mlsanityData to 14 Oct 2026

Improved Regret Bound for Safe Reinforcement Learning via Tighter Cost Pessimism and Reward Optimism

arXiv 2410.10158 ↗First posted 14 Oct 2024cs.LG math.OCcited by 7

On the map: Deep reinforcement learning methods → RL theory and sample complexity

Abstract (arXiv)

This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel and stochastic reward and cost functions. We propose a model-based algorithm based on novel cost and reward function estimators that provide tighter cost pessimism and reward optimism. While guaranteeing no constraint violation in every episode, our algorithm achieves a regret upper bound of widetildeO((bar C - bar Cb)-1H2.5 S√AK) where bar C is the cost budget for an episode, bar Cb is the expected cost under a safe baseline policy over an episode, H is the horizon, and S, A and K are the number of states, actions, and episodes, respectively. This improves upon the best-known regret upper bound, and when bar C- bar Cb=Omega(H), it nearly matches the regret lower bound of Omega(H1.5√SAK). We deduce our cost and reward function estimators via a Bellman-type law of total variance to obtain tight bounds on the expected sum of the variances of value function estimates. This leads to a tighter dependence on the horizon in the function estimators. We also present numerical results to demonstrate the computational effectiveness of our proposed framework.

Key facts. Cited by 7 papers in the map (data through 14 Oct 2026). Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods. First posted on arXiv 14 Oct 2024.

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Citing papers per year: 2025: 1; 2026: 6.

7 papers.

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