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We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving…

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Tensor network (TN) techniques - often used in the context of quantum many-body physics - have shown promise as a tool for tackling machine learning (ML) problems. The application of TNs to ML, however, has mostly focused on supervised and…

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained…

In recent years, researchers have made significant progress in devising reinforcement-learning algorithms for optimizing linear temporal logic (LTL) objectives and LTL-like objectives. Despite these advancements, there are fundamental…

Group Relative Policy Optimization (GRPO) has emerged as a popular algorithm for reinforcement learning with large language models (LLMs). However, upon analyzing its clipping mechanism, we argue that it is suboptimal in certain scenarios.…

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

In this paper, we consider a finite-horizon Markov decision process (MDP) for which the objective at each stage is to minimize a quantile-based risk measure (QBRM) of the sequence of future costs; we call the overall objective a dynamic…

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…

Novel advanced policy gradient (APG) methods, such as Trust Region policy optimization and Proximal policy optimization (PPO), have become the dominant reinforcement learning algorithms because of their ease of implementation and good…

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Approximate linear programming (ALP) represents one of the major algorithmic families to solve large-scale Markov decision processes (MDP). In this work, we study a primal-dual formulation of the ALP, and develop a scalable, model-free…

Applying reinforcement learning (RL) to real-world tasks requires converting informal descriptions into a formal Markov decision process (MDP), implementing an executable environment, and training a policy agent. Automating this process is…

The field of General Reinforcement Learning (GRL) formulates the problem of sequential decision-making from ground up. The history of interaction constitutes a "ground" state of the system, which never repeats. On the one hand, this…

In this paper, we will develop a systematic approach to deriving guaranteed bounds for approximate dynamic programming (ADP) schemes in optimal control problems. Our approach is inspired by our recent results on bounding the performance of…

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…