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CONSTRAINED MARKOV DECISION PROCESSES


CONSTRAINED MARKOV DECISION PROCESSES - Inria

In order to handle multi-objective dynamic decision making under uncer- tainty, we have chosen the framework of controlled Markov chains, which has already ...

Reinforcement Learning for Constrained Markov Decision Processes

In this paper, we consider the problem of op- timization and learning for constrained and multi-objective Markov decision processes,.

Learning Constrained Markov Decision Processes With Non ... - arXiv

First, we design an algorithm with the desired guarantees when C is known. Then, in the case C is unknown, we show how to obtain the same ...

An actor-critic algorithm for constrained Markov decision processes

An actor-critic type reinforcement learning algorithm is proposed and analyzed for constrained controlled Markov decision processes. The analysis uses ...

Constrained MDPs and the reward hypothesis

Lakshmanan, An Online Actor–Critic Algorithm with Function Approximation for Constrained Markov Decision Processes. Journal of Optimization ...

A Primal-Dual Approach to Constrained Markov Decision Processes

Title:A Primal-Dual Approach to Constrained Markov Decision Processes ... Abstract:In many operations management problems, we need to make ...

Constrained Markov Decision Processes | Eitan Altman

This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs.

Constrained Markov Decision Processes via Backward Value ...

In this work, we model the problem of learning with constraints as a Constrained Markov. Decision Process and provide a new on-policy formulation for solving it ...

[PDF] Constrained Markov Decision Processes - Semantic Scholar

The Model Cost Criteria Mixed Policies, and Topologic Structures The Dominance of Markov Policies Aggregation of States Extra Randomization ...

Learning in Constrained Markov Decision Processes - IEEE Xplore

Learning in Constrained Markov Decision Processes. Abstract: We consider reinforcement learning (RL) in Markov decision processes in which an ...

Markov decision process - Wikipedia

Constrained Markov decision processes · There are multiple costs incurred after applying an action instead of one. · CMDPs are solved with linear programs only, ...

On constrained Markov decision processes - ScienceDirect.com

Abstract. A multichain Markov decision process with constraints on the expected state-action frequencies may lead to a unique optimal policy which does not ...

Constrained Markov decision processes with total cost criteria

The aim of this paper is to investigate the Lagrangian approach and a related Linear Programming (LP) that appear in constrained Markov decision processes.

Denumerable Constrained Markov Decision Processes and Finite ...

Abstract. The purpose of this paper is two fold. First to establish the theory of discounted constrained Markov decision processes with a countable state and ...

Constrained Markov Decision Processes with Total Expected Cost ...

Abstract. We study in this paper a multiobjective dynamic programmming where all the criteria are in the form of total expected sum of costs till absorption in ...

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

We study sequential decision-making problems in which each agent aims to maximize the expected total reward while satisfying a constraint on the expected total ...

Constrained Markov Decision Processes: Stochastic Modeling

Constrained Markov Decision Processes (CMDP) [7, 8] framework as a first attempt from RL researchers has gained significant progress in recent research in ...

A Primal-Dual Approach to Constrained Markov Decision Processes ...

One popular modeling tool under the second approach is the constrained Markov decision process (CMDP). CMDP has been successfully applied in various ...

Constrained Markov Decision Processes - 1st Edition - Routledge

This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs.

Sensitivity of constrained Markov decision processes - SpringerLink

Abstract. We consider the optimization of finite-state, finite-action Markov decision processes under constraints. Costs and constraints are of the discounted ...