相关论文: Randomized Exploration for Reinforcement Learning …

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

We study model-based reinforcement learning in an unknown finite communicating Markov decision process. We propose a simple algorithm that leverages a variance based confidence interval. We show that the proposed algorithm, UCRL-V, achieves…

Recent studies in reinforcement learning (RL) have made significant progress by leveraging function approximation to alleviate the sample complexity hurdle for better performance. Despite the success, existing provably efficient algorithms…

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…

We consider the problem of provably optimal exploration in reinforcement learning for finite horizon MDPs. We show that an optimistic modification to value iteration achieves a regret bound of $\tilde{O}( \sqrt{HSAT} + H^2S^2A+H\sqrt{T})$…

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.…

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…

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…

Model-based Reinforcement Learning (MBRL) has been widely adapted due to its sample efficiency. However, existing worst-case regret analysis typically requires optimistic planning, which is not realistic in general. In contrast, motivated…

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

In this paper, we study reinforcement learning in Markov Decision Processes with Probabilistic Reward Machines (PRMs), a form of non-Markovian reward commonly found in robotics tasks. We design an algorithm for PRMs that achieves a regret…

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new…

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities depend on both states and controls while states are…

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…

Reinforcement Learning (RL) has been able to solve hard problems such as playing Atari games or solving the game of Go, with a unified approach. Yet modern deep RL approaches are still not widely used in real-world applications. One reason…

We study the problem of episodic reinforcement learning in continuous state-action spaces with unknown rewards and transitions. Specifically, we consider the setting where the rewards and transitions are modeled using parametric bilinear…

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

We study reward-free reinforcement learning (RL) under general non-linear function approximation, and establish sample efficiency and hardness results under various standard structural assumptions. On the positive side, we propose the…