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Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Policy Iteration (PI) is a widely used family of algorithms to compute optimal policies for Markov Decision Problems (MDPs). We derive upper bounds on the running time of PI on Deterministic MDPs (DMDPs): the class of MDPs in which every…

Discrete Mathematics · Computer Science 2023-10-10 Ritesh Goenka , Eashan Gupta , Sushil Khyalia , Pratyush Agarwal , Mulinti Shaik Wajid , Shivaram Kalyanakrishnan

Suppose an agent is in a (possibly unknown) Markov Decision Process in the absence of a reward signal, what might we hope that an agent can efficiently learn to do? This work studies a broad class of objectives that are defined solely as…

Machine Learning · Computer Science 2019-01-29 Elad Hazan , Sham M. Kakade , Karan Singh , Abby Van Soest

We consider the minimax query complexity of online planning with a generative model in fixed-horizon Markov decision processes (MDPs) with linear function approximation. Following recent works, we consider broad classes of problems where…

Machine Learning · Computer Science 2022-03-11 Gellért Weisz , Csaba Szepesvári , András György

We consider the problem of probably approximately correct (PAC) ranking $n$ items by adaptively eliciting subset-wise preference feedback. At each round, the learner chooses a subset of $k$ items and observes stochastic feedback indicating…

Machine Learning · Computer Science 2019-03-06 Aadirupa Saha , Aditya Gopalan

While policy optimization algorithms have played an important role in recent empirical success of Reinforcement Learning (RL), the existing theoretical understanding of policy optimization remains rather limited -- they are either…

Machine Learning · Computer Science 2023-12-05 Qinghua Liu , Gellért Weisz , András György , Chi Jin , Csaba Szepesvári

One often encounters the curse of dimensionality in the application of dynamic programming to determine optimal policies for controlled Markov chains. In this paper, we provide a method to construct sub-optimal policies along with a bound…

Systems and Control · Computer Science 2011-08-17 Myoungkuk Park , Krishnamoorthy Kalyanam , Swaroop Darbha , Phil Chandler , Meir Pachter

This paper explores the adaptive (active) PAC (probably approximately correct) top-$k$ ranking (i.e., top-$k$ item selection) and total ranking problems from $l$-wise ($l\geq 2$) comparisons under the multinomial logit (MNL) model. By…

Machine Learning · Computer Science 2018-09-11 Wenbo Ren , Jia Liu , Ness B. Shroff

Learning from temporally-correlated data is a core facet of modern machine learning. Yet our understanding of sequential learning remains incomplete, particularly in the multi-trajectory setting where data consists of many independent…

Machine Learning · Computer Science 2025-10-09 Eliot Shekhtman , Yichen Zhou , Ingvar Ziemann , Nikolai Matni , Stephen Tu

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

We consider the problem of batch multi-task reinforcement learning with observed context descriptors, motivated by its application to personalized medical treatment. In particular, we study two general classes of learning algorithms: direct…

Machine Learning · Computer Science 2020-07-21 Yash Nair , Finale Doshi-Velez

Online planning under uncertainty in partially observable domains is an essential capability in robotics and AI. The partially observable Markov decision process (POMDP) is a mathematically principled framework for addressing…

Robotics · Computer Science 2024-10-14 Da Kong , Vadim Indelman

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

This paper studies the fundamental limits of reinforcement learning (RL) in the challenging \emph{partially observable} setting. While it is well-established that learning in Partially Observable Markov Decision Processes (POMDPs) requires…

Machine Learning · Computer Science 2023-02-03 Fan Chen , Huan Wang , Caiming Xiong , Song Mei , Yu Bai

A Tree Markov Decision Problem (T-MDP) is a finite-horizon MDP with a starting state $s_{1}$, in which every state is reachable from $s_{1}$ through exactly one state-action trajectory. T-MDPs arise naturally as abstractions of decision…

Artificial Intelligence · Computer Science 2026-05-07 Anvay Shah , Ramsundar Anandanarayanan , Sharayu Moharir , Shivaram Kalyanakrishnan

Efficient exploration is one of the key challenges for reinforcement learning (RL) algorithms. Most traditional sample efficiency bounds require strategic exploration. Recently many deep RL algorithms with simple heuristic exploration…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Emma Brunskill

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

This article presents the complexity of reachability decision problems for parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a…

Logic in Computer Science · Computer Science 2020-09-29 Sebastian Junges , Joost-Pieter Katoen , Guillermo A. Pérez , Tobias Winkler