Related papers: Provably Efficient Lifelong Reinforcement Learning…
In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…
In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…
Hierarchical Reinforcement Learning (HRL) approaches have shown successful results in solving a large variety of complex, structured, long-horizon problems. Nevertheless, a full theoretical understanding of this empirical evidence is…
Online reinforcement learning (RL) has been widely applied in information processing scenarios, which usually exhibit much uncertainty due to the intrinsic randomness of channels and service demands. In this paper, we consider an…
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…
At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge.…
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…
Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…
Reinforcement learning (RL) has become an increasingly active area of research in recent years. Although there are many algorithms that allow an agent to solve tasks efficiently, they often ignore the possibility that prior experience…
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…
Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…
We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…
In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…
As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…
We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…
Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…
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…
Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…
We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…
We study the role of the representation of state-action value functions in regret minimization in finite-horizon Markov Decision Processes (MDPs) with linear structure. We first derive a necessary condition on the representation, called…