相关论文: Learning Adversarial Markov Decision Processes wit…

We study meta-learning for adversarial multi-armed bandits. We consider the online-within-online setup, in which a player (learner) encounters a sequence of multi-armed bandit episodes. The player's performance is measured as regret against…

The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

We consider the adversarial Markov Decision Process (MDP) problem, where the rewards for the MDP can be adversarially chosen, and the transition function can be either known or unknown. In both settings, Follow-the-PerturbedLeader (FPL)…

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the unichain assumption and general policy parameterizations. Existing regret analyses for constrained reinforcement learning largely rely on…

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…

In the reinforcement learning literature, there are many algorithms developed for either Contextual Bandit (CB) or Markov Decision Processes (MDP) environments. However, when deploying reinforcement learning algorithms in the real world,…

We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…

We study reinforcement learning with linear function approximation, unknown transition, and adversarial losses in the bandit feedback setting. Specifically, we focus on linear mixture MDPs whose transition kernel is a linear mixture model.…

In this work, we consider the regret minimization problem for reinforcement learning in latent Markov Decision Processes (LMDP). In an LMDP, an MDP is randomly drawn from a set of $M$ possible MDPs at the beginning of the interaction, but…

In this paper, we study the problem of (finite horizon tabular) Markov decision processes (MDPs) with heavy-tailed rewards under the constraint of differential privacy (DP). Compared with the previous studies for private reinforcement…

Most learning algorithms with formal regret guarantees essentially rely on trying all possible behaviors, which is problematic when some errors cannot be recovered from. Instead, we allow the learning agent to ask for help from a mentor and…

In this paper, we investigate a variant of the classical stochastic Multi-armed Bandit (MAB) problem, where the payoff received by an agent (either cost or reward) is both delayed, and directly corresponds to the magnitude of the delay.…