English
Related papers

Related papers: Adaptive Constraint Satisfaction for Markov Decisi…

200 papers

In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

Machine Learning · Computer Science 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

A central question in routing games has been to establish conditions for the uniqueness of the equilibrium, either in terms of network topology or in terms of costs. This question is well understood in two classes of routing games. The…

Computer Science and Game Theory · Computer Science 2016-01-01 Eitan Altman , Corinne Touati

Departure time choice models play a crucial role in determining the traffic load in transportation systems. This paper introduces a new framework to model and analyze the departure time user equilibrium (DTUE) problem based on the so-called…

Investigating congestion in train rapid transit systems (RTS) in today's urban cities is a challenge compounded by limited data availability and difficulties in model validation. Here, we integrate information from travel smart card data, a…

Multiagent Systems · Computer Science 2014-02-18 Nasri Bin Othman , Erika Fille Legara , Vicknesh Selvam , Christopher Monterola

We present a simple yet effective routing strategy inspired by coverage control, which delays the onset of congestion on traffic networks, by introducing a control parameter. The routing algorithm allows a trade-off between the congestion…

Networking and Internet Architecture · Computer Science 2015-08-17 Timothy Barker , Chao Zhai , Mario di Bernardo

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

This paper studies convergence properties of optimal values and actions for discounted and average-cost Markov Decision Processes (MDPs) with weakly continuous transition probabilities and applies these properties to the stochastic…

Optimization and Control · Mathematics 2017-03-21 Eugene A. Feinberg , Mark E. Lewis

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…

Statistics Theory · Mathematics 2019-07-23 Zhen Li , Eric Laber

We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

Machine Learning · Computer Science 2022-04-12 Arushi Jain , Sharan Vaswani , Reza Babanezhad , Csaba Szepesvari , Doina Precup

In this paper, we investigate the scheduling design of a mobile edge computing (MEC) system, where active mobile devices with computation tasks randomly appear in a cell. Every task can be computed at either the mobile device or the MEC…

Information Theory · Computer Science 2020-04-17 Shanfeng Huang , Bojie Lv , Rui Wang , Kaibin Huang

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…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Routing games are amongst the most well studied domains of game theory. How relevant are these pen-and-paper calculations to understanding the reality of everyday traffic routing? We focus on a semantically rich dataset that captures…

Computer Science and Game Theory · Computer Science 2017-08-15 Barnabé Monnot , Francisco Benita , Georgios Piliouras

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify conditions under which a paradoxical non-monotone behavior…

Computer Science and Game Theory · Computer Science 2024-02-07 Roberto Cominetti , Valerio Dose , Marco Scarsini

One-counter MDPs (OC-MDPs) and one-counter simple stochastic games (OC-SSGs) are 1-player, and 2-player turn-based zero-sum, stochastic games played on the transition graph of classic one-counter automata (equivalently, pushdown automata…

Computer Science and Game Theory · Computer Science 2011-07-21 Tomáš Brázdil , Václav Brožek , Kousha Etessami , Antonín Kučera

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…

Multiagent Systems · Computer Science 2019-01-31 David Mguni , Joel Jennings , Sergio Valcarcel Macua , Emilio Sison , Sofia Ceppi , Enrique Munoz de Cote

The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…

Optimization and Control · Mathematics 2022-10-21 Egor Gladin , Maksim Lavrik-Karmazin , Karina Zainullina , Varvara Rudenko , Alexander Gasnikov , Martin Takáč

This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…

Artificial Intelligence · Computer Science 2013-01-07 Michail Lagoudakis , Ron Parr

In this work, we aim to obtain the optimal tradeoff between the average delay and the average power consumption in a communication system. In our system, the arrivals occur at each timeslot according to a Bernoulli arrival process and are…

Information Theory · Computer Science 2016-09-13 Xiang Chen , Wei Chen , Joohyun Lee , Ness B. Shroff

In many multi-player interactions, players incur strictly positive costs each time they execute actions e.g. 'menu costs' or transaction costs in financial systems. Since acting at each available opportunity would accumulate prohibitively…

Multiagent Systems · Computer Science 2024-08-02 David Mguni