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We study the stochastic shortest path (SSP) problem in reinforcement learning with linear function approximation, where the transition kernel is represented as a linear mixture of unknown models. We call this class of SSP problems as linear…

Machine Learning · Computer Science 2022-07-06 Yifei Min , Jiafan He , Tianhao Wang , Quanquan Gu

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…

Machine Learning · Computer Science 2020-02-25 Alon Cohen , Haim Kaplan , Yishay Mansour , Aviv Rosenberg

We study the Stochastic Shortest Path (SSP) problem in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent has no prior knowledge about the costs and dynamics of the…

Machine Learning · Computer Science 2021-12-10 Alon Cohen , Yonathan Efroni , Yishay Mansour , Aviv Rosenberg

We introduce two new no-regret algorithms for the stochastic shortest path (SSP) problem with a linear MDP that significantly improve over the only existing results of (Vial et al., 2021). Our first algorithm is computationally efficient…

Machine Learning · Computer Science 2021-12-21 Liyu Chen , Rahul Jain , Haipeng Luo

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews…

Machine Learning · Computer Science 2021-12-13 Jean Tarbouriech , Runlong Zhou , Simon S. Du , Matteo Pirotta , Michal Valko , Alessandro Lazaric

We propose an algorithm that uses linear function approximation (LFA) for stochastic shortest path (SSP). Under minimal assumptions, it obtains sublinear regret, is computationally efficient, and uses stationary policies. To our knowledge,…

Machine Learning · Computer Science 2022-05-30 Daniel Vial , Advait Parulekar , Sanjay Shakkottai , R. Srikant

We define the problem of linear Contextual Stochastic Shortest Path (CSSP), where at the beginning of each episode, the learner observes an adversarially chosen context that determines the MDP through a fixed but unknown linear function.…

Machine Learning · Computer Science 2025-11-18 Dor Polikar , Alon Cohen

We study the stochastic shortest path problem with adversarial costs and known transition, and show that the minimax regret is $\widetilde{O}(\sqrt{DT^\star K})$ and $\widetilde{O}(\sqrt{DT^\star SA K})$ for the full-information setting and…

Machine Learning · Computer Science 2021-06-23 Liyu Chen , Haipeng Luo , Chen-Yu Wei

We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

Machine Learning · Computer Science 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In this paper we present the adversarial SSP model that also accounts for…

Machine Learning · Computer Science 2022-04-06 Aviv Rosenberg , Yishay Mansour

We introduce a generic template for developing regret minimization algorithms in the Stochastic Shortest Path (SSP) model, which achieves minimax optimal regret as long as certain properties are ensured. The key of our analysis is a new…

Machine Learning · Computer Science 2021-11-11 Liyu Chen , Mehdi Jafarnia-Jahromi , Rahul Jain , Haipeng Luo

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

Machine Learning · Computer Science 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

We study reinforcement learning for episodic Markov Decision Processes (MDPs) whose transitions are modelled by a multinomial logistic (MNL) model. Existing algorithms for MNL mixture MDPs yield a regret of $\smash{\tilde{O}(dH^2\sqrt{T})}$…

Artificial Intelligence · Computer Science 2026-05-20 Pierre Boudart , Pierre Gaillard , Alessandro Rudi

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

Machine Learning · Computer Science 2026-03-31 Kihyun Yu , Seoungbin Bae , Dabeen Lee

This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…

Networking and Internet Architecture · Computer Science 2017-01-19 M. Sadegh Talebi , Zhenhua Zou , Richard Combes , Alexandre Proutiere , Mikael Johansson

Multi-agent systems (MAS) are central to applications such as swarm robotics and traffic routing, where agents must coordinate in a decentralized manner to achieve a common objective. Stochastic Shortest Path (SSP) problems provide a…

Machine Learning · Computer Science 2025-12-16 Utkarsh U. Chavan , Prashant Trivedi , Nandyala Hemachandra

We study the sample complexity of learning an $\epsilon$-optimal policy in the Stochastic Shortest Path (SSP) problem. We first derive sample complexity bounds when the learner has access to a generative model. We show that there exists a…

Machine Learning · Computer Science 2022-10-12 Liyu Chen , Andrea Tirinzoni , Matteo Pirotta , Alessandro Lazaric

We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…

Machine Learning · Computer Science 2022-05-27 Liyu Chen , Haipeng Luo

We study the adversarial Stochastic Shortest Path (SSP) problem with sparse costs under full-information feedback. In the known transition setting, existing bounds based on Online Mirror Descent (OMD) with negative-entropy regularization…

Machine Learning · Computer Science 2025-11-04 Emmeran Johnson , Alberto Rumi , Ciara Pike-Burke , Patrick Rebeschini
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