arXiv:2605.15692v2 Announce Type: replace-cross
Abstract: We study episodic reinforcement learning with fixed reward and transition functions, but with episode-dependent admissible action sets that a...
By Zijun Chen, Zihan Zhang
arXiv:2609.36486v1 Announce Type: new
Abstract: We study an unknown-transition finite-horizon Markov decision process (MDP) with a finite collection of known reward functions $\{r^1, r^2, \ldots, r^M...
By Zijun Chen, Zihan Zhang
arXiv:2608.24731v1 Announce Type: new
Abstract: We settle the minimax-optimal alternating regret, a regret notion motivated by alternating learning dynamics in games, for both online linear optimizat...
By Yixin Tao, Weiqiang Zheng
arXiv:2608. 25182v1 Announce Type: cross Abstract: In this paper, we study alternating regret in online convex optimization (OCO), motivated by the success of alternating learning dynamics in two-player games.
By Mengxiao Zhang
arXiv:2602. 09474v2 Announce Type: replace Abstract: We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode.
By Ofir Schlisselberg, Tal Lancewicki, Yishay Mansour
arXiv:2608. 15996v1 Announce Type: new Abstract: We study second-order path-length regret in adversarial $K$-armed bandits against oblivious loss sequences.
By Mengxiao Zhang
arXiv:2606. 27448v1 Announce Type: new Abstract: This paper studies the problem of regret minimization in Markovian bandits with \emph{non-observable states} and possibly \emph{constrained} decision epochs.
By Thomas Hira, Victor Boone, Urtzi Ayesta, Ina Maria Verloop
arXiv:2609.37660v1 Announce Type: new
Abstract: We study nonpreemptive contextual queueing bandits in a single-server system. Each job is represented by a $d$-dimensional context vector; in each roun...
By Wansoo Choi, Seoungbin Bae, Dabeen Lee
arXiv:2608. 12753v1 Announce Type: new Abstract: We study decentralized multi-player reinforcement learning in episodic tabular Markov decision processes (MDPs) under three forms of information asymmetry: (A) unobserved actions with common rewards, (B) observed actions with independent rewards, and (C) unobserved actions with independent rewards.
By Larissa Xu, King Bi, William Chang
arXiv:2609.39093v1 Announce Type: new
Abstract: We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the weakly communicating assumption. Existing high-probabi...
By Kihyun Yu, Seoungbin Bae, Dabeen Lee
arXiv:2609.15170v1 Announce Type: new
Abstract: We study stochastic linear contextual bandits with arbitrary action menus that may depend on the fixed parameter and the interaction history. We establ...
By Tianyuan Jin
In bandit problems, standard regret-minimizing algorithms treat exploration as an amortized cost, which can expose early participants to unfair ex-ante losses in settings such as clinical trials. Recent work addresses this by evaluating the sequence of per-round expected rewards through the generalized $p$-mean, interpolating between utilitarian welfare ($p=1$), Nash welfare ($p\to0$), and Rawlsian fairness ($p\to-\infty$).