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We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

We study the policy evaluation problem in an online multi-reward multi-policy discounted setting, where multiple reward functions must be evaluated simultaneously for different policies. We adopt an $(\epsilon,\delta)$-PAC perspective to…

Machine Learning · Computer Science 2025-08-19 Alessio Russo , Aldo Pacchiano

Safe reinforcement learning (RL) studies problems where an intelligent agent has to not only maximize reward but also avoid exploring unsafe areas. In this study, we propose CUP, a novel policy optimization method based on Constrained…

Machine Learning · Computer Science 2022-11-10 Long Yang , Jiaming Ji , Juntao Dai , Linrui Zhang , Binbin Zhou , Pengfei Li , Yaodong Yang , Gang Pan

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get…

Machine Learning · Computer Science 2020-01-13 Kai Jiang , XiaoLong Qin

Efficient traffic signal control (TSC) is crucial for reducing congestion, travel delays, pollution, and for ensuring road safety. Traditional approaches, such as fixed signal control and actuated control, often struggle to handle dynamic…

Systems and Control · Electrical Eng. & Systems 2025-09-29 Anirud Nandakumar , Chayan Banerjee , Lelitha Devi Vanajakshi

In Reinforcement Learning (RL), an agent acts in an unknown environment to maximize the expected cumulative discounted sum of an external reward signal, i.e., the expected return. In practice, in many tasks of interest, such as policy…

Machine Learning · Computer Science 2023-05-09 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…

Data Structures and Algorithms · Computer Science 2023-11-03 Vincent Cohen-Addad , Chenglin Fan , Suprovat Ghoshal , Euiwoong Lee , Arnaud de Mesmay , Alantha Newman , Tony Chang Wang

In the Reinforcement Learning (RL) framework, the learning is guided through a reward signal. This means that in situations of sparse rewards the agent has to focus on exploration, in order to discover which action, or set of actions leads…

Machine Learning · Computer Science 2022-03-03 Giuseppe Paolo

Many popular reinforcement learning problems (e.g., navigation in a maze, some Atari games, mountain car) are instances of the episodic setting under its stochastic shortest path (SSP) formulation, where an agent has to achieve a goal state…

Machine Learning · Statistics 2020-08-18 Jean Tarbouriech , Evrard Garcelon , Michal Valko , Matteo Pirotta , Alessandro Lazaric

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…

Machine Learning · Statistics 2013-07-17 Sohail Bahmani , Bhiksha Raj , Petros Boufounos

The applicability of reinforcement learning (RL) algorithms in real-world domains often requires adherence to safety constraints, a need difficult to address given the asymptotic nature of the classic RL optimization objective. In contrast…

Machine Learning · Computer Science 2021-04-15 Moritz A. Zanger , Karam Daaboul , J. Marius Zöllner

This paper introduces a reinforcement learning approach to optimize the Stochastic Vehicle Routing Problem with Time Windows (SVRP), focusing on reducing travel costs in goods delivery. We develop a novel SVRP formulation that accounts for…

Artificial Intelligence · Computer Science 2024-02-16 Zangir Iklassov , Ikboljon Sobirov , Ruben Solozabal , Martin Takac

The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms. Existing algorithms for finite state and action discounted RL problems address this by assuming sufficient…

Machine Learning · Computer Science 2025-12-09 Caleb Ju , Guanghui Lan

In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

This paper studies the constrained/safe reinforcement learning (RL) problem with sparse indicator signals for constraint violations. We propose a model-based approach to enable RL agents to effectively explore the environment with unknown…

Artificial Intelligence · Computer Science 2021-03-09 Zuxin Liu , Hongyi Zhou , Baiming Chen , Sicheng Zhong , Martial Hebert , Ding Zhao

Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…

Optimization and Control · Mathematics 2025-09-11 Wei Liu , Yangyang Xu

We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…

Machine Learning · Computer Science 2022-09-19 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Dung Nguyen , Kien Do , Sunil Gupta , Svetha Venkatesh

This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself…

Machine Learning · Computer Science 2026-05-12 Alex DeWeese , Guannan Qu

Shortest paths problems are subject to extensive studies in classic distributed models such as the CONGEST or Congested Clique. These models dictate how nodes may communicate in order to determine shortest paths in a distributed input…

Data Structures and Algorithms · Computer Science 2023-07-03 Philipp Schneider