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Over the recent years, reinforcement learning (RL) starts to show promising results in tackling combinatorial optimization (CO) problems, in particular when coupled with curriculum learning to facilitate training. Despite emerging empirical…

机器学习 · 计算机科学 2023-11-07 Runlong Zhou , Zelin He , Yuandong Tian , Yi Wu , Simon S. Du

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

机器学习 · 计算机科学 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

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

Direct policy gradient methods for reinforcement learning are a successful approach for a variety of reasons: they are model free, they directly optimize the performance metric of interest, and they allow for richly parameterized policies.…

机器学习 · 计算机科学 2020-08-14 Alekh Agarwal , Mikael Henaff , Sham Kakade , Wen Sun

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for multi-agent Markov decision processes (MDPs). The temporal difference (TD) learning is a reinforcement learning (RL)…

最优化与控制 · 数学 2018-08-23 Donghwan Lee , Hyungjin Yoon , Naira Hovakimyan

We study computationally and statistically efficient reinforcement learning under the linear $Q^{\pi}$ realizability assumption, where any policy's $Q$-function is linear in a given state-action feature representation. Prior methods in this…

机器学习 · 计算机科学 2026-03-03 Yijing Ke , Zihan Zhang , Ruosong Wang

We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…

机器学习 · 计算机科学 2026-02-10 Anirudh Satheesh , Vaneet Aggarwal

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

机器学习 · 计算机科学 2024-12-24 Zhengqi Wu , Renyuan Xu

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

机器学习 · 计算机科学 2024-09-02 Talha Bozkus , Urbashi Mitra

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 considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…

机器学习 · 计算机科学 2023-04-20 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

In safety-critical applications, reinforcement learning (RL) needs to consider safety constraints. However, theoretical understandings of constrained RL for continuous control are largely absent. As a case study, this paper presents a…

最优化与控制 · 数学 2024-06-07 Feiran Zhao , Keyou You

This paper presents a novel reinforcement learning (RL) framework for dynamically optimizing numerical precision in the preconditioned conjugate gradient (CG) method. By modeling precision selection as a Markov Decision Process (MDP), we…

机器学习 · 计算机科学 2025-06-09 Xinye Chen

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

机器学习 · 计算机科学 2025-11-19 Jiashuo Jiang , Yinyu Ye

We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) problem. This setting generalizes RL from linear to convex…

机器学习 · 计算机科学 2025-05-13 Bianca Marin Moreno , Khaled Eldowa , Pierre Gaillard , Margaux Brégère , Nadia Oudjane

We study continuous action reinforcement learning problems in which it is crucial that the agent interacts with the environment only through safe policies, i.e.,~policies that do not take the agent to undesirable situations. We formulate…

机器学习 · 计算机科学 2019-02-13 Yinlam Chow , Ofir Nachum , Aleksandra Faust , Edgar Duenez-Guzman , Mohammad Ghavamzadeh

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 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 the Constrained Convex Markov Decision Process (MDP), where the goal is to minimize a convex functional of the visitation measure, subject to a convex constraint. Designing algorithms for a constrained convex MDP faces several…

机器学习 · 计算机科学 2024-02-19 Zihao Li , Boyi Liu , Zhuoran Yang , Zhaoran Wang , Mengdi Wang

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

机器学习 · 计算机科学 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu