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Safety is an essential requirement for reinforcement learning systems. The newly emerging framework of robust constrained Markov decision processes allows learning policies that satisfy long-term constraints while providing guarantees under…

Machine Learning · Computer Science 2025-12-19 David M. Bossens , Atsushi Nitanda

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

Machine Learning · Computer Science 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

Understanding how to efficiently learn while adhering to safety constraints is essential for using online reinforcement learning in practical applications. However, proving rigorous regret bounds for safety-constrained reinforcement…

Machine Learning · Statistics 2025-04-29 Benjamin Schiffer , Lucas Janson

In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…

Machine Learning · Computer Science 2023-11-15 Canzhe Zhao , Ruofeng Yang , Baoxiang Wang , Xuezhou Zhang , Shuai Li

We propose Convex Constraint Learning for Reinforcement Learning (CoCoRL), a novel approach for inferring shared constraints in a Constrained Markov Decision Process (CMDP) from a set of safe demonstrations with possibly different reward…

Machine Learning · Computer Science 2024-03-05 David Lindner , Xin Chen , Sebastian Tschiatschek , Katja Hofmann , Andreas Krause

We introduce causal Markov Decision Processes (C-MDPs), a new formalism for sequential decision making which combines the standard MDP formulation with causal structures over state transition and reward functions. Many contemporary and…

Machine Learning · Statistics 2021-02-16 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

In this paper, we propose and study opportunistic reinforcement learning - a new variant of reinforcement learning problems where the regret of selecting a suboptimal action varies under an external environmental condition known as the…

Machine Learning · Computer Science 2022-10-26 Xiaoxiao Wang , Nader Bouacida , Xueying Guo , Xin Liu

When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…

Optimization and Control · Mathematics 2023-05-01 Antonio Alcántara , Carlos Ruiz

We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…

Machine Learning · Computer Science 2026-02-10 Anirudh Satheesh , Vaneet Aggarwal

We study the constant regret guarantees in reinforcement learning (RL). Our objective is to design an algorithm that incurs only finite regret over infinite episodes with high probability. We introduce an algorithm, Cert-LSVI-UCB, for…

Machine Learning · Computer Science 2024-12-13 Weitong Zhang , Zhiyuan Fan , Jiafan He , Quanquan Gu

In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

Machine Learning · Computer Science 2024-01-08 Nirjhar Das , Arpan Chattopadhyay

This paper presents an interpretable reward design framework for reinforcement learning based constrained optimal control problems with state and terminal constraints. The problem is formalized within a standard partially observable Markov…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Jingjie Ni , Fangfei Li , Xin Jin , Xianlun Peng , Yang Tang

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

Machine Learning · Computer Science 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

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…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

In order to satisfy safety conditions, an agent may be constrained from acting freely. A safe controller can be designed a priori if an environment is well understood, but not when learning is employed. In particular, reinforcement learned…

Machine Learning · Computer Science 2020-10-15 Eleanor Quint , Dong Xu , Samuel Flint , Stephen Scott , Matthew Dwyer

Evolutionary algorithms have been used to evolve a population of actors to generate diverse experiences for training reinforcement learning agents, which helps to tackle the temporal credit assignment problem and improves the exploration…

Neural and Evolutionary Computing · Computer Science 2023-04-21 Chengpeng Hu , Jiyuan Pei , Jialin Liu , Xin Yao

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng