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Related papers: Provably Efficient RL under Episode-Wise Safety in…

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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…

Artificial Intelligence · Computer Science 2019-11-26 Nils Jansen , Bettina Könighofer , Sebastian Junges , Alexandru C. Serban , Roderick Bloem

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…

Machine Learning · Computer Science 2022-07-05 Daniel Kane , Sihan Liu , Shachar Lovett , Gaurav Mahajan

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

Machine Learning · Computer Science 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…

Machine Learning · Computer Science 2019-08-09 Chi Jin , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

Reinforcement learning is widely used in applications where one needs to perform sequential decisions while interacting with the environment. The problem becomes more challenging when the decision requirement includes satisfying some safety…

Machine Learning · Computer Science 2022-07-15 Qinbo Bai , Amrit Singh Bedi , Mridul Agarwal , Alec Koppel , Vaneet Aggarwal

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

We study a new class of MDPs that employs multinomial logit (MNL) function approximation to ensure valid probability distributions over the state space. Despite its significant benefits, incorporating the non-linear function raises…

Machine Learning · Computer Science 2025-01-17 Long-Fei Li , Yu-Jie Zhang , Peng Zhao , Zhi-Hua Zhou

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice,…

Artificial Intelligence · Computer Science 2018-06-21 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Reinforcement learning (RL) algorithms can be used to provide personalized services, which rely on users' private and sensitive data. To protect the users' privacy, privacy-preserving RL algorithms are in demand. In this paper, we study RL…

Machine Learning · Computer Science 2021-10-20 Chonghua Liao , Jiafan He , Quanquan Gu

We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…

Machine Learning · Computer Science 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

Machine Learning · Computer Science 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

Meta-reinforcement learning has widely been used as a learning-to-learn framework to solve unseen tasks with limited experience. However, the aspect of constraint violations has not been adequately addressed in the existing works, making…

Machine Learning · Computer Science 2024-05-28 Vanshaj Khattar , Yuhao Ding , Bilgehan Sel , Javad Lavaei , Ming Jin

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang