相关论文: A Doubly Robust Approach to Sparse Reinforcement L…

In this work, we study the low-rank MDPs with adversarially changed losses in the full-information feedback setting. In particular, the unknown transition probability kernel admits a low-rank matrix decomposition \citep{REPUCB22}, and the…

In many applications of Reinforcement Learning (RL), it is critically important that the algorithm performs safely, such that instantaneous hard constraints are satisfied at each step, and unsafe states and actions are avoided. However,…

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…

We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an…

We consider the online sparse linear regression problem, which is the problem of sequentially making predictions observing only a limited number of features in each round, to minimize regret with respect to the best sparse linear regressor,…

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…

We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

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…

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews…

Markov decision processes (MDPs) are widely used in modeling decision making problems in stochastic environments. However, precise specification of the reward functions in MDPs is often very difficult. Recent approaches have focused on…

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…

Solving Partially Observable Markov Decision Processes (POMDPs) is hard. Learning optimal controllers for POMDPs when the model is unknown is harder. Online learning of optimal controllers for unknown POMDPs, which requires efficient…

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

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…

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…