3 papers
eess.SY2025
An Online Multiobjective Policy Gradient for Long-run Average-reward Markov Decision Process
Rahul Misra, Manuela L. Bujorianu, Rafał Wisniewski
We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The…
eess.SY2023
Robust Correlated Equilibrium: Definition and Computation
Rahul Misra, Rafał Wisniewski, Carsten Skovmose Kallesøe +1
We study N-player finite games with costs perturbed due to time-varying disturbances in the underlying system and to that end, we propose the concept of Robust Correlated Equilibri…
eess.SY2023
On Bellman's principle of optimality and Reinforcement learning for safety-constrained Markov decision process
Rahul Misra, Rafał Wisniewski, Carsten Skovmose Kallesøe
We study optimality for the safety-constrained Markov decision process which is the underlying framework for safe reinforcement learning. Specifically, we consider a constrained Ma…