Anytime-Competitive Reinforcement Learning with Policy Prior

Published: 21 Sept 2023, Last Modified: 16 Jan 2024NeurIPS 2023 posterEveryoneRevisionsBibTeX
Keywords: Markov Decision Process, Constrained Reinforcement Learning, Anytime Competitive Constraints
Abstract: This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random dynamics, but the cost in a specific episode can still be unsatisfactorily high. In contrast, the goal of A-CMDP is to optimize the expected reward while guaranteeing a bounded cost in each round of any episode against a policy prior. We propose a new algorithm, called Anytime-Competitive Reinforcement Learning (ACRL), which provably guarantees the anytime cost constraints. The regret analysis shows the policy asymptotically matches the optimal reward achievable under the anytime competitive constraints. Experiments on the application of carbon-intelligent computing verify the reward performance and cost constraint guarantee of ACRL.
Supplementary Material: pdf
Submission Number: 4198