Related papers: Achieving Zero Constraint Violation for Constraine…
A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…
This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…
Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…
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,…
Meta-reinforcement learning has widely been used as a learning-to-learn framework to solve unseen tasks with limited experience. However, the aspect of constraint violations has not been adequately addressed in the existing works, making…
We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…
Recent advances in reinforcement learning (RL) enable its use on increasingly complex tasks, but the lack of formal safety guarantees still limits its application in safety-critical settings. A common practical approach is to augment the RL…
In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…
In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…
This paper presents the first model-free, simulator-free reinforcement learning algorithm for Constrained Markov Decision Processes (CMDPs) with sublinear regret and zero constraint violation. The algorithm is named Triple-Q because it…
This paper investigates infinite-horizon average reward Constrained Markov Decision Processes (CMDPs) with general parametrization. We propose a Primal-Dual Natural Actor-Critic algorithm that adeptly manages constraints while ensuring a…
We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…
We study safe online reinforcement learning in Constrained Markov Decision Processes (CMDPs) under strong regret and violation metrics, which forbid error cancellation over time. Existing primal-dual methods that achieve sublinear strong…
We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…
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…
We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…
We study the sequential decision making problem of maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gradient method to solve the discounted infinite-horizon…
We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…
The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…
We consider discounted infinite-horizon constrained Markov decision processes (CMDPs), where the goal is to find an optimal policy that maximizes the expected cumulative reward while satisfying expected cumulative constraints. Motivated by…