Related papers: Approximate Policy Iteration Schemes: A Comparison
We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…
We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…
Constrained Markov Decision Processes (CMDPs) formalize sequential decision-making problems whose objective is to minimize a cost function while satisfying constraints on various cost functions. In this paper, we consider the setting of…
We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…
We consider the problem of designing policies for partially observable Markov decision processes (POMDPs) with dynamic coherent risk objectives. Synthesizing risk-averse optimal policies for POMDPs requires infinite memory and thus…
Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…
In this paper, we propose a new algorithm PPG (Proximal Policy Gradient), which is close to both VPG (vanilla policy gradient) and PPO (proximal policy optimization). The PPG objective is a partial variation of the VPG objective and the…
We propose a new policy, called the LP-update policy, to solve finite horizon weakly-coupled Markov decision processes. The latter can be seen as multi-constraint multi-action bandits, and generalize the classical restless bandit problems.…
We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…
Safety is the priority concern when applying reinforcement learning (RL) algorithms to real-world control problems. While policy iteration provides a fundamental algorithm for standard RL, an analogous theoretical algorithm for safe RL…
We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…
In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…
In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…
We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…
We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…
Reinforcement Learning (RL) for constrained MDPs (CMDPs) is an increasingly important problem for various applications. Often, the average criterion is more suitable than the discounted criterion. Yet, RL for average-CMDPs (ACMDPs) remains…
The development of Policy Iteration (PI) has inspired many recent algorithms for Reinforcement Learning (RL), including several policy gradient methods that gained both theoretical soundness and empirical success on a variety of tasks. The…
We introduce \texttt{OPO-CMDP}, the first policy optimization algorithm for stochastic Contextual Markov Decision Process (CMDPs) under general offline function approximation. Our approach achieves a high probability regret bound of…
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…