{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-policy-gradient-primal-dual-algorithm-for","title":"A Policy Gradient Primal-Dual Algorithm for Constrained MDPs with Uniform PAC Guarantees","arxiv_id":"2401.17780","date":"2024-01-31","proceeding":null,"authors":["Toshinori Kitamura","Tadashi Kozuno","Masahiro Kato","Yuki Ichihara","Soichiro Nishimori","Akiyoshi Sannai","Sho Sonoda","Wataru Kumagai","Yutaka Matsuo"],"abstract":"We study a primal-dual (PD) reinforcement learning (RL) algorithm for online constrained Markov decision processes (CMDPs). Despite its widespread practical use, the existing theoretical literature on PD-RL algorithms for this problem only provides sublinear regret guarantees and fails to ensure convergence to optimal policies. In this paper, we introduce a novel policy gradient PD algorithm with uniform probably approximate correctness (Uniform-PAC) guarantees, simultaneously ensuring convergence to optimal policies, sublinear regret, and polynomial sample complexity for any target accuracy. Notably, this represents the first Uniform-PAC algorithm for the online CMDP problem. In addition to the theoretical guarantees, we empirically demonstrate in a simple CMDP that our algorithm converges to optimal policies, while baseline algorithms exhibit oscillatory performance and constraint violation.","url_abs":"https://arxiv.org/abs/2401.17780v3","url_pdf":"https://arxiv.org/pdf/2401.17780v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-policy-gradient-primal-dual-algorithm-for","repo_url":"https://github.com/matsuolab/uniform-pac-primal-dual-cmdp","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"reinforcement-learning-1","task_name":"Reinforcement Learning (RL)"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}