Constrained Markov decision models with weighted discounted rewards
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Introduction to Reinforcement Learning
Multi-criteria Reinforcement Learning
ICML '98 Proceedings of the Fifteenth International Conference on Machine Learning
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In this article, I will consider Markov Decision Processes with two criteria, each defined as the expected value of an infinite horizon cumulative return. The second criterion is either itself subject to an inequality constraint, or there is maximum allowable probability that the single returns violate the constraint. I describe and discuss three new reinforcement learning approaches for solving such control problems.