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We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic…

Machine Learning · Computer Science 2023-05-23 Runlong Zhou , Zihan Zhang , Simon S. Du

Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…

Artificial Intelligence · Computer Science 2015-09-09 Yanping Huang

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

We present the first model-free Reinforcement Learning (RL) algorithm to synthesise policies for an unknown Markov Decision Process (MDP), such that a linear time property is satisfied. The given temporal property is converted into a Limit…

Machine Learning · Computer Science 2019-02-19 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

A large variety of real-world Reinforcement Learning (RL) tasks is characterized by a complex and heterogeneous structure that makes end-to-end (or flat) approaches hardly applicable or even infeasible. Hierarchical Reinforcement Learning…

Machine Learning · Computer Science 2023-05-12 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Machine Learning · Statistics 2024-08-21 Xiaofeng Lin , Xuezhou Zhang

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

Reinforcement Learning algorithms that learn from human feedback (RLHF) need to be efficient in terms of statistical complexity, computational complexity, and query complexity. In this work, we consider the RLHF setting where the feedback…

Machine Learning · Computer Science 2024-03-14 Runzhe Wu , Wen Sun

Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL…

Machine Learning · Statistics 2026-03-11 Haochen Zhang , Zhong Zheng , Lingzhou Xue

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For…

Machine Learning · Computer Science 2018-11-30 Jungseul Ok , Alexandre Proutiere , Damianos Tranos

Counterfactual regret minimization (CFR) is a popular method to deal with decision-making problems of two-player zero-sum games with imperfect information. Unlike existing studies that mostly explore for solving larger scale problems or…

Machine Learning · Computer Science 2020-09-15 Huale Li , Xuan Wang , Fengwei Jia , Yifan Li , Yulin Wu , Jiajia Zhang , Shuhan Qi

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

While a large body of empirical results show that temporally-extended actions and options may significantly affect the learning performance of an agent, the theoretical understanding of how and when options can be beneficial in online…

Machine Learning · Computer Science 2017-04-18 Ronan Fruit , Alessandro Lazaric

We study agents acting in an unknown environment where the agent's goal is to find a robust policy. We consider robust policies as policies that achieve high cumulative rewards for all possible environments. To this end, we consider agents…

Machine Learning · Computer Science 2024-10-22 Raghav Bongole , Amaury Gouverneur , Borja Rodríguez-Gálvez , Tobias J. Oechtering , Mikael Skoglund

Reinforcement learning algorithms are usually stated without theoretical guarantees regarding their performance. Recently, Jin, Yang, Wang, and Jordan (COLT 2020) showed a polynomial-time reinforcement learning algorithm (namely, LSVI-UCB)…

Machine Learning · Computer Science 2024-11-19 Philips George John , Arnab Bhattacharyya , Silviu Maniu , Dimitrios Myrisiotis , Zhenan Wu

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

Machine Learning · Computer Science 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak
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