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In probably approximately correct (PAC) reinforcement learning (RL), an agent is required to identify an $\epsilon$-optimal policy with probability $1-\delta$. While minimax optimal algorithms exist for this problem, its instance-dependent…

机器学习 · 计算机科学 2022-10-25 Andrea Tirinzoni , Aymen Al-Marjani , Emilie Kaufmann

As an important framework for safe Reinforcement Learning, the Constrained Markov Decision Process (CMDP) has been extensively studied in the recent literature. However, despite the rich results under various on-policy learning settings,…

机器学习 · 计算机科学 2022-07-14 Fan Chen , Junyu Zhang , Zaiwen Wen

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

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

机器学习 · 计算机科学 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

We study upper and lower bounds on the sample-complexity of learning near-optimal behaviour in finite-state discounted Markov Decision Processes (MDPs). For the upper bound we make the assumption that each action leads to at most two…

机器学习 · 计算机科学 2013-05-17 Tor Lattimore , Marcus Hutter

This paper offers a new hybrid probably approximately correct (PAC) reinforcement learning (RL) algorithm for Markov decision processes (MDPs) that intelligently maintains favorable features of its parents. The designed algorithm, referred…

机器学习 · 计算机科学 2021-01-29 Ashkan Zehfroosh , Herbert G. Tanner

We study Concave Constrained Markov Decision Processes (Concave CMDPs) where both the objective and constraints are defined as concave functions of the state-action occupancy measure. We propose the Variance-Reduced Primal-Dual Policy…

机器学习 · 计算机科学 2024-05-28 Donghao Ying , Mengzi Amy Guo , Hyunin Lee , Yuhao Ding , Javad Lavaei , Zuo-Jun Max Shen

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

We study the Safe Reinforcement Learning (SRL) problem using the Constrained Markov Decision Process (CMDP) formulation in which an agent aims to maximize the expected total reward subject to a safety constraint on the expected total value…

机器学习 · 计算机科学 2020-10-27 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Constrained Reinforcement Learning (CRL) tackles sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints, which are often formulated as…

机器学习 · 计算机科学 2024-11-13 Alessandro Montenegro , Marco Mussi , Matteo Papini , Alberto Maria Metelli

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 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

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

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

机器学习 · 计算机科学 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

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

Existing work on linear constrained Markov decision processes (CMDPs) has primarily focused on stochastic settings, where the losses and costs are either fixed or drawn from fixed distributions. However, such formulations are inherently…

机器学习 · 计算机科学 2026-05-13 Kihyun Yu , Seoungbin Bae , Dabeen Lee

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

机器学习 · 统计学 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

Recently, there has been remarkable progress in reinforcement learning (RL) with general function approximation. However, all these works only provide regret or sample complexity guarantees. It is still an open question if one can achieve…

机器学习 · 计算机科学 2023-05-16 Yue Wu , Jiafan He , Quanquan Gu

We study online learning in \emph{constrained MDPs} (CMDPs), focusing on the goal of attaining sublinear strong regret and strong cumulative constraint violation. Differently from their standard (weak) counterparts, these metrics do not…

机器学习 · 计算机科学 2024-10-04 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…