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In this paper, we consider an infinite horizon average reward Markov Decision Process (MDP). Distinguishing itself from existing works within this context, our approach harnesses the power of the general policy gradient-based algorithm,…

机器学习 · 计算机科学 2024-02-06 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

In this paper, we investigate the problem of \textit{episodic reinforcement learning} with quantum oracles for state evolution. To this end, we propose an \textit{Upper Confidence Bound} (UCB) based quantum algorithmic framework to…

机器学习 · 计算机科学 2023-02-20 Bhargav Ganguly , Yulian Wu , Di Wang , Vaneet Aggarwal

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 propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

机器学习 · 计算机科学 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

We develop several new algorithms for learning Markov Decision Processes in an infinite-horizon average-reward setting with linear function approximation. Using the optimism principle and assuming that the MDP has a linear structure, we…

机器学习 · 计算机科学 2021-04-27 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Rahul Jain

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.…

机器学习 · 统计学 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We consider reinforcement learning for continuous-time Markov decision processes (MDPs) in the infinite-horizon, average-reward setting. In contrast to discrete-time MDPs, a continuous-time process moves to a state and stays there for a…

机器学习 · 计算机科学 2024-07-03 Xuefeng Gao , Xun Yu Zhou

Model-free reinforcement learning is known to be memory and computation efficient and more amendable to large scale problems. In this paper, two model-free algorithms are introduced for learning infinite-horizon average-reward Markov…

机器学习 · 计算机科学 2020-02-26 Chen-Yu Wei , Mehdi Jafarnia-Jahromi , Haipeng Luo , Hiteshi Sharma , Rahul Jain

This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear Markov decision processes (MDPs) and linear mixture MDPs under the Bellman optimality condition. While guaranteeing computational…

机器学习 · 计算机科学 2024-09-25 Woojin Chae , Dabeen Lee

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

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 the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

机器学习 · 计算机科学 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

This paper explores the realm of infinite horizon average reward Constrained Markov Decision Processes (CMDPs). To the best of our knowledge, this work is the first to delve into the regret and constraint violation analysis of average…

机器学习 · 计算机科学 2024-10-31 Qinbo Bai , Washim Uddin Mondal , Vaneet Aggarwal

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration…

机器学习 · 计算机科学 2020-12-10 Mehdi Jafarnia-Jahromi , Chen-Yu Wei , Rahul Jain , Haipeng Luo

We study model-based reinforcement learning with non-linear function approximation where the transition function of the underlying Markov decision process (MDP) is given by a multinomial logistic (MNL) model. We develop a provably efficient…

机器学习 · 计算机科学 2024-10-15 Jaehyun Park , Junyeop Kwon , Dabeen Lee

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…

机器学习 · 计算机科学 2026-02-10 Anirudh Satheesh , Vaneet Aggarwal

We study the regret of reinforcement learning from offline data generated by a fixed behavior policy in an infinite-horizon discounted Markov decision process (MDP). While existing analyses of common approaches, such as fitted $Q$-iteration…

机器学习 · 计算机科学 2023-07-13 Yichun Hu , Nathan Kallus , Masatoshi Uehara

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

机器学习 · 计算机科学 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

We present the first finite time global convergence analysis of policy gradient in the context of infinite horizon average reward Markov decision processes (MDPs). Specifically, we focus on ergodic tabular MDPs with finite state and action…

机器学习 · 计算机科学 2024-03-12 Navdeep Kumar , Yashaswini Murthy , Itai Shufaro , Kfir Y. Levy , R. Srikant , Shie Mannor

Constrained Markov Decision Processes (CMDPs) are one of the common ways to model safe reinforcement learning problems, where constraint functions model the safety objectives. Lagrangian-based dual or primal-dual algorithms provide…

机器学习 · 计算机科学 2023-08-31 Adrian Müller , Pragnya Alatur , Giorgia Ramponi , Niao He
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