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Polynomial-Time Approximability of Constrained Reinforcement Learning

ICML 2025 · Learning theory and algorithms › Combinatorial and search optimization · approach: Structure and complexity of constraint reasoning · 0 citations (OpenAlex)

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Gives a polynomial-time (0,ε)-additive bicriteria approximation for tabular constrained MDPs with shortly recursive cost criteria (expectation, chance, almost-sure, anytime), via state-budget augmentation and dynamic rounding, extended to continuous states with (ε,ε) guarantees.

Problem

Finding optimal constrained policies in MDPs under general constraints (chance, almost-sure, expectation, anytime, and mixed types) is NP-hard; prior polynomial-time approximations covered only subsets of these settings.

Approach

Recast a history-dependent cost constraint as a per-step action constraint by augmenting states with artificial budgets and actions with future budgets, solve the resulting reduced MDP with a dynamic program over rounded partial costs, and round budgets to a polynomial-size grid to get bicriteria guarantees.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
apply the proposed polynomial-time bicriteria algorithm to tabular SR-criterion CMDPsTabular CMDPs · Tabular SR-criterion CMDPsreward gap: (0, ε)Helped
apply the proposed algorithm after discretizing the state spaceContinuous-state CMDPs · Continuous-state SR-criterion CMDPsreward and constraint approximation: (ε, ε)Helped
use function approximation instead of the bicriteria algorithmKnapsack example · Knapsack examplerunning timeHelped
use the bicriteria algorithm instead of the FPTASKnapsack example · Knapsack examplerunning timeHelped
use the function approximation method rather than the bicriteria or FPTASKnapsack example · Knapsack exampleconstraint violationHurt
use the bicriteria algorithm rather than the FPTASKnapsack example · Knapsack exampleconstraint violationHurt
use function approximation, the bicriteria, or the FPTASKnapsack example · Knapsack examplevalueNo clear effect

Surprising findings

Limitations

Experimental setup

Benchmarks: knapsack instances (OpenAI gym environment)

Metrics: value weight/constraint violation running time

Baselines: textbook knapsack FPTAS

Builds on: anytime constrained MDP state augmentation knapsack problem FPTAS for constrained MDPs

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