Abstract | ||
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Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for settings in which the reward function and the constraints, described by cost functions, are unknown a priori but the transition kernel is known. Such a setting is well-motivated by a number of applications including exploration of unknown, potentially unsafe, environments. We present an algorithm C-UCRL and show that it achieves sub-linear regret ($ O(T^{\frac{3}{4}}\sqrt{\log(T/\delta)})$) with respect to the reward while satisfying the constraints even while learning with probability $1-\delta$. Illustrative examples are provided. |
Year | Venue | DocType |
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2020 | L4DC | Conference |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Zheng Liyuan | 1 | 0 | 0.68 |
Lillian J. Ratliff | 2 | 87 | 23.32 |