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Achieving the no-regret property for Reinforcement Learning (RL) problems in continuous state and action-space environments is one of the major open problems in the field. Existing solutions either work under very specific assumptions or…

Machine Learning · Computer Science 2024-11-01 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

Quantum Physics · Physics 2024-06-14 Han Zhong , Jiachen Hu , Yecheng Xue , Tongyang Li , Liwei Wang

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

We consider online learning for minimizing regret in unknown, episodic Markov decision processes (MDPs) with continuous states and actions. We develop variants of the UCRL and posterior sampling algorithms that employ nonparametric Gaussian…

Machine Learning · Computer Science 2019-01-04 Sayak Ray Chowdhury , Aditya Gopalan

Obtaining no-regret guarantees for reinforcement learning (RL) in the case of problems with continuous state and/or action spaces is still one of the major open challenges in the field. Recently, a variety of solutions have been proposed,…

Machine Learning · Computer Science 2024-02-07 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restell

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

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

We study variance-dependent regret bounds for Markov decision processes (MDPs). Algorithms with variance-dependent regret guarantees can automatically exploit environments with low variance (e.g., enjoying constant regret on deterministic…

Machine Learning · Computer Science 2023-05-23 Runlong Zhou , Zihan Zhang , Simon S. Du

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

This paper gives the first polynomial-time algorithm for tabular Markov Decision Processes (MDP) that enjoys a regret bound \emph{independent on the planning horizon}. Specifically, we consider tabular MDP with $S$ states, $A$ actions, a…

Machine Learning · Computer Science 2022-06-17 Zihan Zhang , Xiangyang Ji , Simon S. Du

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

Machine Learning · Computer Science 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

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

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

Machine Learning · Computer Science 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

Constrained Markov decision processes (CMDPs) model scenarios of sequential decision making with multiple objectives that are increasingly important in many applications. However, the model is often unknown and must be learned online while…

Machine Learning · Computer Science 2023-01-30 Krishna C Kalagarla , Rahul Jain , Pierluigi Nuzzo

Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…

Machine Learning · Computer Science 2023-10-26 Daqian Shao , Marta Kwiatkowska

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi