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Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…

Machine Learning · Computer Science 2024-11-13 Alessandro Montenegro , Marco Mussi , Matteo Papini , Alberto Maria Metelli

In this paper, we use concepts from supervisory control theory of discrete event systems to propose a method to learn optimal control policies for a finite-state Markov Decision Process (MDP) in which (only) certain sequences of actions are…

Machine Learning · Computer Science 2022-01-04 Arun Raman , Keerthan Shagrithaya , Shalabh Bhatnagar

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Engagement-optimized adaptive tutoring systems may prioritize short-term behavioral signals over sustained learning outcomes, creating structural incentives for reward hacking in reinforcement learning policies. We formalize this challenge…

Artificial Intelligence · Computer Science 2026-04-07 Oluseyi Olukola , Nick Rahimi

We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

Artificial Intelligence · Computer Science 2025-04-07 Sergio Rozada , Dongsheng Ding , Antonio G. Marques , Alejandro Ribeiro

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

Safe reinforcement learning (RL) is a promising approach for many real-world decision-making problems where ensuring safety is a critical necessity. In safe RL research, while expected cumulative safety constraints (ECSCs) are typically the…

Machine Learning · Computer Science 2024-10-10 Xun Shen , Shuo Jiang , Akifumi Wachi , Kaumune Hashimoto , Sebastien Gros

Existing work on linear constrained Markov decision processes (CMDPs) has primarily focused on stochastic settings, where the losses and costs are either fixed or drawn from fixed distributions. However, such formulations are inherently…

Machine Learning · Computer Science 2026-05-13 Kihyun Yu , Seoungbin Bae , Dabeen Lee

We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…

In this work, we consider strongly convex strongly concave (SCSC) saddle point (SP) problems $\min_{x\in\mathbb{R}^{d_x}}\max_{y\in\mathbb{R}^{d_y}}f(x,y)$ where $f$ is $L$-smooth, $f(.,y)$ is $\mu$-strongly convex for every $y$, and…

Optimization and Control · Mathematics 2022-02-22 Bugra Can , Mert Gurbuzbalaban , Necdet Serhat Aybat

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Primal-dual algorithm (PDA) is a classic and popular scheme for convex-concave saddle point problems. It is universally acknowledged that the proximal terms in the subproblems about the primal and dual variables are crucial to the…

Optimization and Control · Mathematics 2025-04-24 Shuning Liu , Zexian Liu

It is quite challenging to ensure the safety of reinforcement learning (RL) agents in an unknown and stochastic environment under hard constraints that require the system state not to reach certain specified unsafe regions. Many popular…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yixuan Wang , Simon Sinong Zhan , Ruochen Jiao , Zhilu Wang , Wanxin Jin , Zhuoran Yang , Zhaoran Wang , Chao Huang , Qi Zhu

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

Optimization and Control · Mathematics 2012-06-21 William B. Haskell , Rahul Jain

We study the problem of zero-delay coding for the transmission of a Markov source over a noisy channel with feedback and present a reinforcement learning solution which is guaranteed to achieve near-optimality. To this end, we formulate the…

Optimization and Control · Mathematics 2025-10-07 Liam Cregg , Fady Alajaji , Serdar Yuksel

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

This paper focuses on learning a Constrained Markov Decision Process (CMDP) via general parameterized policies. We propose a Primal-Dual based Regularized Accelerated Natural Policy Gradient (PDR-ANPG) algorithm that uses entropy and…

Machine Learning · Computer Science 2026-05-04 Washim Uddin Mondal , Vaneet Aggarwal

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha
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