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In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

Machine Learning · Computer Science 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Large language models (LLMs) are increasingly deployed as "agents" for decision-making (DM) in interactive and dynamic environments. Yet, since they were not originally designed for DM, recent studies show that LLMs can struggle even in…

Artificial Intelligence · Computer Science 2025-11-07 Chanwoo Park , Ziyang Chen , Asuman Ozdaglar , Kaiqing Zhang

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

In reinforcement learning, experience replay stores past samples for further reuse. Prioritized sampling is a promising technique to better utilize these samples. Previous criteria of prioritization include TD error, recentness and…

Machine Learning · Computer Science 2021-11-10 Xu-Hui Liu , Zhenghai Xue , Jing-Cheng Pang , Shengyi Jiang , Feng Xu , Yang Yu

In this work, we consider the regret minimization problem for reinforcement learning in latent Markov Decision Processes (LMDP). In an LMDP, an MDP is randomly drawn from a set of $M$ possible MDPs at the beginning of the interaction, but…

Machine Learning · Computer Science 2021-02-10 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We consider the problem of learning to optimize an unknown Markov decision process (MDP). We show that, if the MDP can be parameterized within some known function class, we can obtain regret bounds that scale with the dimensionality, rather…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

Reinforcement learning has been shown to perform a range of complex tasks through interaction with an environment or collected leveraging experience. However, many of these approaches presume optimal or near optimal experiences or the…

Machine Learning · Computer Science 2021-09-21 Chapman Siu , Jason Traish , Richard Yi Da Xu

We enable efficient and effective coordination in unpredictable environments, i.e., in environments whose future evolution is unknown a priori and even adversarial. We are motivated by the future of autonomy that involves multiple robots…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Zirui Xu , Hongyu Zhou , Vasileios Tzoumas

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

Lifelong reinforcement learning provides a promising framework for developing versatile agents that can accumulate knowledge over a lifetime of experience and rapidly learn new tasks by building upon prior knowledge. However, current…

Machine Learning · Computer Science 2015-05-22 Haitham Bou Ammar , Rasul Tutunov , Eric Eaton

Policy optimization methods are popular reinforcement learning algorithms in practice. Recent works have built theoretical foundation for them by proving $\sqrt{T}$ regret bounds even when the losses are adversarial. Such bounds are tight…

Machine Learning · Computer Science 2023-02-21 Christoph Dann , Chen-Yu Wei , Julian Zimmert

In cooperative multiagent planning, it can often be beneficial for an agent to make commitments about aspects of its behavior to others, allowing them in turn to plan their own behaviors without taking the agent's detailed behavior into…

Artificial Intelligence · Computer Science 2017-03-16 Qi Zhang , Satinder Singh , Edmund Durfee

Towards bridging classical optimal control and online learning, regret minimization has recently been proposed as a control design criterion. This competitive paradigm penalizes the loss relative to the optimal control actions chosen by a…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

We study sequential decision-making when the agent's internal model class is misspecified. Within the infinite-horizon Berk-Nash framework, stable behavior arises as a fixed point: the agent acts optimally relative to a subjective model,…

Computer Science and Game Theory · Computer Science 2026-03-17 Quanyan Zhu , Zhengye Han

Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…

Machine Learning · Statistics 2024-10-28 Ziping Xu , Kelly W. Zhang , Susan A. Murphy

Regret analysis is challenging in Multi-Agent Reinforcement Learning (MARL) primarily due to the dynamical environments and the decentralized information among agents. We attempt to solve this challenge in the context of decentralized…

Machine Learning · Computer Science 2020-01-29 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

Online bilevel optimization (OBO) has emerged as a powerful framework for many machine learning problems. Prior works have developed several algorithms that minimize the standard bilevel local regret or the window-averaged bilevel local…

Machine Learning · Computer Science 2026-05-12 Tingkai Jia , Haiguang Wang , Cheng Chen

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Machine Learning · Statistics 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi
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