Non-Stationary Markov Decision Processes, a Worst-Case Approach using Model-Based Reinforcement Learning, Extended version
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Abstract (arXiv)
This work tackles the problem of robust zero-shot planning in non-stationary stochastic environments. We study Markov Decision Processes (MDPs) evolving over time and consider Model-Based Reinforcement Learning algorithms in this setting. We make two hypotheses: 1) the environment evolves continuously with a bounded evolution rate; 2) a current model is known at each decision epoch but not its evolution. Our contribution can be presented in four points. 1) we define a specific class of MDPs that we call Non-Stationary MDPs (NSMDPs). We introduce the notion of regular evolution by making an hypothesis of Lipschitz-Continuity on the transition and reward functions w.r.t. time; 2) we consider a planning agent using the current model of the environment but unaware of its future evolution. This leads us to consider a worst-case method where the environment is seen as an adversarial agent; 3) following this approach, we propose the Risk-Averse Tree-Search (RATS) algorithm, a zero-shot Model-Based method similar to Minimax search; 4) we illustrate the benefits brought by RATS empirically and compare its performance with reference Model-Based algorithms.
Key facts. Cited by 36 papers in the map (data through 7 Oct 2026). First posted on arXiv 22 Apr 2019.
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Citing papers per year: 2020: 1; 2021: 5; 2022: 9; 2023: 7; 2024: 5; 2025: 3; 2026: 6.
36 papers.
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- 2023Confronting Reward Model Overoptimization with Constrained RLHFcited by 96
- 2021Reinforcement Learning for Selective Key Applications in Power Systems: Recent Advances and Future Challengescited by 40
- 2022Trustworthy Reinforcement Learning Against Intrinsic Vulnerabilities: Robustness, Safety, and Generalizabilitycited by 32
- 2020Lipschitzness Is All You Need To Tame Off-policy Generative Adversarial Imitation Learningcited by 15
- 2021Continual Learning In Environments With Polynomial Mixing Timescited by 13
- 2022Testing Stationarity and Change Point Detection in Reinforcement Learningcited by 12
- 2022Dynamic Dialogue Policy for Continual Reinforcement Learningcited by 12
- 2022Reactive Exploration to Cope with Non-Stationarity in Lifelong Reinforcement Learningcited by 9
- 2023Improving Intrinsic Exploration by Creating Stationary Objectivescited by 7
- 2021Explicit Explore, Exploit, or Escape (E4): near-optimal safety-constrained reinforcement learning in polynomial timecited by 6
- 2022Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variablescited by 6
- 2021Lifetime policy reuse and the importance of task capacitycited by 4
24 more
- 2024Act as You Learn: Adaptive Decision-Making in Non-Stationary Markov Decision Processescited by 4
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Searchcited by 4
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- 2023SoK: Adversarial Machine Learning Attacks and Defences in Multi-Agent Reinforcement Learningcited by 3
- 2023Reinforcement learning-based estimation for partial differential equationscited by 3
- 2021Coarse-Grained Smoothness for RL in Metric Spacescited by 2
- 2023Efficient Action Robust Reinforcement Learning with Probabilistic Policy Execution Uncertaintycited by 2
- 2024Time-Constrained Robust MDPscited by 2
- 2023Reinforcement Learning under External Influence: Guarantees, Algorithms, and Sample Complexitycited by 1
- 2024Tolerance of Reinforcement Learning Controllers against Deviations in Cyber Physical Systemscited by 1
- 2024Solving robust MDPs as a sequence of static RL problemscited by 1
- 2026Safe Continual Reinforcement Learning Methods for Nonstationary Environments. Towards a Survey of the State of the Artcited by 1
- 2026Non-Stationary Online Resource Allocation: Learning from a Single Samplecited by 1
- 2022Non-Parametric Stochastic Policy Gradient with Strategic Retreat for Non-Stationary Environmentcited by 0
- 2022Set-based value operators for non-stationary Markovian environmentscited by 0
- 2022Prioritizing emergency evacuations under compounding levels of uncertaintycited by 0
- 2023Model-Free Learning and Optimal Policy Design in Multi-Agent MDPs Under Probabilistic Agent Dropoutcited by 0
- 2025Natural Policy Gradient for Average Reward Non-Stationary RLcited by 0
- 2025SNAPE-PM: Building and Utilizing Dynamic Partner Models for Adaptive Explanation Generationcited by 0
- 2025A Translation of Probabilistic Event Calculus into Markov Decision Processescited by 0
- 2026Safe Continual Reinforcement Learning in Non-stationary Environmentscited by 0
- 2026BAPR: Bayesian amnesic piecewise-robust reinforcement learning for non-stationary continuous controlcited by 0
- 2026Reinforcement Learning in Operational Research: A Technical Review and Practical Roadmapcited by 0
- 2026AlphaPareto: Formulaic Alpha Discovery with LLM-Guided Multi-Objective Reinforcement Learningcited by 0
- 2026AlphaPareto: Formulaic Alpha Discovery with LLM-Guided Multi-Objective Reinforcement Learning28 Sep 2026
- 2026Reinforcement Learning in Operational Research: A Technical Review and Practical Roadmap21 Sep 2026
- 2026BAPR: Bayesian amnesic piecewise-robust reinforcement learning for non-stationary continuous control15 May 2026
- 2026Safe Continual Reinforcement Learning in Non-stationary Environments21 Apr 2026
- 2026Non-Stationary Online Resource Allocation: Learning from a Single Sample20 Feb 2026
- 2026Safe Continual Reinforcement Learning Methods for Nonstationary Environments. Towards a Survey of the State of the Art8 Jan 2026
- 2025A Translation of Probabilistic Event Calculus into Markov Decision Processes17 Jul 2025
- 2025SNAPE-PM: Building and Utilizing Dynamic Partner Models for Adaptive Explanation Generation19 May 2025
- 2025Natural Policy Gradient for Average Reward Non-Stationary RL23 Apr 2025
- 2024Solving robust MDPs as a sequence of static RL problems8 Oct 2024
- 2024Tolerance of Reinforcement Learning Controllers against Deviations in Cyber Physical Systems24 Jun 2024
- 2024Time-Constrained Robust MDPs12 Jun 2024
24 more
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Search6 Jan 2024
- 2024Act as You Learn: Adaptive Decision-Making in Non-Stationary Markov Decision Processes3 Jan 2024
- 2023Improving Intrinsic Exploration by Creating Stationary Objectives27 Oct 2023
- 2023Confronting Reward Model Overoptimization with Constrained RLHF6 Oct 2023
- 2023Efficient Action Robust Reinforcement Learning with Probabilistic Policy Execution Uncertainty15 Jul 2023
- 2023Reinforcement Learning under External Influence: Guarantees, Algorithms, and Sample Complexity25 May 2023
- 2023Model-Free Learning and Optimal Policy Design in Multi-Agent MDPs Under Probabilistic Agent Dropout24 Apr 2023
- 2023Reinforcement learning-based estimation for partial differential equations20 Jan 2023
- 2023SoK: Adversarial Machine Learning Attacks and Defences in Multi-Agent Reinforcement Learning11 Jan 2023
- 2022Doubly Inhomogeneous Reinforcement Learning8 Nov 2022
- 2022Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variables21 Oct 2022
- 2022Prioritizing emergency evacuations under compounding levels of uncertainty30 Sep 2022
- 2022Trustworthy Reinforcement Learning Against Intrinsic Vulnerabilities: Robustness, Safety, and Generalizability16 Sep 2022
- 2022Set-based value operators for non-stationary Markovian environments15 Jul 2022
- 2022Reactive Exploration to Cope with Non-Stationarity in Lifelong Reinforcement Learning12 Jul 2022
- 2022Dynamic Dialogue Policy for Continual Reinforcement Learning12 Apr 2022
- 2022Non-Parametric Stochastic Policy Gradient with Strategic Retreat for Non-Stationary Environment24 Mar 2022
- 2022Testing Stationarity and Change Point Detection in Reinforcement Learning3 Mar 2022
- 2021Continual Learning In Environments With Polynomial Mixing Times13 Dec 2021
- 2021Explicit Explore, Exploit, or Escape (E4): near-optimal safety-constrained reinforcement learning in polynomial time14 Nov 2021
- 2021Coarse-Grained Smoothness for RL in Metric Spaces23 Oct 2021
- 2021Lifetime policy reuse and the importance of task capacity3 Jun 2021
- 2021Reinforcement Learning for Selective Key Applications in Power Systems: Recent Advances and Future Challenges27 Jan 2021
- 2020Lipschitzness Is All You Need To Tame Off-policy Generative Adversarial Imitation Learning28 Jun 2020
- 2021Reinforcement Learning for Selective Key Applications in Power Systems: Recent Advances and Future Challengescited by 40
- 2022Trustworthy Reinforcement Learning Against Intrinsic Vulnerabilities: Robustness, Safety, and Generalizabilitycited by 32
- 2021Continual Learning In Environments With Polynomial Mixing Timescited by 13
- 2022Dynamic Dialogue Policy for Continual Reinforcement Learningcited by 12
- 2022Reactive Exploration to Cope with Non-Stationarity in Lifelong Reinforcement Learningcited by 9
- 2023Improving Intrinsic Exploration by Creating Stationary Objectivescited by 7
- 2021Explicit Explore, Exploit, or Escape (E4): near-optimal safety-constrained reinforcement learning in polynomial timecited by 6
- 2022Group Distributionally Robust Reinforcement Learning with Hierarchical Latent Variablescited by 6
- 2021Lifetime policy reuse and the importance of task capacitycited by 4
- 2024Act as You Learn: Adaptive Decision-Making in Non-Stationary Markov Decision Processescited by 4
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Searchcited by 4
- 2022Doubly Inhomogeneous Reinforcement Learningcited by 3
12 most cited of 33 All 33 (JSON)
- 2026AlphaPareto: Formulaic Alpha Discovery with LLM-Guided Multi-Objective Reinforcement Learning28 Sep 2026
- 2026Reinforcement Learning in Operational Research: A Technical Review and Practical Roadmap21 Sep 2026
- 2026BAPR: Bayesian amnesic piecewise-robust reinforcement learning for non-stationary continuous control15 May 2026
- 2026Safe Continual Reinforcement Learning in Non-stationary Environments21 Apr 2026
- 2026Non-Stationary Online Resource Allocation: Learning from a Single Sample20 Feb 2026
- 2026Safe Continual Reinforcement Learning Methods for Nonstationary Environments. Towards a Survey of the State of the Art8 Jan 2026
- 2025A Translation of Probabilistic Event Calculus into Markov Decision Processes17 Jul 2025
- 2025SNAPE-PM: Building and Utilizing Dynamic Partner Models for Adaptive Explanation Generation19 May 2025
- 2025Natural Policy Gradient for Average Reward Non-Stationary RL23 Apr 2025
- 2024Solving robust MDPs as a sequence of static RL problems8 Oct 2024
- 2024Tolerance of Reinforcement Learning Controllers against Deviations in Cyber Physical Systems24 Jun 2024
- 2024Time-Constrained Robust MDPs12 Jun 2024
12 newest of 33 All 33 (JSON)