tight asymptotic lower bounds. We also reveal a connection between hitting time estimation and distribution testing, and validate our algorithms using experiments on both real and synthetic data1.


Sequential Monte Carlo for Policy Optimization in Continuous POMDPs

Neural Information Processing Systems

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for continuous partially observable Markov decision processes (POMDPs) that explicitly addresses this challenge. Our method casts policy learning as probabilistic inference in a non-Markovian Feynman-Kac model that inherently captures the value of information gathering by anticipating future observations, without requiring suboptimal approximations or handcrafted heuristics. To optimize policies under this model, we develop a nested sequential Monte Carlo (SMC) algorithm that efficiently estimates a history-dependent policy gradient under samples from the optimal trajectory distribution induced by the POMDP. We demonstrate the effectiveness of our algorithm across standard continuous POMDP benchmarks, where existing methods struggle to act under uncertainty.


Exploration from a Primal-Dual Lens: Value-Incentivized Actor-Critic Methods for Sample-Efficient Online RL

Neural Information Processing Systems

Online reinforcement learning (RL) with complex function approximations such as transformers and deep neural networks plays a significant role in the modern practice of artificial intelligence. Despite its popularity and importance, balancing the fundamental trade-off between exploration and exploitation remains a longstanding challenge; in particular, we are still in lack of efficient and practical schemes that are backed by theoretical performance guarantees. Motivated by recent developments in exploration via optimistic regularization, this paper provides an interpretation of the principle of optimism through the lens of primal-dual optimization. From this fresh perspective, we set forth a new value-incentivized actor-critic (VAC) method, which optimizes a single easy-to-optimize objective integrating exploration and exploitation -- it promotes state-action and policy estimates that are both consistent with collected data transitions and result in higher value functions. Theoretically, the proposed VAC method has near-optimal regret guarantees under linear Markov decision processes (MDPs) in both finite-horizon and infinite-horizon settings, which can be extended to the general function approximation setting under appropriate assumptions.


Non-Rectangular Robust MDPs with Normed Uncertainty Sets

Neural Information Processing Systems

Robust policy evaluation for non-rectangular uncertainty set is generally NP-hard, even in approximation. Consequently, existing approaches suffer from either exponential iteration complexity or significant accuracy gaps. Interestingly, we identify a powerful class of Lp-bounded uncertainty sets that avoid these complexity barriers due to their structural simplicity. We further show that this class can be decomposed into infinitely many sa-rectangular Lp-bounded sets and leverage its structural properties to derive a novel dual formulation for Lp robust Markov Decision Processes (MDPs). This formulation reveals key insights into the adversary's strategy and leads to the first polynomial-time robust policy evaluation algorithm for L1-normed non-rectangular robust MDPs.