arXiv Machine Learning By Ibne Farabi Shihab, Abu Sa-Adat Mohamed Moon-Im Al Ahsan, Md Najmus Swaqeeb

Finite Constant Frontiers and Auditable Regret Certificates for Average-Reward Reinforcement Learning

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arXiv:2608. 07725v1 Announce Type: new Abstract: Average-reward reinforcement-learning regret is known up to logarithmic factors, but the numerical content of published guarantees is difficult to compare because probability mode, structural parameter, logarithmic normalization, prior information, and planning assumptions differ.

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arXiv Machine Learning
5d ago

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