2022/06/12 by Qinbo Bai, Amrit Singh Bedi, Bai, Qinbo +3 · 3 citations
Computer Science · #Adversarial Robustness in Machine Learning #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Electrical engineering #Machine Learning (cs.LG) #Machine Learning and Algorithms #Reinforcement Learning in Robotics #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2206.05850
openalex publication_date 2022/06/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider the problem of constrained Markov decision process (CMDP) in continuous state-actions spaces where the goal is to maximize the expected cumulative reward subject to some constraints. We propose a novel Conservative Natural Policy Gradient Primal-Dual Algorithm (C-NPG-PD) to achieve zero constraint violation while achieving state of the art convergence results for the objective value function. For general policy parametrization, we prove convergence of value function to global optimal upto an approximation error due to restricted policy class. We even improve the sample complexity of existing constrained NPG-PD algorithm \citeDing2020 from O(1/ε6) to O(1/ε4). To the best of our knowledge, this is the first work to establish zero constraint violation with Natural policy gradient style algorithms for infinite horizon discounted CMDPs. We demonstrate the merits of proposed algorithm via experimental evaluations.