3 papers · 1 filter
Beyond Slater's Condition in Online CMDPs with Stochastic and Adversarial Constraints
Francesco Emanuele Stradi, Eleonora Fidelia Chiefari, Matteo Castiglioni +2
We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees great…
Data-Dependent Regret Bounds for Constrained MABs
Gianmarco Genalti, Francesco Emanuele Stradi, Matteo Castiglioni +2
This paper initiates the study of data-dependent regret bounds in constrained MAB settings. These bounds depend on the sequence of losses that characterize the problem instance. Th…
No-Regret Learning Under Adversarial Resource Constraints: A Spending Plan Is All You Need!
Francesco Emanuele Stradi, Matteo Castiglioni, Alberto Marchesi +2
We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We f…