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We consider the hardness of approximation of optimization problems from the point of view of definability. For many NP-hard optimization problems it is known that, unless P = NP, no polynomial-time algorithm can give an approximate solution…

Logic in Computer Science · Computer Science 2019-08-30 Albert Atserias , Anuj Dawar

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…

Machine Learning · Computer Science 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Given a hierarchical plan (or schedule) with uncertain task times, we propose a deterministic polynomial (time and memory) algorithm for estimating the probability that its meets a deadline, or, alternately, that its {\em makespan} is less…

Artificial Intelligence · Computer Science 2017-12-27 Liat Cohen , Solomon Eyal Shimony , Gera Weiss

We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given $0<\epsilon\leq1$ and a polynomial-time $\alpha$-approximation algorithm for the…

Optimization and Control · Mathematics 2017-11-16 Pascal Halffmann , Stefan Ruzika , Clemens Thielen , David Willems

This brief paper presents simple simulation-based algorithms for obtaining an approximately optimal policy in a given finite set in large finite constrained Markov decision processes. The algorithms are adapted from playing strategies for…

Optimization and Control · Mathematics 2014-12-17 Hyeong Soo Chang

The mixing time of the Markov chain induced by a policy limits performance in real-world continual learning scenarios. Yet, the effect of mixing times on learning in continual reinforcement learning (RL) remains underexplored. In this…

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

Machine Learning · Computer Science 2024-06-19 Weiye Zhao , Rui Chen , Yifan Sun , Tianhao Wei , Changliu Liu

We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…

Machine Learning · Computer Science 2025-02-19 Nianli Peng , Muhang Tian , Brandon Fain

We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic polynomial equations in time polynomial in both the encoding size of the system of equations and in log(1/\epsilon), where…

Computational Complexity · Computer Science 2013-02-21 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

In this paper, we propose a new policy iteration algorithm to compute the value function and the optimal controls of continuous time stochastic control problems. The algorithm relies on successive approximations using linear-quadratic…

Optimization and Control · Mathematics 2024-09-09 Dylan Possamaï , Ludovic Tangpi

The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…

Logic in Computer Science · Computer Science 2025-11-18 Linus Heck , Filip Macák , Milan Češka , Sebastian Junges

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

We study a class of combinatorial scheduling problems characterized by a particular type of constraint often associated with electrical power or gas energy. This constraint appears in several practical applications and is expressed as a sum…

Data Structures and Algorithms · Computer Science 2023-12-27 Trung Thanh Nguyen , Khaled Elbassioni , Areg Karapetyan , Majid Khonji

We give a deterministic, polynomial-time algorithm for approximately counting the number of {0,1}-solutions to any instance of the knapsack problem. On an instance of length n with total weight W and accuracy parameter eps, our algorithm…

Data Structures and Algorithms · Computer Science 2010-08-20 Parikshit Gopalan , Adam Klivans , Raghu Meka

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Real-world sequential decision making problems commonly involve partial observability, which requires the agent to maintain a memory of history in order to infer the latent states, plan and make good decisions. Coping with partial…

Machine Learning · Computer Science 2022-02-09 Yonathan Efroni , Chi Jin , Akshay Krishnamurthy , Sobhan Miryoosefi
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