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We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

机器学习 · 计算机科学 2020-04-01 Shipra Agrawal , Randy Jia

We study agents acting in an unknown environment where the agent's goal is to find a robust policy. We consider robust policies as policies that achieve high cumulative rewards for all possible environments. To this end, we consider agents…

The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

机器学习 · 统计学 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

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

We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…

最优化与控制 · 数学 2017-09-12 Xiaohan Wei , Hao Yu , Michael J. Neely

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

机器学习 · 计算机科学 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

机器学习 · 计算机科学 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

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 study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…

机器学习 · 计算机科学 2023-04-10 Donghao Ying , Yuhao Ding , Javad Lavaei

We study sequential decision-making in time-varying Markov decision processes (TVMDPs) under limited update rates, where the decision-maker observes the system and updates its model only intermittently. Such settings arise in applications…

系统与控制 · 电气工程与系统科学 2026-04-16 Negin Musavi , Melkior Ornik

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

机器学习 · 计算机科学 2025-11-19 Jiashuo Jiang , Yinyu Ye

We propose a new regret minimization algorithm for episodic sparse linear Markov decision process (SMDP) where the state-transition distribution is a linear function of observed features. The only previously known algorithm for SMDP…

机器学习 · 统计学 2023-10-25 Wonyoung Kim , Garud Iyengar , Assaf Zeevi

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

机器学习 · 计算机科学 2021-06-29 Damianos Tranos , Alexandre Proutiere

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 present the first gap-dependent analysis of regret and communication cost for on-policy federated $Q$-Learning in tabular episodic finite-horizon Markov decision processes (MDPs). Existing FRL methods focus on worst-case scenarios,…

机器学习 · 统计学 2025-09-19 Haochen Zhang , Zhong Zheng , Lingzhou Xue

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

In many sequential decision-making problems, the goal is to optimize a utility function while satisfying a set of constraints on different utilities. This learning problem is formalized through Constrained Markov Decision Processes (CMDPs).…

机器学习 · 计算机科学 2020-03-05 Yonathan Efroni , Shie Mannor , Matteo Pirotta

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

机器学习 · 计算机科学 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

机器学习 · 计算机科学 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

We consider a stochastic inventory control problem under censored demands, lost sales, and positive lead times. This is a fundamental problem in inventory management, with significant literature establishing near-optimality of a simple…

机器学习 · 计算机科学 2019-05-14 Shipra Agrawal , Randy Jia