Related papers: Online Learning in Kernelized Markov Decision Proc…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…
Learning Markov decision processes (MDP) in an adversarial environment has been a challenging problem. The problem becomes even more challenging with function approximation, since the underlying structure of the loss function and transition…
We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an…
A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…
We consider the recently proposed reinforcement learning (RL) framework of Contextual Markov Decision Processes (CMDP), where the agent interacts with a (potentially adversarial) sequence of episodic tabular MDPs. In addition, a context…
We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…
We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) problem. This setting generalizes RL from linear to convex…
We study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…
Reinforcement learning typically assumes that agents observe feedback for their actions immediately, but in many real-world applications (like recommendation systems) feedback is observed in delay. This paper studies online learning in…
In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…
We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…
We study minimax optimal reinforcement learning in episodic factored Markov decision processes (FMDPs), which are MDPs with conditionally independent transition components. Assuming the factorization is known, we propose two model-based…
In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…
We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…
We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…
We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS)…
We develop a new approach to obtaining high probability regret bounds for online learning with bandit feedback against an adaptive adversary. While existing approaches all require carefully constructing optimistic and biased loss…
In online learning problems, exploiting low variance plays an important role in obtaining tight performance guarantees yet is challenging because variances are often not known a priori. Recently, considerable progress has been made by Zhang…
We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning problems whose state-action space is endowed with a metric. We introduce Kernel-UCBVI, a model-based optimistic algorithm that leverages the…