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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 study infinite-horizon average-reward reinforcement learning (RL) for Lipschitz MDPs, a broad class that subsumes several important classes such as linear and RKHS MDPs, function approximation frameworks, and develop an adaptive…

机器学习 · 计算机科学 2026-02-03 Avik Kar , Rahul Singh

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 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 regret minimization for reinforcement learning (RL) in Latent Markov Decision Processes (LMDPs) with context in hindsight. We design a novel model-based algorithmic framework which can be instantiated with both a model-optimistic…

机器学习 · 计算机科学 2023-05-23 Runlong Zhou , Ruosong Wang , Simon S. Du

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 study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

机器学习 · 计算机科学 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

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

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

机器学习 · 计算机科学 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

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…

机器学习 · 统计学 2014-11-04 Ian Osband , Benjamin Van Roy

We study gap-dependent performance guarantees for nearly minimax-optimal algorithms in reinforcement learning with linear function approximation. While prior works have established gap-dependent regret bounds in this setting, existing…

机器学习 · 统计学 2026-02-25 Haochen Zhang , Zhong Zheng , Lingzhou Xue

While quantum reinforcement learning (RL) has attracted a surge of attention recently, its theoretical understanding is limited. In particular, it remains elusive how to design provably efficient quantum RL algorithms that can address the…

量子物理 · 物理学 2024-06-14 Han Zhong , Jiachen Hu , Yecheng Xue , Tongyang Li , Liwei Wang

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

机器学习 · 计算机科学 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

Modern tasks in reinforcement learning have large state and action spaces. To deal with them efficiently, one often uses predefined feature mapping to represent states and actions in a low-dimensional space. In this paper, we study…

机器学习 · 计算机科学 2021-02-24 Dongruo Zhou , Jiafan He , Quanquan Gu

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…

机器学习 · 计算机科学 2019-05-07 Lin F. Yang , Chengzhuo Ni , Mengdi Wang

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based…

机器学习 · 计算机科学 2023-01-10 Arnob Ghosh , Xingyu Zhou , Ness Shroff

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient…

机器学习 · 计算机科学 2022-01-04 Tianhao Wang , Dongruo Zhou , Quanquan Gu

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

机器学习 · 计算机科学 2020-04-01 Shipra Agrawal , Randy Jia

We present two Policy Gradient-based algorithms with general parametrization in the context of infinite-horizon average reward Markov Decision Process (MDP). The first one employs Implicit Gradient Transport for variance reduction, ensuring…

机器学习 · 计算机科学 2025-05-13 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

Recent studies have shown that episodic reinforcement learning (RL) is not more difficult than contextual bandits, even with a long planning horizon and unknown state transitions. However, these results are limited to either tabular Markov…

机器学习 · 计算机科学 2022-05-24 Dongruo Zhou , Quanquan Gu