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Related papers: Towards Causal Model-Based Policy Optimization

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Recent works in Reinforcement Learning (RL) combine model-free (Mf)-RL algorithms with model-based (Mb)-RL approaches to get the best from both: asymptotic performance of Mf-RL and high sample-efficiency of Mb-RL. Inspired by these works,…

Machine Learning · Computer Science 2021-10-26 Soumya Rani Samineni

We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…

Machine Learning · Computer Science 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

In this paper, we introduce a framework for contextual distributionally robust optimization (DRO) that considers the causal and continuous structure of the underlying distribution by developing interpretable and tractable decision rules…

Machine Learning · Statistics 2026-04-03 Fenglin Zhang , Jie Wang

A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…

Methodology · Statistics 2024-01-31 Stef Baas , Aleida Braaksma , Richard J. Boucherie

Reinforcement Learning (RL) agents can solve diverse tasks but often exhibit unsafe behavior. Constrained Markov Decision Processes (CMDPs) address this by enforcing safety constraints, yet existing methods either sacrifice reward…

Machine Learning · Computer Science 2025-08-18 Nikola Milosevic , Johannes Müller , Nico Scherf

In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…

Machine Learning · Computer Science 2022-10-13 Shentao Yang , Shujian Zhang , Yihao Feng , Mingyuan Zhou

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

Group Relative Policy Optimization(GRPO) has become a cornerstone of modern reinforcement learning alignment, prized for its efficacy in foregoing an explicit value-critic by leveraging reward normalization across sampled trajectory…

Computation and Language · Computer Science 2026-05-29 Redacted by arXiv

In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…

Optimization and Control · Mathematics 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

Safety exploration can be regarded as a constrained Markov decision problem where the expected long-term cost is constrained. Previous off-policy algorithms convert the constrained optimization problem into the corresponding unconstrained…

Machine Learning · Computer Science 2024-10-28 Hengrui Zhang , Youfang Lin , Sheng Han , Shuo Wang , Kai Lv

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

Interpretable policy learning seeks to estimate intelligible decision policies from observed actions; however, existing models force a tradeoff between accuracy and interpretability, limiting data-driven interpretations of human…

Machine Learning · Computer Science 2024-05-09 Jannik Deuschel , Caleb N. Ellington , Yingtao Luo , Benjamin J. Lengerich , Pascal Friederich , Eric P. Xing

Model-based offline reinforcement Learning (RL) is a promising approach that leverages existing data effectively in many real-world applications, especially those involving high-dimensional inputs like images and videos. To alleviate the…

Computer Vision and Pattern Recognition · Computer Science 2024-06-17 Shenghua Wan , Ziyuan Chen , Le Gan , Shuai Feng , De-Chuan Zhan

Despite the success of neural-based combinatorial optimization methods for end-to-end heuristic learning, out-of-distribution generalization remains a challenge. In this paper, we present a novel formulation of Combinatorial Optimization…

Machine Learning · Computer Science 2023-10-02 Darko Drakulic , Sofia Michel , Florian Mai , Arnaud Sors , Jean-Marc Andreoli

Incorporating safety is an essential prerequisite for broadening the practical applications of reinforcement learning in real-world scenarios. To tackle this challenge, Constrained Markov Decision Processes (CMDPs) are leveraged, which…

Machine Learning · Computer Science 2023-11-03 Jaafar Mhamed , Shangding Gu

Markov Decision Processes (MDPs), as a general-purpose framework, often overlook the benefits of incorporating the causal structure of the transition and reward dynamics. For a subclass of resource allocation problems, we introduce the…

Artificial Intelligence · Computer Science 2025-10-06 Larkin Liu , Shiqi Liu , Yinruo Hua , Matej Jusup

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

Machine Learning · Statistics 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

Designing and analyzing model-based RL (MBRL) algorithms with guaranteed monotonic improvement has been challenging, mainly due to the interdependence between policy optimization and model learning. Existing discrepancy bounds generally…

Machine Learning · Computer Science 2023-11-09 Tianying Ji , Yu Luo , Fuchun Sun , Mingxuan Jing , Fengxiang He , Wenbing Huang
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