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相关论文: Provably Efficient Safe Exploration via Primal-Dua…

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We introduce and analyse two algorithms for exploration-exploitation in discrete and continuous Markov Decision Processes (MDPs) based on exploration bonuses. SCAL$^+$ is a variant of SCAL (Fruit et al., 2018) that performs efficient…

机器学习 · 计算机科学 2018-12-12 Jian Qian , Ronan Fruit , Matteo Pirotta , Alessandro Lazaric

Ensuring safety in Reinforcement Learning (RL), typically framed as a Constrained Markov Decision Process (CMDP), is crucial for real-world exploration applications. Current approaches in handling CMDP struggle to balance optimality and…

机器人学 · 计算机科学 2024-03-07 Zhaorun Chen , Zhuokai Zhao , Tairan He , Binhao Chen , Xuhao Zhao , Liang Gong , Chengliang Liu

We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

机器学习 · 计算机科学 2022-04-12 Arushi Jain , Sharan Vaswani , Reza Babanezhad , Csaba Szepesvari , Doina Precup

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…

机器学习 · 计算机科学 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

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…

最优化与控制 · 数学 2021-01-27 Yi Chen , Jing Dong , Zhaoran Wang

This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random…

机器学习 · 计算机科学 2024-02-06 Jianyi Yang , Pengfei Li , Tongxin Li , Adam Wierman , Shaolei Ren

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…

系统与控制 · 电气工程与系统科学 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

机器学习 · 计算机科学 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…

最优化与控制 · 数学 2023-03-14 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

In many real-world reinforcement learning (RL) problems, besides optimizing the main objective function, an agent must concurrently avoid violating a number of constraints. In particular, besides optimizing performance it is crucial to…

机器学习 · 计算机科学 2018-05-22 Yinlam Chow , Ofir Nachum , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

We introduce SCAL, an algorithm designed to perform efficient exploration-exploitation in any unknown weakly-communicating Markov decision process (MDP) for which an upper bound $c$ on the span of the optimal bias function is known. For an…

机器学习 · 计算机科学 2018-07-09 Ronan Fruit , Matteo Pirotta , Alessandro Lazaric , Ronald Ortner

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

机器学习 · 计算机科学 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

机器学习 · 计算机科学 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

We consider the problem of constrained Markov decision process (CMDP) in continuous state-actions spaces where the goal is to maximize the expected cumulative reward subject to some constraints. We propose a novel Conservative Natural…

机器学习 · 计算机科学 2024-05-20 Qinbo Bai , Amrit Singh Bedi , Vaneet Aggarwal

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

机器学习 · 计算机科学 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…

最优化与控制 · 数学 2022-06-15 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

机器学习 · 计算机科学 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

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…

机器学习 · 计算机科学 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Satisfying safety constraints almost surely (or with probability one) can be critical for the deployment of Reinforcement Learning (RL) in real-life applications. For example, plane landing and take-off should ideally occur with probability…

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)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo