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Related papers: Exploration-Exploitation in Constrained MDPs

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The Centralized Training with Decentralized Execution (CTDE) paradigm is widely used in cooperative multi-agent reinforcement learning. However, conventional methods based on CTDE can suffer from value underestimation and converge to…

Multiagent Systems · Computer Science 2026-05-05 Ruoning Zhang , Siying Wang , Wenyu Chen , Yang Zhou , Zhitong Zhao , Zixuan Zhang , Ruijie Zhang , Stefano V. Albrecht

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

Constrained multi-objective optimization problems (CMOPs) pervade real-world applications in science, engineering, and design. Constraint violation has been a building block in designing evolutionary multi-objective optimization algorithms…

Neural and Evolutionary Computing · Computer Science 2024-01-03 Shuang Li , Ke Li , Wei Li , Ming Yang

An agent learning through interactions should balance its action selection process between probing the environment to discover new rewards and using the information acquired in the past to adopt useful behaviour. This trade-off is usually…

Machine Learning · Computer Science 2019-07-02 Lucas Beyer , Damien Vincent , Olivier Teboul , Sylvain Gelly , Matthieu Geist , Olivier Pietquin

This paper studies privacy-preserving exploration in Markov Decision Processes (MDPs) with linear representation. We first consider the setting of linear-mixture MDPs (Ayoub et al., 2020) (a.k.a.\ model-based setting) and provide an unified…

Machine Learning · Computer Science 2021-12-08 Paul Luyo , Evrard Garcelon , Alessandro Lazaric , Matteo Pirotta

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

Machine Learning · Computer Science 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

The Constrained Markov Decision Process (CMDP) formulation allows to solve safety-critical decision making tasks that are subject to constraints. While CMDPs have been extensively studied in the Reinforcement Learning literature, little…

Machine Learning · Computer Science 2024-10-29 Dinesh Parthasarathy , Georgios Kontes , Axel Plinge , Christopher Mutschler

Language Model (LM) agents are increasingly used in complex open-ended decision-making tasks, from AI coding to physical AI. A core requirement in these settings is the ability to both explore the problem space and exploit acquired…

Artificial Intelligence · Computer Science 2026-04-16 Jaden Park , Jungtaek Kim , Jongwon Jeong , Robert D. Nowak , Kangwook Lee , Yong Jae Lee

We propose solution methods for previously-unsolved constrained MDPs in which actions can continuously modify the transition probabilities within some acceptable sets. While many methods have been proposed to solve regular MDPs with large…

Artificial Intelligence · Computer Science 2013-09-27 Marek Petrik , Dharmashankar Subramanian , Janusz Marecki

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…

Machine Learning · Computer Science 2018-11-30 Jungseul Ok , Alexandre Proutiere , Damianos Tranos

Reinforcement Learning has emerged as a strong alternative to solve optimization tasks efficiently. The use of these algorithms highly depends on the feedback signals provided by the environment in charge of informing about how good (or…

Machine Learning · Computer Science 2022-12-01 Alain Andres , Esther Villar-Rodriguez , Javier Del Ser

Dyna-style model-based reinforcement learning contains two phases: model rollouts to generate sample for policy learning and real environment exploration using current policy for dynamics model learning. However, due to the complex…

Machine Learning · Computer Science 2024-01-02 Xiyao Wang , Ruijie Zheng , Yanchao Sun , Ruonan Jia , Wichayaporn Wongkamjan , Huazhe Xu , Furong Huang

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

In the zero-shot policy transfer (ZSPT) setting for contextual Markov decision processes (MDP), agents train on a fixed set of contexts and must generalise to new ones. Recent work has argued and demonstrated that increased exploration can…

Machine Learning · Computer Science 2025-05-23 Max Weltevrede , Caroline Horsch , Matthijs T. J. Spaan , Wendelin Böhmer

Motivated by the recent discovery of a statistical and computational reduction from contextual bandits to offline regression (Simchi-Levi and Xu, 2021), we address the general (stochastic) Contextual Markov Decision Process (CMDP) problem…

Machine Learning · Computer Science 2024-05-29 Jian Qian , Haichen Hu , David Simchi-Levi

We introduce a new framework of episodic tabular Markov decision processes (MDPs) with adversarial preferences, which we refer to as preference-based MDPs (PbMDPs). Unlike standard episodic MDPs with adversarial losses, where the numerical…

Machine Learning · Computer Science 2025-07-17 Taira Tsuchiya , Shinji Ito , Haipeng Luo

Safety and robustness are two desired properties for any reinforcement learning algorithm. CMDPs can handle additional safety constraints and RMDPs can perform well under model uncertainties. In this paper, we propose to unite these two…

Machine Learning · Computer Science 2021-08-21 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar , Radu Corcodel

We study the problem of learning exploration-exploitation strategies that effectively adapt to dynamic environments, where the task may change over time. While RNN-based policies could in principle represent such strategies, in practice…

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu