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Policy learning in modern operations environments faces a fundamental tension between limited operational data and the large, often continuous, state and action spaces over which good decisions must be identified and deployed. We study…

最优化与控制 · 数学 2026-05-27 Shengbo Wang , Jose Blanchet , Peter Glynn

We consider learning in an adversarial Markov Decision Process (MDP) where the loss functions can change arbitrarily over $K$ episodes and the state space can be arbitrarily large. We assume that the Q-function of any policy is linear in…

机器学习 · 计算机科学 2023-06-05 Yan Dai , Haipeng Luo , Chen-Yu Wei , Julian Zimmert

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

机器学习 · 计算机科学 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

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 study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

机器学习 · 计算机科学 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

We consider an agent interacting with an environment in a single stream of actions, observations, and rewards, with no reset. This process is not assumed to be a Markov Decision Process (MDP). Rather, the agent has several representations…

机器学习 · 计算机科学 2013-03-19 Odalric-Ambrym Maillard , Phuong Nguyen , Ronald Ortner , Daniil Ryabko

Despite rapid progress in theoretical reinforcement learning (RL) over the last few years, most of the known guarantees are worst-case in nature, failing to take advantage of structure that may be known a priori about a given RL problem at…

机器学习 · 计算机科学 2021-10-26 Noah Golowich , Ankur Moitra

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 introduce \texttt{OPO-CMDP}, the first policy optimization algorithm for stochastic Contextual Markov Decision Process (CMDPs) under general offline function approximation. Our approach achieves a high probability regret bound of…

机器学习 · 计算机科学 2026-02-17 Orin Levy , Aviv Rosenberg , Alon Cohen , Yishay Mansour

We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

机器学习 · 计算机科学 2022-04-13 Constantinos Daskalakis , Noah Golowich

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

机器学习 · 计算机科学 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

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

We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

机器学习 · 计算机科学 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

机器学习 · 计算机科学 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

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 present the first regret bound for classical online Q-learning in infinite-horizon discounted Markov decision processes (MDPs), without relying on optimism or bonus terms. We first analyze Boltzmann Q-learning with decaying temperature…

机器学习 · 计算机科学 2026-05-18 Rahul Singh , Siddharth Chandak , Eric Moulines , Vivek S. Borkar , Nicholas Bambos

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

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

机器学习 · 计算机科学 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

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

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

机器学习 · 计算机科学 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan
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