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We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This paper studies reward-agnostic exploration in reinforcement learning (RL) -- a scenario where the learner is unware of the reward functions during the exploration stage -- and designs an algorithm that improves over the state of the…

Machine Learning · Computer Science 2024-05-24 Gen Li , Yuling Yan , Yuxin Chen , Jianqing Fan

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

We investigate robustness to strong data corruption in offline sparse reinforcement learning (RL). In our setting, an adversary may arbitrarily perturb a fraction of the collected trajectories from a high-dimensional but sparse Markov…

Machine Learning · Statistics 2026-05-13 Nam Phuong Tran , Andi Nika , Goran Radanovic , Long Tran-Thanh , Debmalya Mandal

Off-policy Learning to Rank (LTR) aims to optimize a ranker from data collected by a deployed logging policy. However, existing off-policy learning to rank methods often make strong assumptions about how users generate the click data, i.e.,…

Machine Learning · Computer Science 2023-10-31 Zeyu Zhang , Yi Su , Hui Yuan , Yiran Wu , Rishab Balasubramanian , Qingyun Wu , Huazheng Wang , Mengdi Wang

The recent development of reinforcement learning (RL) has boosted the adoption of online RL for wireless radio resource management (RRM). However, online RL algorithms require direct interactions with the environment, which may be…

Information Theory · Computer Science 2023-11-21 Kun Yang , Cong Shen , Jing Yang , Shu-ping Yeh , Jerry Sydir

Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision…

Machine Learning · Computer Science 2022-03-22 Xingyu Zhou

We study offline constrained reinforcement learning with general function approximation in discounted constrained Markov decision processes. Prior methods either require full data coverage for evaluating intermediate policies, lack oracle…

Machine Learning · Statistics 2026-05-13 Seokmin Ko , Ambuj Tewari , Kihyuk Hong

There are two primary approaches to solving Markov decision problems (MDPs): dynamic programming based on the Bellman equation and linear programming (LP). Dynamic programming methods are the most widely used and form the foundation of both…

Artificial Intelligence · Computer Science 2026-02-24 Donghwan Lee , Hyukjun Yang , Bum Geun Park

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

Machine Learning · Statistics 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

The offline reinforcement learning (RL) problem is often motivated by the need to learn data-driven decision policies in financial, legal and healthcare applications. However, the learned policy could retain sensitive information of…

Machine Learning · Computer Science 2023-01-04 Dan Qiao , Yu-Xiang Wang

We study model-based offline Reinforcement Learning with general function approximation without a full coverage assumption on the offline data distribution. We present an algorithm named Constrained Pessimistic Policy Optimization…

Machine Learning · Computer Science 2023-01-11 Masatoshi Uehara , Wen Sun

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

Offline reinforcement learning (RL) aims to optimize the return given a fixed dataset of agent trajectories without additional interactions with the environment. While algorithm development has progressed rapidly, significant theoretical…

Machine Learning · Computer Science 2025-08-12 Fengdi Che

We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

Offline reinforcement learning (RL), also known as batch RL, aims to optimize policy from a large pre-recorded dataset without interaction with the environment. This setting offers the promise of utilizing diverse, pre-collected datasets to…

Machine Learning · Computer Science 2021-01-05 Qiang He , Xinwen Hou

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng