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We study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…

Machine Learning · Computer Science 2022-03-25 Guojun Xiong , Jian Li , Rahul Singh

Monotonic Partially Observable Markov Decision Processes (POMDPs), where the system state progressively decreases until a restorative action is performed, can be used to model sequential repair problems effectively. This paper considers the…

Machine Learning · Computer Science 2025-09-17 Manav Vora , Jonas Liang , Michael N. Grussing , Melkior Ornik

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts consecutive policies to be 'close' to one another, is…

Machine Learning · Computer Science 2019-12-13 Lior Shani , Yonathan Efroni , Shie Mannor

Model predictive control (MPC) is widely used in industries but implementing it poses challenges due to hardware or time constraints. A promising solution is to approximate the MPC policy using function approximators like neural networks.…

Optimization and Control · Mathematics 2026-05-08 Chenchen Zhou , Yi Cao , Shuang-hua Yang

Safe reinforcement learning is extremely challenging--not only must the agent explore an unknown environment, it must do so while ensuring no safety constraint violations. We formulate this safe reinforcement learning (RL) problem using the…

Machine Learning · Computer Science 2022-10-19 Archana Bura , Aria HasanzadeZonuzy , Dileep Kalathil , Srinivas Shakkottai , Jean-Francois Chamberland

Reinforcement learning has significantly enhanced the reasoning capabilities of Large Language Models (LLMs) in complex problem-solving tasks. Recently, the introduction of DeepSeek R1 has inspired a surge of interest in leveraging…

Machine Learning · Computer Science 2025-08-07 Jinghang Han , Jiawei Chen , Hang Shao , Hao Ma , Mingcheng Li , Xintian Shen , Lihao Zheng , Wei Chen , Tao Wei , Lihua Zhang

Because it is difficult to precisely specify complex objectives, reinforcement learning policies are often optimized using proxy reward functions that only approximate the true goal. However, optimizing proxy rewards frequently leads to…

Machine Learning · Computer Science 2025-03-14 Cassidy Laidlaw , Shivam Singhal , Anca Dragan

Safety-critical learning requires policies that improve performance without leaving the safe operating regime. We study constrained policy learning where model parameters must satisfy rollout-based safety constraints that can be evaluated…

Machine Learning · Computer Science 2026-05-21 Shengfan Cao , Francesco Borrelli , Eunhyek Joa

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

Policy optimization is a widely-used method in reinforcement learning. Due to its local-search nature, however, theoretical guarantees on global optimality often rely on extra assumptions on the Markov Decision Processes (MDPs) that bypass…

Machine Learning · Computer Science 2021-07-20 Haipeng Luo , Chen-Yu Wei , Chung-Wei Lee

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Policy Optimization (PO) is a widely used approach to address continuous control tasks. In this paper, we introduce the notion of mediator feedback that frames PO as an online learning problem over the policy space. The additional available…

Machine Learning · Computer Science 2020-12-16 Alberto Maria Metelli , Matteo Papini , Pierluca D'Oro , Marcello Restelli

Tremendous progress has been made in reinforcement learning (RL) over the past decade. Most of these advancements came through the continual development of new algorithms, which were designed using a combination of mathematical derivations,…

Machine Learning · Computer Science 2022-10-14 Chris Lu , Jakub Grudzien Kuba , Alistair Letcher , Luke Metz , Christian Schroeder de Witt , Jakob Foerster

In reinforcement learning, an agent attempts to learn high-performing behaviors through interacting with the environment, such behaviors are often quantified in the form of a reward function. However some aspects of behavior-such as ones…

Machine Learning · Computer Science 2020-10-27 Yiming Zhang , Quan Vuong , Keith W. Ross

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…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We introduce the Value-at-Risk Constrained Policy Optimization algorithm (VaR-CPO), a sample efficient and conservative method designed to optimize Value-at-Risk (VaR) constrained reinforcement learning (RL) problems. Empirically, we…

Machine Learning · Computer Science 2026-05-01 Rohan Tangri , Jan-Peter Calliess

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

In reinforcement learning (RL), rewards of states are typically considered additive, and following the Markov assumption, they are $\textit{independent}$ of states visited previously. In many important applications, such as coverage…

Machine Learning · Computer Science 2024-05-27 Manish Prajapat , Mojmír Mutný , Melanie N. Zeilinger , Andreas Krause

One of the key challenges to deep reinforcement learning (deep RL) is to ensure safety at both training and testing phases. In this work, we propose a novel technique of unsupervised action planning to improve the safety of on-policy…

Robotics · Computer Science 2021-09-30 Hao-Lun Hsu , Qiuhua Huang , Sehoon Ha