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This work provides a state-of-the-art survey of continual safe online reinforcement learning (COSRL) methods. We discuss theoretical aspects, challenges, and open questions in building continual online safe reinforcement learning…

Machine Learning · Computer Science 2026-01-09 Timofey Tomashevskiy

Function approximation has enabled remarkable advances in applying reinforcement learning (RL) techniques in environments with high-dimensional inputs, such as images, in an end-to-end fashion, mapping such inputs directly to low-level…

Machine Learning · Computer Science 2023-01-02 Junlin Wu , Hussein Sibai , Yevgeniy Vorobeychik

We derive a novel asymptotic problem-dependent lower-bound for regret minimization in finite-horizon tabular Markov Decision Processes (MDPs). While, similar to prior work (e.g., for ergodic MDPs), the lower-bound is the solution to an…

Machine Learning · Computer Science 2021-06-25 Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Safe reinforcement learning tasks are a challenging domain despite being very common in the real world. The widely adopted CMDP model constrains the risks in expectation, which makes room for dangerous behaviors in long-tail states. In…

Machine Learning · Computer Science 2024-08-30 Zihan Zhou , Jonathan Booher , Khashayar Rohanimanesh , Wei Liu , Aleksandr Petiushko , Animesh Garg

We consider a constrained Markov Decision Problem (CMDP) where the goal of an agent is to maximize the expected discounted sum of rewards over an infinite horizon while ensuring that the expected discounted sum of costs exceeds a certain…

Machine Learning · Computer Science 2024-11-01 Washim Uddin Mondal , Vaneet Aggarwal

Posterior sampling allows exploitation of prior knowledge on the environment's transition dynamics to improve the sample efficiency of reinforcement learning. The prior is typically specified as a class of parametric distributions, the…

Machine Learning · Computer Science 2024-04-09 Mirco Mutti , Riccardo De Santi , Marcello Restelli , Alexander Marx , Giorgia Ramponi

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 consider the infinite-horizon linear Markov Decision Processes (MDPs), where the transition probabilities of the dynamic model can be linearly parameterized with the help of a predefined low-dimensional feature mapping. While the…

Machine Learning · Computer Science 2023-10-19 Yu-Heng Hung , Ping-Chun Hsieh , Akshay Mete , P. R. Kumar

Safety is an indispensable requirement for applying reinforcement learning (RL) to real problems. Although there has been a surge of safe RL algorithms proposed in recent years, most existing work typically 1) relies on receiving numeric…

Machine Learning · Computer Science 2024-01-12 Akifumi Wachi , Wataru Hashimoto , Kazumune Hashimoto

Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…

Machine Learning · Computer Science 2022-10-06 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Tong Zhang

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

We study learning in periodic Markov Decision Process (MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We…

Machine Learning · Computer Science 2023-03-20 Ayush Aniket , Arpan Chattopadhyay

In this paper, we study the Bayesian risk-averse formulation in reinforcement learning (RL). To address the epistemic uncertainty due to a lack of data, we adopt the Bayesian Risk Markov Decision Process (BRMDP) to account for the parameter…

Machine Learning · Computer Science 2025-09-18 Yuhao Wang , Enlu Zhou

Despite remarkable successes, deep reinforcement learning algorithms remain sample inefficient: they require an enormous amount of trial and error to find good policies. Model-based algorithms promise sample efficiency by building an…

Machine Learning · Computer Science 2023-05-19 Remo Sasso , Michelangelo Conserva , Paulo Rauber

We study the adaptive control of an unknown linear system with a quadratic cost function subject to safety constraints on both the states and actions. The challenges of this problem arise from the tension among safety, exploration,…

Systems and Control · Electrical Eng. & Systems 2021-11-02 Yingying Li , Subhro Das , Jeff Shamma , Na Li

In this paper, we address the following problem: Given an offline demonstration dataset from an imperfect expert, what is the best way to leverage it to bootstrap online learning performance in MDPs. We first propose an Informed Posterior…

Machine Learning · Computer Science 2023-07-18 Botao Hao , Rahul Jain , Dengwang Tang , Zheng Wen

Rather than augmenting rewards with penalties for undesired behavior, Constrained Partially Observable Markov Decision Processes (CPOMDPs) plan safely by imposing inviolable hard constraint value budgets. Previous work performing online…

Artificial Intelligence · Computer Science 2022-12-26 Arec Jamgochian , Anthony Corso , Mykel J. Kochenderfer

We study privacy-preserving exploration in sequential decision-making for environments that rely on sensitive data such as medical records. In particular, we focus on solving the problem of reinforcement learning (RL) subject to the…

Machine Learning · Computer Science 2022-06-24 Dung Daniel Ngo , Giuseppe Vietri , Zhiwei Steven Wu