arXiv AI

Q-Learning for Reachability in MEC-Free MDPs

The paper introduces Quasar, a model‑free Q‑learning algorithm that guarantees asymptotic convergence for reachability objectives in Markov Decision Processes that are free of non‑terminal maximal end components (MECs). Unlike prior model‑based methods, Quasar does not estimate transition probabilities, reducing memory usage from O(|S|²|A|) to O(|S||A|). Experiments on the Quantitative Verification Benchmark Set show that Quasar converges to optimal policies with far fewer samples than existing state‑of‑the‑art model‑based approaches.

arXiv Machine Learning
Jul 1

End-to-End Efficient RL for Linear Bellman Complete MDPs with Deterministic Transitions

arXiv:2603. 23461v2 Announce Type: replace Abstract: We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains linear.

By Zakaria Mhammedi, Alexander Rakhlin, Nneka Okolo
arXiv Machine Learning
Sep 24

Limiting-Kernel Q($\lambda$): Bridging Short and Long Horizons

Limiting‑Kernel Q(λ) (LKQL) is an off‑policy value estimator that blends n‑step truncation with a long‑horizon approximation based on the limiting kernel. It maintains the computational efficiency of n‑step methods while improving policy evaluation accuracy, especially for long‑horizon tasks. The authors prove faster convergence of LKQL’s operator under aperiodicity and near‑on‑policy conditions, and demonstrate empirical gains on MuJoCo continuous‑control benchmarks.

By Tolga Ok, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Mohamad Amin Sharifi Kolarijani
arXiv Machine Learning
Aug 24

Smart Exploration in Reinforcement Learning using Bounded Uncertainty Models

The paper introduces BUMEX, a reinforcement learning exploration strategy that leverages a set of prior models containing the true transition kernel and reward function. By optimizing over this model set, the method derives upper and lower bounds on the Q‑function to guide exploration, providing theoretical guarantees of convergence to the optimal policy. When the model set follows a bounded‑parameter MDP structure, the optimization becomes convex, enabling finite‑time convergence under mild assumptions and demonstrating accelerated learning in simulations.

By J. S. van Hulst, W. P. M. H. Heemels, D. J. Antunes
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
5d ago

Learning Chance-Constrained MDPs with Bellman Distributional Certificates

The paper introduces a new approach to learning chance-constrained Markov decision processes (CCMDPs) using a Bellman distributional certificate. It provides both model-based and model-free algorithms with theoretical guarantees, including matching upper and lower bounds for tabular discounted CCMDPs with bounded successor support. Numerical experiments on synthetic CCMDPs and an IEEE 14-bus energy storage benchmark demonstrate the safety and effectiveness of the proposed methods.

By Chenbei Lu, Hongyu Yi