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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…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) problem. This setting generalizes RL from linear to convex…

Machine Learning · Computer Science 2025-05-13 Bianca Marin Moreno , Khaled Eldowa , Pierre Gaillard , Margaux Brégère , Nadia Oudjane

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

Safe Reinforcement Learning (SafeRL) is the subfield of reinforcement learning that explicitly deals with safety constraints during the learning and deployment of agents. This survey provides a mathematically rigorous overview of SafeRL…

Machine Learning · Computer Science 2026-04-30 Ankita Kushwaha , Kiran Ravish , Preeti Lamba , Pawan Kumar

This paper delves into the problem of safe reinforcement learning (RL) in a partially observable environment with the aim of achieving safe-reachability objectives. In traditional partially observable Markov decision processes (POMDP),…

Machine Learning · Computer Science 2023-12-04 Xiaoyuan Cheng , Boli Chen , Liz Varga , Yukun Hu

Reinforcement learning (RL) often necessitates a meticulous Markov Decision Process (MDP) design tailored to each task. This work aims to address this challenge by proposing a systematic approach to behavior synthesis and control for…

Robotics · Computer Science 2024-10-18 Jean-Pierre Sleiman , Mayank Mittal , Marco Hutter

We consider the problem of finding optimal policies for a Markov Decision Process with almost sure constraints on state transitions and action triplets. We define value and action-value functions that satisfy a barrier-based decomposition…

Machine Learning · Computer Science 2020-12-25 Agustin Castellano , Juan Bazerque , Enrique Mallada

In reinforcement learning (RL), an agent must explore an initially unknown environment in order to learn a desired behaviour. When RL agents are deployed in real world environments, safety is of primary concern. Constrained Markov decision…

Machine Learning · Computer Science 2022-06-24 David M. Bossens , Nicholas Bishop

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

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…

Machine Learning · Computer Science 2021-07-20 Nolan Wagener , Byron Boots , Ching-An Cheng

In this paper, we study a novel episodic risk-sensitive Reinforcement Learning (RL) problem, named Iterated CVaR RL, which aims to maximize the tail of the reward-to-go at each step, and focuses on tightly controlling the risk of getting…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Longbo Huang

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

We study reinforcement learning in an infinite-horizon average-reward setting with linear function approximation, where the transition probability function of the underlying Markov Decision Process (MDP) admits a linear form over a feature…

Machine Learning · Computer Science 2022-05-11 Yue Wu , Dongruo Zhou , Quanquan Gu

The curse of dimensionality renders Reinforcement Learning (RL) impractical in many real-world settings with exponentially large state and action spaces. Yet, many environments exhibit exploitable structure that can accelerate learning. To…

Machine Learning · Computer Science 2025-10-16 Thomas van Vuren , Fiona Sloothaak , Maarten G. Wolf , Jaron Sanders

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

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

One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…

Machine Learning · Computer Science 2023-08-07 Roberto Cipollone , Giuseppe De Giacomo , Marco Favorito , Luca Iocchi , Fabio Patrizi

In this work, we consider the regret minimization problem for reinforcement learning in latent Markov Decision Processes (LMDP). In an LMDP, an MDP is randomly drawn from a set of $M$ possible MDPs at the beginning of the interaction, but…

Machine Learning · Computer Science 2021-02-10 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor
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