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Kernelization algorithms in the context of Parameterized Complexity are often based on a combination of reduction rules and combinatorial insights. We will expose in this paper a similar strategy for obtaining polynomial-time approximation…

Data Structures and Algorithms · Computer Science 2014-09-15 Faisal N. Abu-Khzam , Cristina Bazgan , Morgan Chopin , Henning Fernau

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

This paper investigates the computational complexity of reinforcement learning in a novel linear function approximation regime, termed partial $q^{\pi}$-realizability. In this framework, the objective is to learn an $\epsilon$-optimal…

Artificial Intelligence · Computer Science 2025-10-31 Shayan Karimi , Xiaoqi Tan

This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

Machine Learning · Computer Science 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more…

Neural and Evolutionary Computing · Computer Science 2026-02-03 Qianhao Zhu , Sijie Ma , Zeyuan Ma , Hongshu Guo , Yue-Jiao Gong

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

The fixed-horizon constrained Markov Decision Process (C-MDP) is a well-known model for planning in stochastic environments under operating constraints. Chance-Constrained MDP (CC-MDP) is a variant that allows bounding the probability of…

Artificial Intelligence · Computer Science 2023-04-19 Majid Khonji

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

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

We derive and analyze learning algorithms for apprenticeship learning, policy evaluation, and policy gradient for average reward criteria. Existing algorithms explicitly require an upper bound on the mixing time. In contrast, we build on…

Machine Learning · Computer Science 2020-06-23 Tom Zahavy , Alon Cohen , Haim Kaplan , Yishay Mansour

Recently regular decision processes have been proposed as a well-behaved form of non-Markov decision process. Regular decision processes are characterised by a transition function and a reward function that depend on the whole history,…

Artificial Intelligence · Computer Science 2022-05-19 Alessandro Ronca , Giuseppe De Giacomo

This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be…

Probability · Mathematics 2012-01-04 Xianping Guo , Xinyuan Song

This note provides upper bounds on the number of operations required to compute by value iterations a nearly optimal policy for an infinite-horizon discounted Markov decision process with a finite number of states and actions. For a given…

Optimization and Control · Mathematics 2020-01-29 Eugene A. Feinberg , Gaojin He

We study the incremental knapsack problem, where one wishes to sequentially pack items into a knapsack whose capacity expands over a finite planning horizon, with the objective of maximizing time-averaged profits. While various…

Data Structures and Algorithms · Computer Science 2020-10-16 Ali Aouad , Danny Segev

We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…

Mathematical Finance · Quantitative Finance 2021-11-02 Chenyu Zhao , Misha van Beek , Peter Spreij , Makhtar Ba

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

We study optimization problems that are neither approximable in polynomial time (at least with a constant factor) nor fixed parameter tractable, under widely believed complexity assumptions. Specifically, we focus on Maximum Independent…

Data Structures and Algorithms · Computer Science 2008-10-29 Marek Cygan , Lukasz Kowalik , Marcin Pilipczuk , Mateusz Wykurz