Related papers: Tolling for Constraint Satisfaction in Markov Deci…

Traffic congestion has become an inevitable challenge in large cities due to population increases and expansion of urban areas. Various approaches are introduced to mitigate traffic issues, encompassing from expanding the road…

In this paper, we show the convergence rates of posterior distributions of the model dynamics in a MDP for both episodic and continuous tasks. The theoretical results hold for general state and action space and the parameter space of the…

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…

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…

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

In this paper, we investigate the concentration properties of cumulative reward in Markov Decision Processes (MDPs), focusing on both asymptotic and non-asymptotic settings. We introduce a unified approach to characterize reward…

With rapid population growth and urban development, traffic congestion has become an inescapable issue, especially in large cities. Many congestion reduction strategies have been proposed in the past, ranging from roadway extension to…

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

How can we design mechanisms to promote efficient use of shared resources? Here, we answer this question in relation to the well-studied class of atomic congestion games, used to model a variety of problems, including traffic routing.…

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

Congestion games are popular models often used to study the system-level inefficiencies caused by selfish agents, typically measured by the price of anarchy. One may expect that aligning the agents' preferences with the system-level…

Safe reinforcement learning has been a promising approach for optimizing the policy of an agent that operates in safety-critical applications. In this paper, we propose an algorithm, SNO-MDP, that explores and optimizes Markov decision…

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…

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

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 introduce synchronizing objectives for Markov decision processes (MDP). Intuitively, a synchronizing objective requires that eventually, at every step there is a state which concentrates almost all the probability mass. In particular, it…

We describe a new coordination mechanism for non-atomic congestion games that leads to a (selfish) social cost which is arbitrarily close to the non-selfish optimal. This mechanism does not incur any additional extra cost, like tolls, which…

Many real-world systems such as taxi systems, traffic networks and smart grids involve self-interested actors that perform individual tasks in a shared environment. However, in such systems, the self-interested behaviour of agents produces…

The problem of designing a rebalancing algorithm for a large-scale ridehailing system with asymmetric demand is considered here. We pose the rebalancing problem within a semi Markov decision problem (SMDP) framework with closed queues of…