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We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

机器学习 · 计算机科学 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

机器学习 · 统计学 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

机器学习 · 计算机科学 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

机器学习 · 计算机科学 2020-01-01 Zihan Zhang , Xiangyang Ji

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of…

机器学习 · 计算机科学 2021-02-11 Botao Hao , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

State-of-the-art efficient model-based Reinforcement Learning (RL) algorithms typically act by iteratively solving empirical models, i.e., by performing \emph{full-planning} on Markov Decision Processes (MDPs) built by the gathered…

机器学习 · 计算机科学 2019-11-01 Yonathan Efroni , Nadav Merlis , Mohammad Ghavamzadeh , Shie Mannor

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…

机器学习 · 计算机科学 2021-02-26 Nevena Lazic , Dong Yin , Yasin Abbasi-Yadkori , Csaba Szepesvari

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

机器学习 · 计算机科学 2023-08-07 Jonatha Anselmi , Bruno Gaujal , Louis-Sébastien Rebuffi

We provide improved gap-dependent regret bounds for reinforcement learning in finite episodic Markov decision processes. Compared to prior work, our bounds depend on alternative definitions of gaps. These definitions are based on the…

机器学习 · 计算机科学 2021-10-27 Christoph Dann , Teodor V. Marinov , Mehryar Mohri , Julian Zimmert

We propose an epoch-based reinforcement learning algorithm for infinite-horizon average-cost Markov decision processes (MDPs) that leverages a partial order over a policy class. In this structure, $\pi' \leq \pi$ if data collected under…

机器学习 · 统计学 2025-08-07 Zhongjun Zhang , Shipra Agrawal , Ilan Lobel , Sean R. Sinclair , Christina Lee Yu

We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…

机器学习 · 计算机科学 2021-12-28 Ahmed Touati , Pascal Vincent

The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

机器学习 · 统计学 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

We introduce a new framework of episodic tabular Markov decision processes (MDPs) with adversarial preferences, which we refer to as preference-based MDPs (PbMDPs). Unlike standard episodic MDPs with adversarial losses, where the numerical…

机器学习 · 计算机科学 2025-07-17 Taira Tsuchiya , Shinji Ito , Haipeng Luo

Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high ``burn-in'' costs and…

机器学习 · 计算机科学 2026-03-26 Guy Zamir , Matthew Zurek , Yudong Chen

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

机器学习 · 计算机科学 2024-07-03 Xuefeng Gao , Xun Yu Zhou

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

最优化与控制 · 数学 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an…

机器学习 · 计算机科学 2019-09-11 Pratik Gajane , Ronald Ortner , Peter Auer

Solving Partially Observable Markov Decision Processes (POMDPs) is hard. Learning optimal controllers for POMDPs when the model is unknown is harder. Online learning of optimal controllers for unknown POMDPs, which requires efficient…

机器学习 · 计算机科学 2021-06-16 Mehdi Jafarnia-Jahromi , Rahul Jain , Ashutosh Nayyar

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…

机器学习 · 计算机科学 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

机器学习 · 计算机科学 2021-06-29 Damianos Tranos , Alexandre Proutiere