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Main Authors: Sun, Zhongchang, He, Sihong, Miao, Fei, Zou, Shaofeng
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.01327
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author Sun, Zhongchang
He, Sihong
Miao, Fei
Zou, Shaofeng
author_facet Sun, Zhongchang
He, Sihong
Miao, Fei
Zou, Shaofeng
contents Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied during training because there might be model mismatch between the training and real environments. To address the above challenge, we formulate the problem as constrained RL under model uncertainty, where the goal is to learn a good policy that optimizes the reward and at the same time satisfy the constraint under model mismatch. We develop a Robust Constrained Policy Optimization (RCPO) algorithm, which is the first algorithm that applies to large/continuous state space and has theoretical guarantees on worst-case reward improvement and constraint violation at each iteration during the training. We demonstrate the effectiveness of our algorithm on a set of RL tasks with constraints.
format Preprint
id arxiv_https___arxiv_org_abs_2405_01327
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Constrained Reinforcement Learning Under Model Mismatch
Sun, Zhongchang
He, Sihong
Miao, Fei
Zou, Shaofeng
Machine Learning
Existing studies on constrained reinforcement learning (RL) may obtain a well-performing policy in the training environment. However, when deployed in a real environment, it may easily violate constraints that were originally satisfied during training because there might be model mismatch between the training and real environments. To address the above challenge, we formulate the problem as constrained RL under model uncertainty, where the goal is to learn a good policy that optimizes the reward and at the same time satisfy the constraint under model mismatch. We develop a Robust Constrained Policy Optimization (RCPO) algorithm, which is the first algorithm that applies to large/continuous state space and has theoretical guarantees on worst-case reward improvement and constraint violation at each iteration during the training. We demonstrate the effectiveness of our algorithm on a set of RL tasks with constraints.
title Constrained Reinforcement Learning Under Model Mismatch
topic Machine Learning
url https://arxiv.org/abs/2405.01327