arXiv Machine Learning

Near-Optimal Sample Complexity Bounds for Constrained Average-Reward MDPs

arXiv:2509. 16586v2 Announce Type: replace Abstract: Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model.

arXiv Machine Learning
Jun 16

Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process

arXiv:2606. 16729v1 Announce Type: new Abstract: While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model.

By Jongmin Lee, Ernest K. Ryu, Vaneet Aggarwal
arXiv Machine Learning
Jul 28

Finite-Time Analysis of the Natural Policy Gradient in Finite-Horizon Markov Decision Processes

arXiv:2607. 22982v1 Announce Type: new Abstract: Natural Policy Gradient (NPG) is a well-established Reinforcement Learning algorithm that underlies widely used methods such as Trust Region Policy Optimization and Proximal Policy Optimization, both of which have demonstrated strong empirical success.

By Asha Barua, Sajad Khodadadian
arXiv Machine Learning
5d ago

Decentralized Multi-Player Q-Learning in Episodic Markov Decision Processes with Information Asymmetry

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 Machine Learning
Jul 14

Lower Bound on the Cumulative Constrained Violation for the OGD+Projection algorithm for Constrained Online Convex Optimization (COCO)

arXiv:2607. 10808v1 Announce Type: new Abstract: The problem of constrained online convex optimization is considered, where at each round, once a learner commits to an action $x_t \in \mathcal{X} \subset \mathbb{R}^d$, a convex loss function $f_t$ and a convex constraint function $g_t$ that drives the constraint $g_t(x)\le 0$ are revealed.

By Haricharan Balasundaram, Karthick Krishna Mahendran, Rahul Vaze