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This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…

Machine Learning · Computer Science 2025-03-11 Max Buckley , Konstantinos Papathanasiou , Andreas Spanopoulos

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

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…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Online safe reinforcement learning (RL) plays a key role in dynamic environments, with applications in autonomous driving, robotics, and cybersecurity. The objective is to learn optimal policies that maximize rewards while satisfying safety…

Machine Learning · Computer Science 2025-06-03 Jiahui Zhu , Kihyun Yu , Dabeen Lee , Xin Liu , Honghao Wei

Prior authorization (PA) requires interpretation of complex and fragmented coverage policies, yet existing retrieval-augmented systems rely on static top-$K$ strategies with fixed numbers of retrieved sections. Such fixed retrieval can be…

Information Retrieval · Computer Science 2026-04-08 Ruslan Sharifullin , Maxim Gorshkov , Hannah Clay

Developing theoretical guarantees on the sample complexity of offline RL methods is an important step towards making data-hungry RL algorithms practically viable. Currently, most results hinge on unrealistic assumptions about the data…

Machine Learning · Computer Science 2024-05-02 Sunil Madhow , Dan Qiao , Ming Yin , Yu-Xiang Wang

Abstraction of Markov Decision Processes is a useful tool for solving complex problems, as it can ignore unimportant aspects of an environment, simplifying the process of learning an optimal policy. In this paper, we propose a new algorithm…

Machine Learning · Computer Science 2021-04-20 Ondrej Biza , Robert Platt

We study a novel setting in Online Markov Decision Processes (OMDPs) where the loss function is chosen by a non-oblivious strategic adversary who follows a no-external regret algorithm. In this setting, we first demonstrate that MDP-Expert,…

Machine Learning · Computer Science 2023-01-31 Le Cong Dinh , David Henry Mguni , Long Tran-Thanh , Jun Wang , Yaodong Yang

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

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

We study the problem of offline imitation learning in Markov decision processes (MDPs), where the goal is to learn a well-performing policy given a dataset of state-action pairs generated by an expert policy. Complementing a recent line of…

Machine Learning · Computer Science 2026-01-09 Antoine Moulin , Gergely Neu , Luca Viano

In many sequential decision-making problems, the goal is to optimize a utility function while satisfying a set of constraints on different utilities. This learning problem is formalized through Constrained Markov Decision Processes (CMDPs).…

Machine Learning · Computer Science 2020-03-05 Yonathan Efroni , Shie Mannor , Matteo Pirotta

The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…

Machine Learning · Computer Science 2023-09-20 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Several recent works have proposed instance-dependent upper bounds on the number of episodes needed to identify, with probability $1-\delta$, an $\varepsilon$-optimal policy in finite-horizon tabular Markov Decision Processes (MDPs). These…

Machine Learning · Statistics 2023-11-13 Aymen Al-Marjani , Andrea Tirinzoni , Emilie Kaufmann

Markov Decision Processes (MDPs) often exhibit significant redundancy due to symmetries and shared structure across state-goal pairs in real-world Goal-Conditioned Reinforcement Learning (GCRL). While hierarchical policies have been…

Machine Learning · Computer Science 2026-05-22 Clarisse Wibault , Alexander Goldie , Antonio Villares , Maike Osborne , Jakob Foerster

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

We investigate the problem of best-policy identification in discounted Markov Decision Processes (MDPs) when the learner has access to a generative model. The objective is to devise a learning algorithm returning the best policy as early as…

Machine Learning · Statistics 2021-05-11 Aymen Al Marjani , Alexandre Proutiere

We study the statistical complexity of offline decision-making with function approximation, establishing (near) minimax-optimal rates for stochastic contextual bandits and Markov decision processes. The performance limits are captured by…

Machine Learning · Computer Science 2025-01-14 Thanh Nguyen-Tang , Raman Arora

This work provides a novel interpretation of Markov Decision Processes (MDP) from the online optimization viewpoint. In such an online optimization context, the policy of the MDP is viewed as the decision variable while the corresponding…

Machine Learning · Computer Science 2020-12-29 Tao Li , Guanze Peng , Quanyan Zhu

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang