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A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

机器学习 · 计算机科学 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro

This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…

机器学习 · 计算机科学 2024-10-31 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

机器学习 · 计算机科学 2017-10-18 Mengdi Wang

In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

机器学习 · 计算机科学 2024-01-08 Nirjhar Das , Arpan Chattopadhyay

Meta-reinforcement learning has widely been used as a learning-to-learn framework to solve unseen tasks with limited experience. However, the aspect of constraint violations has not been adequately addressed in the existing works, making…

机器学习 · 计算机科学 2024-05-28 Vanshaj Khattar , Yuhao Ding , Bilgehan Sel , Javad Lavaei , Ming Jin

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

机器学习 · 计算机科学 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Recent advances in reinforcement learning (RL) enable its use on increasingly complex tasks, but the lack of formal safety guarantees still limits its application in safety-critical settings. A common practical approach is to augment the RL…

机器学习 · 计算机科学 2026-02-12 Donggeon David Oh , Duy P. Nguyen , Haimin Hu , Jaime F. Fisac

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

最优化与控制 · 数学 2024-02-16 Jannes Quer , Enric Ribera Borrell

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

最优化与控制 · 数学 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

This paper presents the first model-free, simulator-free reinforcement learning algorithm for Constrained Markov Decision Processes (CMDPs) with sublinear regret and zero constraint violation. The algorithm is named Triple-Q because it…

机器学习 · 计算机科学 2021-10-26 Honghao Wei , Xin Liu , Lei Ying

This paper investigates infinite-horizon average reward Constrained Markov Decision Processes (CMDPs) with general parametrization. We propose a Primal-Dual Natural Actor-Critic algorithm that adeptly manages constraints while ensuring a…

机器学习 · 计算机科学 2025-12-11 Yang Xu , Swetha Ganesh , Washim Uddin Mondal , Qinbo Bai , Vaneet Aggarwal

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We study safe online reinforcement learning in Constrained Markov Decision Processes (CMDPs) under strong regret and violation metrics, which forbid error cancellation over time. Existing primal-dual methods that achieve sublinear strong…

机器学习 · 计算机科学 2026-03-04 Qian Zuo , Zhiyong Wang , Fengxiang He

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…

机器学习 · 计算机科学 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

机器学习 · 计算机科学 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational…

机器学习 · 统计学 2020-03-02 Junyu Zhang , Amrit Singh Bedi , Mengdi Wang , Alec Koppel

We study the sequential decision making problem of maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gradient method to solve the discounted infinite-horizon…

最优化与控制 · 数学 2025-10-16 Dongsheng Ding , Kaiqing Zhang , Jiali Duan , Tamer Başar , Mihailo R. Jovanović

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

最优化与控制 · 数学 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

机器学习 · 计算机科学 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

We consider discounted infinite-horizon constrained Markov decision processes (CMDPs), where the goal is to find an optimal policy that maximizes the expected cumulative reward while satisfying expected cumulative constraints. Motivated by…

机器学习 · 计算机科学 2025-03-04 Tingting Ni , Maryam Kamgarpour