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Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang

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…

Machine Learning · Computer Science 2020-06-25 Yi Tian , Jian Qian , Suvrit Sra

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

Machine Learning · Computer Science 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…

Machine Learning · Computer Science 2022-07-05 Daniel Kane , Sihan Liu , Shachar Lovett , Gaurav Mahajan

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

In this paper we propose an algorithm for polynomial-time reinforcement learning in factored Markov decision processes (FMDPs). The factored optimistic initial model (FOIM) algorithm, maintains an empirical model of the FMDP in a…

Artificial Intelligence · Computer Science 2009-04-23 Istvan Szita , Andras Lorincz

We consider online reinforcement learning (RL) in episodic Markov decision processes (MDPs) under the linear $q^\pi$-realizability assumption, where it is assumed that the action-values of all policies can be expressed as linear functions…

Machine Learning · Computer Science 2023-12-21 Gellért Weisz , András György , Csaba Szepesvári

We study model-based reinforcement learning (RL) for episodic Markov decision processes (MDP) whose transition probability is parametrized by an unknown transition core with features of state and action. Despite much recent progress in…

Machine Learning · Statistics 2024-11-19 Taehyun Hwang , Min-hwan Oh

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

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

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

We consider primal-dual-based reinforcement learning (RL) in episodic constrained Markov decision processes (CMDPs) with non-stationary objectives and constraints, which plays a central role in ensuring the safety of RL in time-varying…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Javad Lavaei

This paper proposes a novel termination criterion, termed the advantage gap function, for finite state and action Markov decision processes (MDP) and reinforcement learning (RL). By incorporating this advantage gap function into the design…

Machine Learning · Computer Science 2026-03-24 Caleb Ju , Guanghui Lan

Markov decision processes (MDPs) are a well studied framework for solving sequential decision making problems under uncertainty. Exact methods for solving MDPs based on dynamic programming such as policy iteration and value iteration are…

Artificial Intelligence · Computer Science 2015-09-09 Yanping Huang

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

We present the first model-free Reinforcement Learning (RL) algorithm to synthesise policies for an unknown Markov Decision Process (MDP), such that a linear time property is satisfied. The given temporal property is converted into a Limit…

Machine Learning · Computer Science 2019-02-19 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

Much of reinforcement learning theory is built on top of oracles that are computationally hard to implement. Specifically for learning near-optimal policies in Partially Observable Markov Decision Processes (POMDPs), existing algorithms…

Machine Learning · Computer Science 2022-06-08 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson
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