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Polynomial-Time Approximability of Constrained Reinforcement Learning
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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
- Polynomial-time (0,ε)-additive bicriteria algorithm for tabular SR-criterion CMDPs with runtime O(H^{6m+1} S^{4m+2} A ||c_max - c_min||^{3m} / ε^{3m}).
- Extension to continuous-state CMDPs gives polynomial-time (ε,ε)-bicriteria for expectation, almost-sure and anytime-almost-sure constraints.
- On a knapsack-as-CMDP experiment, the function approximation method was fastest, the bicriteria method next, and the FPTAS slowest; the FPTAS always respected the budget.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| apply the proposed polynomial-time bicriteria algorithm to tabular SR-criterion CMDPs | Tabular CMDPs · Tabular SR-criterion CMDPs | reward gap: (0, ε) | Helped |
| apply the proposed algorithm after discretizing the state space | Continuous-state CMDPs · Continuous-state SR-criterion CMDPs | reward and constraint approximation: (ε, ε) | Helped |
| use function approximation instead of the bicriteria algorithm | Knapsack example · Knapsack example | running time | Helped |
| use the bicriteria algorithm instead of the FPTAS | Knapsack example · Knapsack example | running time | Helped |
| use the function approximation method rather than the bicriteria or FPTAS | Knapsack example · Knapsack example | constraint violation | Hurt |
| use the bicriteria algorithm rather than the FPTAS | Knapsack example · Knapsack example | constraint violation | Hurt |
| use function approximation, the bicriteria, or the FPTAS | Knapsack example · Knapsack example | value | No clear effect |
Surprising findings
- Function approximation approach had the worst constraint violation in the knapsack experiment, though still modest.
Limitations
- Guarantees are bicriteria (constraint violated by up to ε), not exact feasibility.
- Runtime is polynomial only under polynomially bounded costs and for constant number of constraints m; exponent grows with m.
- Continuous-state result requires Lipschitz assumptions and polynomial-size description.
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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