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相关论文: A safe exploration approach to constrained Markov …

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Incorporating safety is an essential prerequisite for broadening the practical applications of reinforcement learning in real-world scenarios. To tackle this challenge, Constrained Markov Decision Processes (CMDPs) are leveraged, which…

机器学习 · 计算机科学 2023-11-03 Jaafar Mhamed , Shangding Gu

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation…

最优化与控制 · 数学 2024-01-18 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Alejandro Ribeiro

Designing a safe policy for uncertain environments is crucial in real-world control systems. However, this challenge remains inadequately addressed within the Markov decision process (MDP) framework. This paper presents the first algorithm…

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the presence of a dynamic environment and estimation errors in…

最优化与控制 · 数学 2024-06-04 Zhenwei Lin , Chenyu Xue , Qi Deng , Yinyu Ye

The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its utilities/costs. A new primal-dual approach is…

最优化与控制 · 数学 2021-10-22 Tianjiao Li , Ziwei Guan , Shaofeng Zou , Tengyu Xu , Yingbin Liang , Guanghui Lan

In this paper, we propose a policy gradient method for confounded partially observable Markov decision processes (POMDPs) with continuous state and observation spaces in the offline setting. We first establish a novel identification result…

机器学习 · 统计学 2023-12-04 Mao Hong , Zhengling Qi , Yanxun Xu

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

机器学习 · 统计学 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

Reinforcement learning is widely used in applications where one needs to perform sequential decisions while interacting with the environment. The problem becomes more challenging when the decision requirement includes satisfying some safety…

机器学习 · 计算机科学 2022-07-15 Qinbo Bai , Amrit Singh Bedi , Mridul Agarwal , Alec Koppel , Vaneet Aggarwal

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

机器学习 · 计算机科学 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

机器学习 · 计算机科学 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

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

In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may…

机器学习 · 计算机科学 2017-01-30 Matteo Turchetta , Felix Berkenkamp , Andreas Krause

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

In many real-world decision problems there is partially observed, hidden or latent information that remains fixed throughout an interaction. Such decision problems can be modeled as Latent Markov Decision Processes (LMDPs), where a latent…

机器学习 · 计算机科学 2024-06-27 Jeongyeol Kwon , Shie Mannor , Constantine Caramanis , Yonathan Efroni

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

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

最优化与控制 · 数学 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

计算复杂性 · 计算机科学 2017-05-24 Yichen Chen , Mengdi Wang

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

机器学习 · 计算机科学 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar