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This work considers the sample complexity of obtaining an $\varepsilon$-optimal policy in an average reward Markov Decision Process (AMDP), given access to a generative model (simulator). When the ground-truth MDP is weakly communicating,…

机器学习 · 计算机科学 2022-12-02 Jinghan Wang , Mengdi Wang , Lin F. Yang

In this paper we consider the problem of learning an $\epsilon$-optimal policy for a discounted Markov Decision Process (MDP). Given an MDP with $S$ states, $A$ actions, the discount factor $\gamma \in (0,1)$, and an approximation threshold…

机器学习 · 计算机科学 2020-12-25 Zihan Zhang , Yuan Zhou , Xiangyang Ji

We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. For weakly communicating MDPs, we establish the complexity bound…

机器学习 · 计算机科学 2025-02-25 Matthew Zurek , Yudong Chen

We revisit the identification of an $\varepsilon$-optimal policy in average-reward Markov Decision Processes (MDP). In such MDPs, two measures of complexity have appeared in the literature: the diameter, $D$, and the optimal bias span, $H$,…

机器学习 · 计算机科学 2024-05-28 Adrienne Tuynman , Rémy Degenne , Emilie Kaufmann

We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. We establish the complexity bound $\widetilde{O}\left(SA\frac{H}{\varepsilon^2}…

机器学习 · 计算机科学 2024-03-21 Matthew Zurek , Yudong Chen

Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained…

机器学习 · 计算机科学 2025-09-23 Yukuan Wei , Xudong Li , Lin F. Yang

We prove new upper and lower bounds for sample complexity of finding an $\epsilon$-optimal policy of an infinite-horizon average-reward Markov decision process (MDP) given access to a generative model. When the mixing time of the…

机器学习 · 计算机科学 2021-06-15 Yujia Jin , Aaron Sidford

We resolve the open question regarding the sample complexity of policy learning for maximizing the long-run average reward associated with a uniformly ergodic Markov decision process (MDP), assuming a generative model. In this context, the…

机器学习 · 计算机科学 2024-02-14 Shengbo Wang , Jose Blanchet , Peter Glynn

In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

最优化与控制 · 数学 2019-06-07 Aaron Sidford , Mengdi Wang , Xian Wu , Lin F. Yang , Yinyu Ye

In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this question by providing…

机器学习 · 计算机科学 2022-11-22 Sharan Vaswani , Lin F. Yang , Csaba Szepesvári

We study the sample complexity of finding an $\varepsilon$-optimal policy in average-reward Markov Decision Processes (MDPs) with a generative model. The minimax optimal span-based complexity of $\widetilde{O}(SAH/\varepsilon^2)$, where $H$…

机器学习 · 计算机科学 2025-06-02 Matthew Zurek , Yudong Chen

We study the sample complexity of the plug-in approach for learning $\varepsilon$-optimal policies in average-reward Markov decision processes (MDPs) with a generative model. The plug-in approach constructs a model estimate then computes an…

机器学习 · 计算机科学 2025-02-12 Matthew Zurek , Yudong Chen

We consider the problem of designing sample efficient learning algorithms for infinite horizon discounted reward Markov Decision Process. Specifically, we propose the Accelerated Natural Policy Gradient (ANPG) algorithm that utilizes an…

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

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

机器学习 · 计算机科学 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

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

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

机器学习 · 计算机科学 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

计算复杂性 · 计算机科学 2017-05-24 Yichen Chen , Mengdi Wang

In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

数据结构与算法 · 计算机科学 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

机器学习 · 计算机科学 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

Motivated by practical applications where stable long-term performance is critical-such as robotics, operations research, and healthcare-we study the problem of distributionally robust (DR) average-reward reinforcement learning. We propose…

机器学习 · 计算机科学 2026-02-03 Zijun Chen , Shengbo Wang , Nian Si
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