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In this paper, we consider federated reinforcement learning for tabular episodic Markov Decision Processes (MDP) where, under the coordination of a central server, multiple agents collaboratively explore the environment and learn an optimal…

机器学习 · 计算机科学 2024-05-09 Zhong Zheng , Fengyu Gao , Lingzhou Xue , Jing Yang

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

We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

机器学习 · 计算机科学 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

We introduce causal Markov Decision Processes (C-MDPs), a new formalism for sequential decision making which combines the standard MDP formulation with causal structures over state transition and reward functions. Many contemporary and…

机器学习 · 统计学 2021-02-16 Yangyi Lu , Amirhossein Meisami , Ambuj Tewari

We consider the infinite-horizon linear Markov Decision Processes (MDPs), where the transition probabilities of the dynamic model can be linearly parameterized with the help of a predefined low-dimensional feature mapping. While the…

机器学习 · 计算机科学 2023-10-19 Yu-Heng Hung , Ping-Chun Hsieh , Akshay Mete , P. R. Kumar

A fundamental question in reinforcement learning is whether model-free algorithms are sample efficient. Recently, Jin et al. \cite{jin2018q} proposed a Q-learning algorithm with UCB exploration policy, and proved it has nearly optimal…

机器学习 · 计算机科学 2019-09-30 Kefan Dong , Yuanhao Wang , Xiaoyu Chen , Liwei Wang

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 study the constant regret guarantees in reinforcement learning (RL). Our objective is to design an algorithm that incurs only finite regret over infinite episodes with high probability. We introduce an algorithm, Cert-LSVI-UCB, for…

机器学习 · 计算机科学 2024-12-13 Weitong Zhang , Zhiyuan Fan , Jiafan He , Quanquan Gu

We consider the problem of constrained Markov Decision Process (CMDP) where an agent interacts with a unichain Markov Decision Process. At every interaction, the agent obtains a reward. Further, there are $K$ cost functions. The agent aims…

机器学习 · 计算机科学 2022-06-22 Mridul Agarwal , Qinbo Bai , Vaneet Aggarwal

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

Robust Markov decision processes (MDPs) address the challenge of model uncertainty by optimizing the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on the robust average-reward MDPs under the model-free…

机器学习 · 计算机科学 2023-05-19 Yue Wang , Alvaro Velasquez , George Atia , Ashley Prater-Bennette , Shaofeng Zou

A scalable and resource-efficient quantum reinforcement learning framework is presented that eliminates the linear qubit-scaling barrier in multi-step quantum Markov decision processes (QMDPs). The proposed framework integrates a QMDP…

量子物理 · 物理学 2026-04-23 Thet Htar Su , Shaswot Shresthamali , Masaaki Kondo

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

机器学习 · 计算机科学 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

We investigate an infinite-horizon average reward Markov Decision Process (MDP) with delayed, composite, and partially anonymous reward feedback. The delay and compositeness of rewards mean that rewards generated as a result of taking an…

机器学习 · 计算机科学 2023-08-29 Washim Uddin Mondal , Vaneet Aggarwal

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

最优化与控制 · 数学 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

This paper offers a new hybrid probably approximately correct (PAC) reinforcement learning (RL) algorithm for Markov decision processes (MDPs) that intelligently maintains favorable features of its parents. The designed algorithm, referred…

机器学习 · 计算机科学 2021-01-29 Ashkan Zehfroosh , Herbert G. Tanner

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 consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

机器学习 · 计算机科学 2021-06-15 Gergely Neu , Julia Olkhovskaya

We investigate online Markov Decision Processes (MDPs) with adversarially changing loss functions and known transitions. We choose dynamic regret as the performance measure, defined as the performance difference between the learner and any…

机器学习 · 计算机科学 2022-08-29 Peng Zhao , Long-Fei Li , Zhi-Hua Zhou