Related papers: A Two-Timescale Primal-Dual Framework for Reinforc…
We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only…
Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…
To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…
Two-time-scale optimization is a framework introduced in Zeng et al. (2024) that abstracts a range of policy evaluation and policy optimization problems in reinforcement learning (RL). Akin to bi-level optimization under a particular type…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
Offline constrained reinforcement learning (RL) aims to learn a policy that maximizes the expected cumulative reward subject to constraints on expected cumulative cost using an existing dataset. In this paper, we propose Primal-Dual-Critic…
The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…
Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…
To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…
In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…
In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…
We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…
We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…
We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…
In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…
We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…
We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation…
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…
Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…
Reinforcement Learning (RL) or Deep Reinforcement Learning (DRL) is a powerful approach to solving Markov Decision Processes (MDPs) when the model of the environment is not known a priori. However, RL models are still faced with challenges…