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We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

Optimization and Control · Mathematics 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

We study the problem of computing an optimal large language model (LLM) policy for the constrained alignment problem, where the goal is to maximize a primary reward objective while satisfying constraints on secondary utilities. Despite the…

Machine Learning · Computer Science 2025-11-27 Botong Zhang , Shuo Li , Ignacio Hounie , Osbert Bastani , Dongsheng Ding , Alejandro Ribeiro

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

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

Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…

Formal Languages and Automata Theory · Computer Science 2022-05-31 Rajeev Alur , Suguman Bansal , Osbert Bastani , Kishor Jothimurugan

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Machine Learning · Computer Science 2023-01-12 Wenhao Zhan , Shicong Cen , Baihe Huang , Yuxin Chen , Jason D. Lee , Yuejie Chi

Performative Reinforcement Learning (PRL) refers to a scenario in which the deployed policy changes the reward and transition dynamics of the underlying environment. In this work, we study multi-agent PRL by incorporating performative…

Machine Learning · Computer Science 2025-04-30 Rilind Sahitaj , Paulius Sasnauskas , Yiğit Yalın , Debmalya Mandal , Goran Radanović

Sequential decision making, commonly formalized as optimization of a Markov Decision Process, is a key challenge in artificial intelligence. Two successful approaches to MDP optimization are reinforcement learning and planning, which both…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…

Machine Learning · Computer Science 2026-04-15 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

We study the Constrained Convex Markov Decision Process (MDP), where the goal is to minimize a convex functional of the visitation measure, subject to a convex constraint. Designing algorithms for a constrained convex MDP faces several…

Machine Learning · Computer Science 2024-02-19 Zihao Li , Boyi Liu , Zhuoran Yang , Zhaoran Wang , Mengdi Wang

Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks. In many of these cases,…

Machine Learning · Statistics 2020-09-17 Ashwin Pananjady , Martin J. Wainwright

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation…

Optimization and Control · Mathematics 2024-01-18 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Alejandro Ribeiro

Shifting from traditional control strategies to Deep Reinforcement Learning (RL) for legged robots poses inherent challenges, especially when addressing real-world physical constraints during training. While high-fidelity simulations…

Robotics · Computer Science 2023-09-28 Joonho Lee , Lukas Schroth , Victor Klemm , Marko Bjelonic , Alexander Reske , Marco Hutter

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Entropy regularized Markov decision processes have been widely used in reinforcement learning. This paper is concerned with the primal-dual formulation of the entropy regularized problems. Standard first-order methods suffer from slow…

Optimization and Control · Mathematics 2023-06-13 Haoya Li , Hsiang-fu Yu , Lexing Ying , Inderjit Dhillon

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Machine Learning · Computer Science 2025-11-19 Jiashuo Jiang , Yinyu Ye

In performative learning, the data distribution reacts to the deployed model - for example, because strategic users adapt their features to game it - which creates a more complex dynamic than in classical supervised learning. One should…

Machine Learning · Computer Science 2025-10-15 Edwige Cyffers , Alireza Mirrokni , Marco Mondelli

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…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye