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Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We study reinforcement learning from human feedback in general Markov decision processes, where agents learn from trajectory-level preference comparisons. A central challenge in this setting is to design algorithms that select informative…

Machine Learning · Computer Science 2025-12-05 Andreas Schlaginhaufen , Reda Ouhamma , Maryam Kamgarpour

We introduce a model of graph-constrained dynamic choice with reinforcement modeled by positively $\alpha$-homogeneous rewards. We show that its empirical process, which can be written as a stochastic approximation recursion with Markov…

Optimization and Control · Mathematics 2021-07-27 Konstantin Avrachenkov , Vivek S. Borkar , Sharayu Moharir , Suhail M. Shah

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Episodic reinforcement learning and contextual bandits are two widely studied sequential decision-making problems. Episodic reinforcement learning generalizes contextual bandits and is often perceived to be more difficult due to long…

Machine Learning · Computer Science 2021-07-01 Zihan Zhang , Xiangyang Ji , Simon S. Du

We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…

Machine Learning · Statistics 2015-04-01 Aditya Gopalan , Shie Mannor

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

Machine Learning · Computer Science 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an agent is to attain the best possible asymptotic reward where the…

Machine Learning · Computer Science 2007-05-23 Daniil Ryabko , Marcus Hutter

Graph-based environments pose unique challenges to multi-agent reinforcement learning. In decentralized approaches, agents operate within a given graph and make decisions based on partial or outdated observations. The size of the observed…

Multiagent Systems · Computer Science 2024-06-05 Jannis Weil , Zhenghua Bao , Osama Abboud , Tobias Meuser

In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…

Machine Learning · Computer Science 2024-03-26 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

Episodic control enables sample efficiency in reinforcement learning by recalling past experiences from an episodic memory. We propose a new model-based episodic memory of trajectories addressing current limitations of episodic control. Our…

Machine Learning · Computer Science 2021-11-09 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Truyen Tran , Svetha Venkatesh

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

We introduce a model-free algorithm for learning in Markov decision processes with parameterized actions-discrete actions with continuous parameters. At each step the agent must select both which action to use and which parameters to use…

Artificial Intelligence · Computer Science 2015-11-30 Warwick Masson , Pravesh Ranchod , George Konidaris

Many high-performance human activities are executed with little or no external feedback: think of a figure skater landing a triple jump, a pitcher throwing a curveball for a strike, or a barista pouring latte art. To study the process of…

Artificial Intelligence · Computer Science 2025-12-10 Antonio Terpin , Raffaello D'Andrea

The problem of sample complexity of online reinforcement learning is often studied in the literature without taking into account any partial knowledge about the system dynamics that could potentially accelerate the learning process. In this…

Machine Learning · Computer Science 2024-06-04 Meshal Alharbi , Mardavij Roozbehani , Munther Dahleh
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