English

Reinforcement Learning with Action-Triggered Observations

Machine Learning 2025-10-03 v1 Optimization and Control Machine Learning

Abstract

We study reinforcement learning problems where state observations are stochastically triggered by actions, a constraint common in many real-world applications. This framework is formulated as Action-Triggered Sporadically Traceable Markov Decision Processes (ATST-MDPs), where each action has a specified probability of triggering a state observation. We derive tailored Bellman optimality equations for this framework and introduce the action-sequence learning paradigm in which agents commit to executing a sequence of actions until the next observation arrives. Under the linear MDP assumption, value-functions are shown to admit linear representations in an induced action-sequence feature map. Leveraging this structure, we propose off-policy estimators with statistical error guarantees for such feature maps and introduce ST-LSVI-UCB, a variant of LSVI-UCB adapted for action-triggered settings. ST-LSVI-UCB achieves regret O~(Kd3(1γ)3)\widetilde O(\sqrt{Kd^3(1-\gamma)^{-3}}), where KK is the number of episodes, dd the feature dimension, and γ\gamma the discount factor (per-step episode non-termination probability). Crucially, this work establishes the theoretical foundation for learning with sporadic, action-triggered observations while demonstrating that efficient learning remains feasible under such observation constraints.

Keywords

Cite

@article{arxiv.2510.02149,
  title  = {Reinforcement Learning with Action-Triggered Observations},
  author = {Alexander Ryabchenko and Wenlong Mou},
  journal= {arXiv preprint arXiv:2510.02149},
  year   = {2025}
}
R2 v1 2026-07-01T06:13:31.778Z