arXiv AI

Instance-Dependent Regret for CMDPs with Step-Wise Constraints

arXiv Machine Learning
Oct 2

Learning Infinite-Horizon Average-Reward CMDPs via State Augmentation

The paper introduces a computationally efficient algorithm for infinite-horizon average-reward constrained Markov decision processes (CMDPs) under weak communication. It achieves a high-probability regret and cumulative constraint violation of ×O(√T) in the tabular setting, matching optimal dependence up to logarithmic factors. The method augments the state with cumulative constraint violation, reshapes rewards using a Huber potential, and applies finite-horizon approximation with optimistic value iteration to maintain bounded per-step rewards.

By Kihyun Yu, Seoungbin Bae, Dabeen Lee