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Optimizing risk-averse objectives in discounted MDPs is challenging because most models do not admit direct dynamic programming equations and require complex history-dependent policies. In this paper, we show that the risk-averse {\em total…

机器学习 · 计算机科学 2025-07-15 Xihong Su , Julien Grand-Clément , Marek Petrik

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

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…

系统与控制 · 计算机科学 2017-09-01 Pranav Ashok , Krishnendu Chatterjee , Przemyslaw Daca , Jan Křetínský , Tobias Meggendorfer

Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained…

机器学习 · 计算机科学 2025-09-23 Yukuan Wei , Xudong Li , Lin F. Yang

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

机器学习 · 计算机科学 2023-02-23 Dan Qiao , Yu-Xiang Wang

Despite the fact that deep reinforcement learning (RL) has surpassed human-level performances in various tasks, it still has several fundamental challenges. First, most RL methods require intensive data from the exploration of the…

机器学习 · 计算机科学 2021-07-06 Zhe Xu , Bo Wu , Aditya Ojha , Daniel Neider , Ufuk Topcu

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

机器学习 · 计算机科学 2023-01-18 Xian Yu , Siqian Shen

In robust Markov decision processes (MDPs), the uncertainty in the transition kernel is addressed by finding a policy that optimizes the worst-case performance over an uncertainty set of MDPs. While much of the literature has focused on…

机器学习 · 计算机科学 2023-03-02 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

机器学习 · 计算机科学 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Many real-world robot learning problems, such as pick-and-place or arriving at a destination, can be seen as a problem of reaching a goal state as soon as possible. These problems, when formulated as episodic reinforcement learning tasks,…

机器人学 · 计算机科学 2024-07-10 Gautham Vasan , Yan Wang , Fahim Shahriar , James Bergstra , Martin Jagersand , A. Rupam Mahmood

Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this…

机器学习 · 计算机科学 2026-05-26 Amogh Palasamudram , Jakub Svoboda , Suguman Bansal , Krishnendu Chatterjee

This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…

机器学习 · 计算机科学 2025-12-12 Akhil Agnihotri

We consider a general aggregation framework for discounted finite-state infinite horizon dynamic programming (DP) problems. It defines an aggregate problem whose optimal cost function can be obtained off-line by exact DP and then used as a…

最优化与控制 · 数学 2026-05-06 Yuchao Li , Dimitri Bertsekas

Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algorithms for risk measures like the entropic risk measure (ERM)…

机器学习 · 计算机科学 2025-10-27 Xihong Su , Jia Lin Hau , Gersi Doko , Kishan Panaganti , Marek Petrik

We consider the problem: is the optimal expected total reward to reach a goal state in a partially observable Markov decision process (POMDP) below a given threshold? We tackle this -- generally undecidable -- problem by computing…

人工智能 · 计算机科学 2022-01-24 Alexander Bork , Joost-Pieter Katoen , Tim Quatmann

We study infinite-horizon Constrained Markov Decision Processes (CMDPs) with general policy parameterizations and multi-layer neural network critics. Existing theoretical analyses for constrained reinforcement learning largely rely on…

机器学习 · 计算机科学 2026-03-10 Anirudh Satheesh , Pankaj Kumar Barman , Washim Uddin Mondal , Vaneet Aggarwal

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 algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

机器学习 · 计算机科学 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

Many control problems in environments that can be modeled as Markov decision processes (MDPs) concern infinite-time horizon specifications. The classical aim in this context is to compute a control policy that maximizes the probability of…

系统与控制 · 计算机科学 2017-05-03 Ruediger Ehlers , Salar Moarref , Ufuk Topcu

Policy optimization for large language models often suffers from sparse reward signals in multi-step reasoning tasks. Critic-free methods like GRPO assign a single normalized outcome reward to all tokens, providing limited guidance for…

机器学习 · 计算机科学 2026-02-04 Ruiyi Ding , Yongxuan Lv , Xianhui Meng , Jiahe Song , Chao Wang , Chen Jiang , Yuan Cheng