Related papers: Lower bounds for ranking-based pivot rules
Monotonic policy improvement and off-policy learning are two main desirable properties for reinforcement learning algorithms. In this paper, by lower bounding the performance difference of two policies, we show that the monotonic policy…
For some time the discrete strategy improvement algorithm due to Jurdzinski and Voge had been considered as a candidate for solving parity games in polynomial time. However, it has recently been proved by Oliver Friedmann that the strategy…
We study the complexity of solving the \emph{generalized MinRank problem}, i.e. computing the set of points where the evaluation of a polynomial matrix has rank at most $r$. A natural algebraic representation of this problem gives rise to a…
Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…
It is well known that the most challenging question in optimization and discrete geometry is whether there is a strongly polynomial time simplex algorithm for linear programs (LPs). This paper gives a positive answer to this question by…
We consider the problem of maximizing an unknown function over a compact and convex set using as few observations as possible. We observe that the optimization of the function essentially relies on learning the induced bipartite ranking…
Mixed-integer programming (MIP) provides a powerful framework for optimization problems, with Branch-and-Cut (B&C) being the predominant algorithm in state-of-the-art solvers. The efficiency of B&C critically depends on heuristic policies…
We consider a policy gradient algorithm applied to a finite-arm bandit problem with Bernoulli rewards. We allow learning rates to depend on the current state of the algorithm, rather than use a deterministic time-decreasing learning rate.…
Pivoting methods are of vital importance for linear programming, the simplex method being the by far most well-known. In this paper, a primal-dual pair of linear programs in canonical form is considered. We show that there exists a sequence…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
Ranking entities such as algorithms, devices, methods, or models based on their performances, while accounting for application-specific preferences, is a challenge. To address this challenge, we establish the foundations of a universal…
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…
Parity games have witnessed several new quasi-polynomial algorithms since the breakthrough result of Calude et al. (STOC 2017). The combinatorial object underlying these approaches is a universal tree, as identified by Czerwi\'nski et al.…
Recently regular decision processes have been proposed as a well-behaved form of non-Markov decision process. Regular decision processes are characterised by a transition function and a reward function that depend on the whole history,…
The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…
This note provides upper bounds on the number of operations required to compute by value iterations a nearly optimal policy for an infinite-horizon discounted Markov decision process with a finite number of states and actions. For a given…
In this paper, we provide a novel algorithm for solving planning and learning problems of Markov decision processes. The proposed algorithm follows a policy iteration-type update by using a rank-one approximation of the transition…
The complexity of parity games is a long standing open problem that saw a major breakthrough in 2017 when two quasi-polynomial algorithms were published. This article presents a third, independent approach to solving parity games in…
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…
In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy…