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A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

机器学习 · 计算机科学 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

最优化与控制 · 数学 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

We study reinforcement learning with delayed state observation, where the agent observes the current state after some random number of time steps. We propose an algorithm that combines the augmentation method and the upper confidence bound…

机器学习 · 计算机科学 2026-03-05 Harin Lee , Kevin Jamieson

In recent years, significant attention has been directed towards learning average-reward Markov Decision Processes (MDPs). However, existing algorithms either suffer from sub-optimal regret guarantees or computational inefficiencies. In…

机器学习 · 计算机科学 2024-06-04 Victor Boone , Zihan Zhang

This paper gives the first polynomial-time algorithm for tabular Markov Decision Processes (MDP) that enjoys a regret bound \emph{independent on the planning horizon}. Specifically, we consider tabular MDP with $S$ states, $A$ actions, a…

机器学习 · 计算机科学 2022-06-17 Zihan Zhang , Xiangyang Ji , Simon S. Du

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

机器学习 · 计算机科学 2024-09-25 Woojin Chae , Dabeen Lee

We study infinite horizon Markov decision processes (MDPs) with "fast-slow" structure, where some state variables evolve rapidly ("fast states") while others change more gradually ("slow states"). This structure commonly arises in practice…

人工智能 · 计算机科学 2025-10-28 Yijia Wang , Daniel R. Jiang

The proximal policy optimization (PPO) algorithm stands as one of the most prosperous methods in the field of reinforcement learning (RL). Despite its success, the theoretical understanding of PPO remains deficient. Specifically, it is…

机器学习 · 计算机科学 2023-06-09 Han Zhong , Tong Zhang

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

人工智能 · 计算机科学 2009-12-30 Marcus Hutter

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

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…

机器学习 · 统计学 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

机器学习 · 计算机科学 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

机器学习 · 计算机科学 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

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 study model-free reinforcement learning (RL) algorithms in episodic non-stationary constrained Markov Decision Processes (CMDPs), in which an agent aims to maximize the expected cumulative reward subject to a cumulative constraint on the…

机器学习 · 计算机科学 2023-03-13 Honghao Wei , Arnob Ghosh , Ness Shroff , Lei Ying , Xingyu Zhou

Many real-world applications, such as those in medical domains, recommendation systems, etc, can be formulated as large state space reinforcement learning problems with only a small budget of the number of policy changes, i.e., low…

机器学习 · 计算机科学 2021-01-05 Minbo Gao , Tianle Xie , Simon S. Du , Lin F. Yang

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

系统与控制 · 电气工程与系统科学 2021-09-29 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

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

In this paper, we propose new problem-independent lower bounds on the sample complexity and regret in episodic MDPs, with a particular focus on the non-stationary case in which the transition kernel is allowed to change in each stage of the…

机器学习 · 计算机科学 2020-10-09 Omar Darwiche Domingues , Pierre Ménard , Emilie Kaufmann , Michal Valko

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

数据结构与算法 · 计算机科学 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully