Related papers: A unified view of entropy-regularized Markov decis…
Reinforcement learning tasks are typically specified as Markov decision processes. This formalism has been highly successful, though specifications often couple the dynamics of the environment and the learning objective. This lack of…
Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov decision process (MDP). However, not all goals…
Safe reinforcement learning (RL) is a promising approach for many real-world decision-making problems where ensuring safety is a critical necessity. In safe RL research, while expected cumulative safety constraints (ECSCs) are typically the…
Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…
Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…
What are the functionals of the reward that can be computed and optimized exactly in Markov Decision Processes?In the finite-horizon, undiscounted setting, Dynamic Programming (DP) can only handle these operations efficiently for certain…
Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…
We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…
We consider Markov decision processes (MDPs) with multiple limit-average (or mean-payoff) objectives. There exist two different views: (i) the expectation semantics, where the goal is to optimize the expected mean-payoff objective, and (ii)…
Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…
We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…
In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…
Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this…
Trust Region Policy Optimization (TRPO) is a popular and empirically successful policy search algorithm in reinforcement learning (RL). It iteratively solved the surrogate problem which restricts consecutive policies to be close to each…
Policy Mirror Descent (PMD) has emerged as a unifying framework in reinforcement learning (RL) by linking policy gradient methods with a first-order optimization method known as mirror descent. At its core, PMD incorporates two key…
This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…
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…
Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a promising approach to improve the reasoning abilities of Large Language Models (LLMs). Among RLVR algorithms, Group Relative Policy Optimization (GRPO) and its variants…
Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic…
As language models become increasingly capable, users expect them to provide not only accurate responses but also behaviors aligned with diverse human preferences across a variety of scenarios. To achieve this, Reinforcement learning (RL)…