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Learning to control an unknown dynamical system with respect to high-level temporal specifications is an important problem in control theory. We present the first regret-free online algorithm for learning a controller for linear temporal…

Artificial Intelligence · Computer Science 2025-06-09 Rupak Majumdar , Mahmoud Salamati , Sadegh Soudjani

In standard RL, a learner attempts to learn an optimal policy for a Markov Decision Process whose structure (e.g. state space) is known. In online model selection, a learner attempts to learn an optimal policy for an MDP knowing only that…

Machine Learning · Computer Science 2024-11-12 Alireza Masoumian , James R. Wright

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

Policy design in non-stationary Markov Decision Processes (MDPs) is inherently challenging due to the complexities introduced by time-varying system transition and reward, which make it difficult for learners to determine the optimal…

Machine Learning · Computer Science 2025-11-17 Ziyi Zhang , Yorie Nakahira , Guannan Qu

We study reinforcement learning in non-episodic factored Markov decision processes (FMDPs). We propose two near-optimal and oracle-efficient algorithms for FMDPs. Assuming oracle access to an FMDP planner, they enjoy a Bayesian and a…

Machine Learning · Statistics 2020-06-09 Ziping Xu , Ambuj Tewari

We study online learning in two-player uninformed Markov games, where the opponent's actions and policies are unobserved. In this setting, Tian et al. (2021) show that achieving no-external-regret is impossible without incurring an…

Machine Learning · Computer Science 2026-02-10 Junyan Liu , Haipeng Luo , Zihan Zhang , Lillian J. Ratliff

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

Machine Learning · Computer Science 2020-11-20 Jonathan N. Lee , Aldo Pacchiano , Vidya Muthukumar , Weihao Kong , Emma Brunskill

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

Machine Learning · Computer Science 2021-10-26 Noah Golowich , Ankur Moitra

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We study model-free Q-learning in finite-horizon episodic Markov Decision Processes (MDPs) with stationary dynamics across episodes. We identify a central issue in nascent model-free posterior-sampling works: the reliance on delayed…

Machine Learning · Computer Science 2026-05-21 Sofia R. Miskala-Dinc , Aviva Prins

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

Given a dataset of expert demonstrations, inverse reinforcement learning (IRL) aims to recover a reward for which the expert is optimal. This work proposes a model-free algorithm to solve entropy-regularized IRL problem. In particular, we…

Machine Learning · Computer Science 2025-03-04 Titouan Renard , Andreas Schlaginhaufen , Tingting Ni , Maryam Kamgarpour

We consider the problem of learning in episodic finite-horizon Markov decision processes with an unknown transition function, bandit feedback, and adversarial losses. We propose an efficient algorithm that achieves…

Machine Learning · Computer Science 2020-11-03 Chi Jin , Tiancheng Jin , Haipeng Luo , Suvrit Sra , Tiancheng Yu

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

The expected regret of any reinforcement learning algorithm is lower bounded by $\Omega\left(\sqrt{DXAT}\right)$ for undiscounted returns, where $D$ is the diameter of the Markov decision process, $X$ the size of the state space, $A$ the…

Machine Learning · Computer Science 2024-06-10 Lucas Weber , Ana Bušić , Jiamin Zhu

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

This paper analyzes reinforcement learning (RL) algorithms for Markov decision processes (MDPs) under the average-reward criterion. We focus on Q-learning algorithms based on relative value iteration (RVI), which are model-free stochastic…

Machine Learning · Computer Science 2024-08-30 Yi Wan , Huizhen Yu , Richard S. Sutton

We study reward-free and reward-agnostic exploration in episodic finite-horizon Markov decision processes (MDPs), where an agent explores an unknown environment without observing external rewards. Reward-free exploration aims to enable…

Machine Learning · Computer Science 2026-05-18 Oran Ridel , Alon Cohen

In this paper, we consider the problem of online learning of Markov decision processes (MDPs) with very large state spaces. Under the assumptions of realizable function approximation and low Bellman ranks, we develop an online learning…

Machine Learning · Computer Science 2020-06-23 Kefan Dong , Jian Peng , Yining Wang , Yuan Zhou