arXiv Machine Learning

Primal-Dual Representation Learning for Low-Rank Constrained MDPs

The paper introduces REP-PD-TEG, a representation‑learning algorithm for low‑rank continuous‑state constrained Markov Decision Processes (CMDPs) that achieves optimal ≥O(√K) regret in the soft cumulative‑violation setting while maintaining a ≥O(K^{3/4}) sample bound when exploratory actions are penalised. For the stricter hard cumulative‑violation scenario, REP-PD-H-TEG is proposed, which uses a bonus‑corrected lower‑confidence utility certificate and a stabilized dual search to guarantee both regret and hard‑violation bounds. Together, these methods provide the first theoretically guaranteed representation‑learning framework for low‑rank continuous‑state CMDPs with both soft and hard violation controls.

arXiv Machine Learning
Oct 3

Rate-Optimal Algorithm for Adversarial Linear CMDPs

The paper introduces a new primal–dual algorithm for episodic adversarial linear constrained Markov decision processes (CMDPs) with unknown transitions. It achieves a rate‑optimal ×O(√K) regret and cumulative constraint violation, improving upon the previous ×O(K^{3/4}) bound and eliminating the need for Slater’s condition. The method combines adaptive FTRL, contracted value estimation, and an exponential Lyapunov function, enabling uniform concentration over the value function class and computational efficiency independent of the state‑space size.

By Kihyun Yu, Honghao Wei, Dabeen Lee
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
arXiv Machine Learning
Sep 29

Learning Chance-Constrained MDPs with Bellman Distributional Certificates

The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.

By Chenbei Lu, Hongyu Yi