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We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

Machine Learning · Computer Science 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

Machine Learning · Computer Science 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

We consider a discounted cost constrained Markov decision process (CMDP) policy optimization problem, in which an agent seeks to maximize a discounted cumulative reward subject to a number of constraints on discounted cumulative utilities.…

Optimization and Control · Mathematics 2024-11-21 Sihan Zeng , Thinh T. Doan , Justin Romberg

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…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minimax duality of Bellman equations. The SPD methods update a…

Machine Learning · Statistics 2016-12-09 Yichen Chen , Mengdi Wang

Existing work on linear constrained Markov decision processes (CMDPs) has primarily focused on stochastic settings, where the losses and costs are either fixed or drawn from fixed distributions. However, such formulations are inherently…

Machine Learning · Computer Science 2026-05-13 Kihyun Yu , Seoungbin Bae , Dabeen Lee

In this paper we consider the problem of how a reinforcement learning agent tasked with solving a set of related Markov decision processes can use knowledge acquired early in its lifetime to improve its ability to more rapidly solve novel,…

Artificial Intelligence · Computer Science 2019-02-26 Francisco M. Garcia , Bruno C. da Silva , Philip S. Thomas

Markov decision processes (MDPs) are the defacto frame-work for sequential decision making in the presence ofstochastic uncertainty. A classical optimization criterion forMDPs is to maximize the expected discounted-sum pay-off, which…

Artificial Intelligence · Computer Science 2020-02-28 Tomas Brazdil , Krishnendu Chatterjee , Petr Novotny , Jiri Vahala

Shifting from traditional control strategies to Deep Reinforcement Learning (RL) for legged robots poses inherent challenges, especially when addressing real-world physical constraints during training. While high-fidelity simulations…

Robotics · Computer Science 2023-09-28 Joonho Lee , Lukas Schroth , Victor Klemm , Marko Bjelonic , Alexander Reske , Marco Hutter

This paper focuses on learning a Constrained Markov Decision Process (CMDP) via general parameterized policies. We propose a Primal-Dual based Regularized Accelerated Natural Policy Gradient (PDR-ANPG) algorithm that uses entropy and…

Machine Learning · Computer Science 2026-05-04 Washim Uddin Mondal , Vaneet Aggarwal

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…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…

Machine Learning · Computer Science 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

Engagement-optimized adaptive tutoring systems may prioritize short-term behavioral signals over sustained learning outcomes, creating structural incentives for reward hacking in reinforcement learning policies. We formalize this challenge…

Artificial Intelligence · Computer Science 2026-04-07 Oluseyi Olukola , Nick Rahimi

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

Machine Learning · Computer Science 2024-06-19 Weiye Zhao , Rui Chen , Yifan Sun , Tianhao Wei , Changliu Liu

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

This paper discusses algorithms for solving Markov decision processes (MDPs) that have monotone optimal policies. We propose a two-stage alternating convex optimization scheme that can accelerate the search for an optimal policy by…

Systems and Control · Computer Science 2017-04-04 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg