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We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…

Optimization and Control · Mathematics 2025-12-16 Johannes Müller , Semih Cayci

In this paper, we study the optimal stopping problem in the so-called exploratory framework, in which the agent takes actions randomly conditioning on current state and an entropy-regularized term is added to the reward functional. Such a…

Optimization and Control · Mathematics 2023-09-04 Yuchao Dong

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

Machine Learning · Computer Science 2012-06-18 Varun Ganapathi , David Vickrey , John Duchi , Daphne Koller

This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…

Machine Learning · Computer Science 2025-12-25 Qian Zuo , Fengxiang He

Safe reinforcement learning aims to learn the optimal policy while satisfying safety constraints, which is essential in real-world applications. However, current algorithms still struggle for efficient policy updates with hard constraint…

Machine Learning · Computer Science 2022-06-20 Linrui Zhang , Li Shen , Long Yang , Shixiang Chen , Bo Yuan , Xueqian Wang , Dacheng Tao

We consider controller synthesis for stochastic and partially unknown environments in which safety is essential. Specifically, we abstract the problem as a Markov decision process in which the expected performance is measured using a cost…

Software Engineering · Computer Science 2015-10-21 Sebastian Junges , Nils Jansen , Christian Dehnert , Ufuk Topcu , Joost-Pieter Katoen

This work studies the problem of learning episodic Markov Decision Processes with known transition and bandit feedback. We develop the first algorithm with a ``best-of-both-worlds'' guarantee: it achieves $\mathcal{O}(log T)$ regret when…

Machine Learning · Computer Science 2020-11-03 Tiancheng Jin , Haipeng Luo

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Machine Learning · Computer Science 2021-10-26 Noah Golowich , Ankur Moitra

Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…

Machine Learning · Computer Science 2021-03-05 Navyata Sanghvi , Shinnosuke Usami , Mohit Sharma , Joachim Groeger , Kris Kitani

Stochastic and soft optimal policies resulting from entropy-regularized Markov decision processes (ER-MDP) are desirable for exploration and imitation learning applications. Motivated by the fact that such policies are sensitive with…

Machine Learning · Computer Science 2022-01-03 Tien Mai , Patrick Jaillet

Safe reinforcement learning is a promising path toward applying reinforcement learning algorithms to real-world problems, where suboptimal behaviors may lead to actual negative consequences. In this work, we focus on the setting where…

Machine Learning · Computer Science 2022-02-17 Garrett Thomas , Yuping Luo , Tengyu Ma

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Machine Learning · Computer Science 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…

Artificial Intelligence · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

Given a dataset of expert demonstrations, inverse reinforcement learning (IRL) aims to recover a reward for which the expert is optimal. This work proposes a model-free algorithm to solve entropy-regularized IRL problem. In particular, we…

Machine Learning · Computer Science 2025-03-04 Titouan Renard , Andreas Schlaginhaufen , Tingting Ni , Maryam Kamgarpour

In this paper, we provide two new stable online algorithms for the problem of prediction in reinforcement learning, \emph{i.e.}, estimating the value function of a model-free Markov reward process using the linear function approximation…

Machine Learning · Computer Science 2018-06-19 Ajin George Joseph , Shalabh Bhatnagar

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh