Related papers: Reinforcement Learning for Multi-Objective and Con…
This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…
We address the issue of safety in reinforcement learning. We pose the problem in an episodic framework of a constrained Markov decision process. Existing results have shown that it is possible to achieve a reward regret of…
In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…
No real-world reward function is perfect. Sensory errors and software bugs may result in RL agents observing higher (or lower) rewards than they should. For example, a reinforcement learning agent may prefer states where a sensory error…
This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…
Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…
We formalize the problem of maximizing the mean-payoff value with high probability while satisfying a parity objective in a Markov decision process (MDP) with unknown probabilistic transition function and unknown reward function. Assuming…
Dynamic Programming (DP) provides standard algorithms to solve Markov Decision Processes. However, these algorithms generally do not optimize a scalar objective function. In this paper, we draw connections between DP and (constrained)…
This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…
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…
Reinforcement learning has achieved great success in many decision-making tasks, and traditional reinforcement learning algorithms are mainly designed for obtaining a single optimal solution. However, recent works show the importance of…
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…
Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…
In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…
The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…
A variety of practical problems can be modeled by the decision-making process in multi-player games where a group of self-interested players aim at optimizing their own local objectives, while the objectives depend on the actions taken by…
We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…
Inverse reinforcement learning is the problem of inferring a reward function from an optimal policy or demonstrations by an expert. In this work, it is assumed that the reward is expressed as a reward machine whose transitions depend on…
Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…