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We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

Incomplete knowledge of the environment leads an agent to make decisions under uncertainty. One of the major dilemmas in Reinforcement Learning (RL) where an autonomous agent has to balance two contrasting needs in making its decisions is:…

Machine Learning · Statistics 2024-02-21 Valentina Zangirolami , Matteo Borrotti

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 thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

Machine Learning · Computer Science 2022-10-07 Jad Rahme

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

Real-world decision-making problems are often partially observable, and many can be formulated as a Partially Observable Markov Decision Process (POMDP). When we apply reinforcement learning (RL) algorithms to the POMDP, reasonable…

Artificial Intelligence · Computer Science 2023-04-20 Soichiro Nishimori , Sotetsu Koyamada , Shin Ishii

This paper is an initial endeavor to bridge the gap between powerful Deep Reinforcement Learning methodologies and the problem of exploration/coverage of unknown terrains. Within this scope, MarsExplorer, an openai-gym compatible…

Safe reinforcement learning (safe RL) aims to respect safety requirements while optimizing long-term performance. In many practical applications, however, the problem involves an infinite number of constraints, known as semi-infinite safe…

Machine Learning · Computer Science 2025-11-07 Jiaming Zhang , Yujie Yang , Haoning Wang , Liping Zhang , Shengbo Eben Li

Ensuring sufficient exploration is a central challenge when training meta-reinforcement learning (meta-RL) agents to solve novel environments. Conventional solutions to the exploration-exploitation dilemma inject explicit incentives such as…

Machine Learning · Computer Science 2025-08-05 Micah Rentschler , Jesse Roberts

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

Despite the close connection between exploration and sample efficiency, most state of the art reinforcement learning algorithms include no considerations for exploration beyond maximizing the entropy of the policy. In this work we address…

Within the framework of probably approximately correct Markov decision processes (PAC-MDP), much theoretical work has focused on methods to attain near optimality after a relatively long period of learning and exploration. However,…

Artificial Intelligence · Computer Science 2016-04-06 Kenji Kawaguchi

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

In this paper we consider the problem of how a reinforcement learning agent that is tasked with solving a sequence of reinforcement learning problems (a sequence of Markov decision processes) can use knowledge acquired early in its lifetime…

Machine Learning · Computer Science 2019-02-05 Francisco M. Garcia , Philip S. Thomas

Safely exploring an unknown dynamical system is critical to the deployment of reinforcement learning (RL) in physical systems where failures may have catastrophic consequences. In scenarios where one knows little about the dynamics, diverse…

Machine Learning · Computer Science 2017-12-01 Tyler Lu , Martin Zinkevich , Craig Boutilier , Binz Roy , Dale Schuurmans

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Machine Learning · Computer Science 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

Static supervised learning-in which experimental data serves as a training sample for the estimation of an optimal treatment assignment policy-is a commonly assumed framework of policy learning. An arguably more realistic but challenging…

Econometrics · Economics 2024-09-04 Toru Kitagawa , Jeff Rowley

We present BRIEE (Block-structured Representation learning with Interleaved Explore Exploit), an algorithm for efficient reinforcement learning in Markov Decision Processes with block-structured dynamics (i.e., Block MDPs), where rich…

Machine Learning · Computer Science 2022-10-12 Xuezhou Zhang , Yuda Song , Masatoshi Uehara , Mengdi Wang , Alekh Agarwal , Wen Sun

In actor-critic-based reinforcement learning algorithms such as Twin Delayed Deep Deterministic policy gradient (TD3), insufficient exploration of the spatial space can result in suboptimal policies when controlling 7-DOF robotic arms. To…

Robotics · Computer Science 2024-08-27 Wen-Han Hsieh , Jen-Yuan Chang

Due to limited resources and public safety concerns, deep reinforcement learning (RL) agents for many cyber-physical systems (e.g., autonomous vehicles) are first trained in simulators. However, when deployed in real world environments,…

Machine Learning · Computer Science 2026-05-28 Gengyue Han , Yiheng Feng
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