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CONSTRAINED MARKOV DECISION PROCESSES VIA ...


Time-average optimal constrained semi-Markov decision processes

Optimal causal policies maximizing the time-average reward over a semi-Markov decision process (SMDP), subject to a hard constraint on a time-average cost, ...

Weakly Coupled Constrained Markov Decision Processes in Borel ...

Single agent constrained. Markov decision process in Borel spaces can be solved using infinite dimensional linear programming approach [1]. In this approach an ...

Risk Aversion in Finite Markov Decision Processes Using Total Cost ...

With regard to mean-variance optimization in MDPs, it was recently shown that computing an optimal policy under a variance constraint is NP-hard [15]. Recently, ...

Constrained Markov Decision Processes with Non-constant ...

Both the state and the action space are assumed to be Borel spaces. By using the linear programming approach, consisting in stating the control ...

Constrained Markov Decision Processes

For example, if using the discounted cost we gain nothing by using more general, non-stationary, policies. Page 14. Uniformaly Optimal Policy ...

constrained markov decision processes for

Section 2 introduces the model of a binary two-arm clinical trial where outcomes are collected using a response-adaptive procedure, as well as ...

Exploring Markov Decision Processes: A Comprehensive Survey of ...

Markov decision process is a dynamic programming algorithm that can be used to solve an optimization problem. It was used in applications like robotics, ...

Safe Reinforcement Learning in Constrained Markov Decision ...

Constrained Markov Decision Processes via Backward Value Functions · Harsh Satija, Philip Amortila, Joelle Pineau. Keywords Abstract Paper · Reinforcement ...

Natural Policy Gradient Primal-Dual Method for Constrained Markov ...

Via the method of Lagrange multipliers [8], we formulate the problem ... An actor-critic algorithm for constrained Markov decision processes. Systems ...

Machine Learning on X: "Near-Optimal Policy Identification in ...

Near-Optimal Policy Identification in Robust Constrained Markov Decision Processes via Epigraph Form. ... Near-Optimal Policy Identification in ...

Markov decision process - Wikipedia

Markov decision process (MDP), also called a stochastic dynamic program or stochastic control problem, is a model for sequential decision making when ...

Constrained Multiagent Markov Decision Processes

Given this belief updating rule, the optimal policy can again be obtained using dynamic programming. However, due to the continuous nature of the space of ...

Constrained Markov Decision Processes with Expected Total ...

In this paper, we investigate a Markov decision process with constraints on a Borel state space with the expected total reward criterion.

Robot Planning with Constrained Markov Decision Processes

Feyzabadi, S, and Carpin, S.: Planning Using Hierarchical Constrained Markov Decision. Processes, Autonomous Robots, pp. 1,19, 2017. • Feyzabadi, S., Straube, S ...

Denumerable Constrained Markov Decision Processes and Finite ...

deterministic optimal policy for the constrained problem. This, and the fact that constrained MDPs are usually solved using LP methods, imply that new ...

Policy Learning with Constraints in Model-free Reinforcement ...

arXiv preprint arXiv:1910.01708,. 2019. [Satija et al., 2020] Harsh Satija, Philip Amortila, and Joelle. Pineau. Constrained markov decision processes via back-.

Safe Policy Improvement in Constrained Markov Decision Processes

... via shielding. CoRR arXiv:1708.08611 (2017) https://doi.org/10.1609/aaai.v32i1.11797; Altman, E.: Constrained markov decision processes with total cost ...

Joint chance-constrained Markov decision processes - IDEAS/RePEc

We consider a finite state-action uncertain constrained Markov decision process under discounted and average cost criteria. The running costs are defined by ...

Risk-Constrained Reinforcement Learning with Percentile Risk Criteria

Accordingly, the objective of this paper is to present efficient reinforcement learning algorithms for risk-constrained Markov decision processes (MDPs), where ...

Joint Chance-Constrained Markov Decision Processes - HAL

The uncertainties present in the objective function and the constraints are modelled using chance constraints. We assume that the random ...