Related papers: A Fully Problem-Dependent Regret Lower Bound for F…

The standard theory of optimal stopping is based on the idealised assumption that the underlying process is essentially known. In this paper, we drop this restriction and study data-driven optimal stopping for a general diffusion process,…

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

In cooperative multiagent planning, it can often be beneficial for an agent to make commitments about aspects of its behavior to others, allowing them in turn to plan their own behaviors without taking the agent's detailed behavior into…

We study the problem of dynamic regret minimization in online convex optimization, in which the objective is to minimize the difference between the cumulative loss of an algorithm and that of an arbitrary sequence of comparators. While the…

This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…

We study the gap-dependent bounds of two important algorithms for on-policy Q-learning for finite-horizon episodic tabular Markov Decision Processes (MDPs): UCB-Advantage (Zhang et al. 2020) and Q-EarlySettled-Advantage (Li et al. 2021).…

We study online learning in constrained Markov decision processes (CMDPs) in which rewards and constraints may be either stochastic or adversarial. In such settings, Stradi et al.(2024) proposed the first best-of-both-worlds algorithm able…

This paper studies a finite-horizon Markov decision problem with information-theoretic constraints, where the goal is to minimize directed information from the controlled source process to the control process, subject to stage-wise cost…

A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an…

We study model-based learning of finite-window policies in tabular partially observable Markov decision processes (POMDPs). A common approach to learning under partial observability is to approximate unbounded history dependencies using…

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Past research on interactive decision making problems (bandits, reinforcement learning, etc.) mostly focuses on the minimax regret that measures the algorithm's performance on the hardest instance. However, an ideal algorithm should adapt…

We study the problem of multi-agent control of a dynamical system with known dynamics and adversarial disturbances. Our study focuses on optimal control without centralized precomputed policies, but rather with adaptive control policies for…

In this paper, we study gap-dependent regret guarantees for risk-sensitive reinforcement learning based on the entropic risk measure. We propose a novel definition of sub-optimality gaps, which we call cascaded gaps, and we discuss their…

We consider regret minimization in low-rank MDPs with fixed transition and adversarial losses. Previous work has investigated this problem under either full-information loss feedback with unknown transitions (Zhao et al., 2024), or bandit…

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…

In the contextual linear bandit setting, algorithms built on the optimism principle fail to exploit the structure of the problem and have been shown to be asymptotically suboptimal. In this paper, we follow recent approaches of deriving…

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…

Building on the framework introduced by Xu and Raginksy [1] for supervised learning problems, we study the best achievable performance for model-based Bayesian reinforcement learning problems. With this purpose, we define minimum Bayesian…