English
Related papers

Related papers: Learning Policies with Zero or Bounded Constraint …

200 papers

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

Machine Learning · Computer Science 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

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…

Machine Learning · Computer Science 2020-08-18 Akifumi Wachi , Yanan Sui

We give a simple optimistic algorithm for which it is easy to derive regret bounds of $\tilde{O}(\sqrt{t_{\rm mix} SAT})$ after $T$ steps in uniformly ergodic Markov decision processes with $S$ states, $A$ actions, and mixing time parameter…

Machine Learning · Computer Science 2019-01-23 Ronald Ortner

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

Machine Learning · Computer Science 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

We consider the problem of reinforcement learning under safety requirements, in which an agent is trained to complete a given task, typically formalized as the maximization of a reward signal over time, while concurrently avoiding…

Machine Learning · Computer Science 2018-09-25 Tu-Hoa Pham , Giovanni De Magistris , Don Joven Agravante , Subhajit Chaudhury , Asim Munawar , Ryuki Tachibana

In this paper, we investigate a novel safe reinforcement learning problem with step-wise violation constraints. Our problem differs from existing works in that we consider stricter step-wise violation constraints and do not assume the…

Machine Learning · Computer Science 2023-06-12 Nuoya Xiong , Yihan Du , Longbo Huang

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We develop a model selection approach to tackle reinforcement learning with adversarial corruption in both transition and reward. For finite-horizon tabular MDPs, without prior knowledge on the total amount of corruption, our algorithm…

Machine Learning · Computer Science 2024-12-31 Chen-Yu Wei , Christoph Dann , Julian Zimmert

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…

Machine Learning · Computer Science 2021-02-11 Botao Hao , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that are observed at the start of each episode. Performance is measured by cumulative regret against the…

Machine Learning · Computer Science 2026-05-18 Zijun Chen , Zihan Zhang

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

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2024-05-30 Danil Provodin , Maurits Kaptein , Mykola Pechenizkiy