Related papers: A Near-Optimal Algorithm for Safe Reinforcement Le…
We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…
Many sequential decision problems involve finding a policy that maximizes total reward while obeying safety constraints. Although much recent research has focused on the development of safe reinforcement learning (RL) algorithms that…
We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…
We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…
This paper targets the efficient construction of a safety shield for decision making in scenarios that incorporate uncertainty. Markov decision processes (MDPs) are prominent models to capture such planning problems. Reinforcement learning…
We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…
Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…
We consider reinforcement learning (RL) in Markov Decision Processes in which an agent repeatedly interacts with an environment that is modeled by a controlled Markov process. At each time step $t$, it earns a reward, and also incurs a…
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…
Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…
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…
Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…
In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…
In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…
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…
We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…
Deep reinforcement learning (DRL) has demonstrated remarkable performance in many continuous control tasks. However, a significant obstacle to the real-world application of DRL is the lack of safety guarantees. Although DRL agents can…
We study risk-sensitive reinforcement learning in episodic Markov decision processes with unknown transition kernels, where the goal is to optimize the total reward under the risk measure of exponential utility. We propose two provably…