2020
Constrained episodic reinforcement learning in concave-convex and knapsack settings
Kianté Brantley, Miro Dudik, Thodoris Lykouris, Sobhan Miryoosefi, Max Simchowitz, Aleksandrs Slivkins +1
NeurIPS 2020poster
We propose an algorithm for tabular episodic reinforcement learning with constraints. We provide a modular analysis with strong theoretical guarantees for settings with concave rewards and convex constraints, and for settings with hard constraints (knapsacks). Most of the previous work in constraine…