{"title":"机会约束马尔可夫决策过程中的最优确定性策略学习","authors":"Hongyu Yi;Chenbei Lu;Chenye Wu","doi":"10.1109/LCSYS.2025.3610666","DOIUrl":null,"url":null,"abstract":"Constrained Markov Decision Processes (CMDPs) are widely used for online decision-making under constraints. However, their applicability is often limited by the reliance on expectation-based linear constraints. Chance-Constrained MDPs (CCMDPs) address this by incorporating nonlinear, probabilistic constraints, yet are often intractable and approximated via CVaR-based reformulations. In this letter, we propose a tractable framework for CCMDPs to exactly solve the best deterministic policies based on a three-stage, model-based constraint learning algorithm. Theoretically, we establish a polynomial sample complexity guarantee for feasible policy optimization using a novel distributional concentration analysis. A case study on a thermostatically controlled load demonstrates the effectiveness of our approach.","PeriodicalId":37235,"journal":{"name":"IEEE Control Systems Letters","volume":"9 ","pages":"2217-2222"},"PeriodicalIF":2.0000,"publicationDate":"2025-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the Optimal Deterministic Policy Learning in Chance-Constrained Markov Decision Processes\",\"authors\":\"Hongyu Yi;Chenbei Lu;Chenye Wu\",\"doi\":\"10.1109/LCSYS.2025.3610666\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Constrained Markov Decision Processes (CMDPs) are widely used for online decision-making under constraints. However, their applicability is often limited by the reliance on expectation-based linear constraints. Chance-Constrained MDPs (CCMDPs) address this by incorporating nonlinear, probabilistic constraints, yet are often intractable and approximated via CVaR-based reformulations. In this letter, we propose a tractable framework for CCMDPs to exactly solve the best deterministic policies based on a three-stage, model-based constraint learning algorithm. Theoretically, we establish a polynomial sample complexity guarantee for feasible policy optimization using a novel distributional concentration analysis. A case study on a thermostatically controlled load demonstrates the effectiveness of our approach.\",\"PeriodicalId\":37235,\"journal\":{\"name\":\"IEEE Control Systems Letters\",\"volume\":\"9 \",\"pages\":\"2217-2222\"},\"PeriodicalIF\":2.0000,\"publicationDate\":\"2025-09-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE Control Systems Letters\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://ieeexplore.ieee.org/document/11165110/\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"AUTOMATION & CONTROL SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Control Systems Letters","FirstCategoryId":"1085","ListUrlMain":"https://ieeexplore.ieee.org/document/11165110/","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
On the Optimal Deterministic Policy Learning in Chance-Constrained Markov Decision Processes
Constrained Markov Decision Processes (CMDPs) are widely used for online decision-making under constraints. However, their applicability is often limited by the reliance on expectation-based linear constraints. Chance-Constrained MDPs (CCMDPs) address this by incorporating nonlinear, probabilistic constraints, yet are often intractable and approximated via CVaR-based reformulations. In this letter, we propose a tractable framework for CCMDPs to exactly solve the best deterministic policies based on a three-stage, model-based constraint learning algorithm. Theoretically, we establish a polynomial sample complexity guarantee for feasible policy optimization using a novel distributional concentration analysis. A case study on a thermostatically controlled load demonstrates the effectiveness of our approach.