Foundations and trends in optimization constrained reinforcement learning with average reward objective

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This monograph focuses on the exploration of various model-based and model-free approaches for Constrained RL within the context of average reward Markov Decision Processes (MDPs).



Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology, mechanics, and finance. The primary objective of these applications is to maximize the average reward. Real-world scenarios often necessitate adherence to specific constraints during the learning process. This monograph focuses on the exploration of various model-based and model-free approaches for Constrained RL within the context of average reward Markov Decision Processes (MDPs). The investigation commences with an examination of model-based strategies, delving into two foundational methods – optimism in the face of uncertainty and posterior sampling. Subsequently, the discussion transitions to parametrized model-free approaches, where the primal dual policy gradient-based algorithm is explored as a solution for constrained MDPs. The monograph provides regret guarantees and analyzes constraint violation for each of the discussed setups. For the above exploration, the authors assume the underlying MDP to be ergodic. Further, this monograph extends its discussion to encompass results tailored for weakly communicating MDPs, thereby broadening the scope of its findings and their relevance to a wider range of practical scenarios.

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Taal: en

Bindwijze: Paperback

Oorspronkelijke releasedatum: 21 augustus 2024

Aantal pagina's: 116

Hoofdauteur: Vaneet Aggarwal

Tweede Auteur: Washim Uddin Mondal

Hoofduitgeverij: Now Publishers Inc

Product breedte: 156 mm

Product lengte: 234 mm

Verpakking breedte: 156 mm

Verpakking hoogte: 7 mm

Verpakking lengte: 234 mm

Verpakkingsgewicht: 176 g

EAN: 9781638283966

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