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相关论文: A Model-free Learning Algorithm for Infinite-horiz…

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Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

机器学习 · 计算机科学 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

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

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

机器学习 · 计算机科学 2023-06-29 Zihan Zhang , Qiaomin Xie

We study regret minimization for infinite-horizon average-reward Markov Decision Processes (MDPs) under cost constraints. We start by designing a policy optimization algorithm with carefully designed action-value estimator and bonus term,…

机器学习 · 计算机科学 2022-02-02 Liyu Chen , Rahul Jain , Haipeng Luo

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 model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…

机器学习 · 计算机科学 2022-07-19 Yi Xiong , Ningyuan Chen , Xuefeng Gao , Xiang Zhou

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

机器学习 · 计算机科学 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

机器学习 · 计算机科学 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

机器学习 · 计算机科学 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

We propose the first model-free algorithm that achieves low regret performance for decentralized learning in two-player zero-sum tabular stochastic games with infinite-horizon average-reward objective. In decentralized learning, the…

机器学习 · 计算机科学 2023-01-16 Romain Cravic , Nicolas Gast , Bruno Gaujal

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

机器学习 · 计算机科学 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

机器学习 · 计算机科学 2024-10-15 Jaehyun Park , Junyeop Kwon , Dabeen Lee

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

机器学习 · 计算机科学 2022-10-18 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi

In this paper, we introduce Randomized Q-learning (RandQL), a novel randomized model-free algorithm for regret minimization in episodic Markov Decision Processes (MDPs). To the best of our knowledge, RandQL is the first tractable model-free…

In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

机器学习 · 计算机科学 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

This paper presents the first model-free, simulator-free reinforcement learning algorithm for Constrained Markov Decision Processes (CMDPs) with sublinear regret and zero constraint violation. The algorithm is named Triple-Q because it…

机器学习 · 计算机科学 2021-10-26 Honghao Wei , Xin Liu , Lei Ying

We study the reinforcement learning problem in the setting of finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states, $A$ actions, and episode length $H$. We propose a model-free algorithm UCB-Advantage and prove that it…

机器学习 · 计算机科学 2020-06-09 Zihan Zhang , Yuan Zhou , Xiangyang Ji

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

机器学习 · 计算机科学 2022-12-13 Alekh Agarwal , Yujia Jin , Tong Zhang

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 model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…

机器学习 · 计算机科学 2022-08-23 Weichao Mao , Kaiqing Zhang , Ruihao Zhu , David Simchi-Levi , Tamer Başar
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