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We study regret minimization for infinite-horizon average-reward Markov Decision Processes (MDPs) under cost constraints. We start by designing a policy optimization algorithm with carefully designed action-value estimator and bonus term,…

Machine Learning · Computer Science 2022-02-02 Liyu Chen , Rahul Jain , Haipeng Luo

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

Machine Learning · Computer Science 2024-09-25 Woojin Chae , Dabeen Lee

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

Machine Learning · Computer Science 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We present two Policy Gradient-based algorithms with general parametrization in the context of infinite-horizon average reward Markov Decision Process (MDP). The first one employs Implicit Gradient Transport for variance reduction, ensuring…

Machine Learning · Computer Science 2025-05-13 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

Machine Learning · Computer Science 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

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 study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

Machine Learning · Computer Science 2024-10-15 Jaehyun Park , Junyeop Kwon , Dabeen Lee

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs) under the Bellman optimality condition. Our algorithm for linear mixture MDPs achieves a…

Machine Learning · Computer Science 2024-10-22 Woojin Chae , Kihyuk Hong , Yufan Zhang , Ambuj Tewari , Dabeen Lee

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

Machine Learning · Computer Science 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…

Machine Learning · Computer Science 2024-10-31 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

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

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

Machine Learning · Computer Science 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

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

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…

Machine Learning · Computer Science 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

Learning Markov decision processes (MDPs) in the presence of the adversary is a challenging problem in reinforcement learning (RL). In this paper, we study RL in episodic MDPs with adversarial reward and full information feedback, where the…

Machine Learning · Computer Science 2022-04-21 Jiafan He , Dongruo Zhou , Quanquan Gu

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high ``burn-in'' costs and…

Machine Learning · Computer Science 2026-03-26 Guy Zamir , Matthew Zurek , Yudong Chen

We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

Machine Learning · Computer Science 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim
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