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In this study, we derive Probably Approximately Correct (PAC) bounds on the asymptotic sample-complexity for RL within the infinite-horizon Markov Decision Process (MDP) setting that are sharper than those in existing literature. The…

Machine Learning · Computer Science 2025-07-17 Mohit Prashant , Arvind Easwaran

We study the problem of estimating the optimal Q-function of $\gamma$-discounted Markov decision processes (MDPs) under the synchronous setting, where independent samples for all state-action pairs are drawn from a generative model at each…

Machine Learning · Statistics 2025-05-27 Mohammad Boveiri , Peyman Mohajerin Esfahani

Dynamic decision-making under distributional shifts is of fundamental interest in theory and applications of reinforcement learning: The distribution of the environment in which the data is collected can differ from that of the environment…

Machine Learning · Computer Science 2024-09-05 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

Machine Learning · Computer Science 2019-05-03 Zhao Song , Wen Sun

Modern reinforcement learning (RL) often faces an enormous state-action space. Existing analytical results are typically for settings with a small number of state-actions, or simple models such as linearly modeled Q-functions. To derive…

Machine Learning · Computer Science 2023-02-03 Sing-Yuan Yeh , Fu-Chieh Chang , Chang-Wei Yueh , Pei-Yuan Wu , Alberto Bernacchia , Sattar Vakili

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Machine Learning · Computer Science 2020-07-15 Fei Feng , Wotao Yin , Lin F. Yang

This paper presents the MAXQ approach to hierarchical reinforcement learning based on decomposing the target Markov decision process (MDP) into a hierarchy of smaller MDPs and decomposing the value function of the target MDP into an…

Machine Learning · Computer Science 2007-05-23 Thomas G. Dietterich

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

Machine Learning · Computer Science 2023-06-29 Zihan Zhang , Qiaomin Xie

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

We introduce and analyze a form of variance-reduced $Q$-learning. For $\gamma$-discounted MDPs with finite state space $\mathcal{X}$ and action space $\mathcal{U}$, we prove that it yields an $\epsilon$-accurate estimate of the optimal…

Machine Learning · Computer Science 2019-08-09 Martin J. Wainwright

This paper presents the first model-free, simulator-free reinforcement learning algorithm for Constrained Markov Decision Processes (CMDPs) with sublinear regret and zero constraint violation. The algorithm is named Triple-Q because it…

Machine Learning · Computer Science 2021-10-26 Honghao Wei , Xin Liu , Lei Ying

In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

We propose a new simple and natural algorithm for learning the optimal Q-value function of a discounted-cost Markov Decision Process (MDP) when the transition kernels are unknown. Unlike the classical learning algorithms for MDPs, such as…

Optimization and Control · Mathematics 2019-01-31 Dileep Kalathil , Vivek S. Borkar , Rahul Jain

We address the problem of quantum reinforcement learning (QRL) under model-free settings with quantum oracle access to the Markov Decision Process (MDP). This paper introduces a Quantum Natural Policy Gradient (QNPG) algorithm, which…

Quantum Physics · Physics 2025-07-02 Yang Xu , Vaneet Aggarwal

The constrained Markov decision process (CMDP) framework emerges as an important reinforcement learning approach for imposing safety or other critical objectives while maximizing cumulative reward. However, the current understanding of how…

Machine Learning · Computer Science 2024-12-11 Tian Tian , Lin F. Yang , Csaba Szepesvári

Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

Machine Learning · Computer Science 2018-07-11 Chi Jin , Zeyuan Allen-Zhu , Sebastien Bubeck , Michael I. Jordan

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere