arXiv:2302.07477v4 Announce Type: replace
Abstract: We study the optimal sample complexity of tabular reinforcement learning for infinite-horizon discounted Markov decision processes. The unrestricte...
By Shengbo Wang, Jose Blanchet, Peter Glynn
arXiv:2610.03165v1 Announce Type: new
Abstract: Several variance-reduced versions of REINFORCE based on importance sampling achieve an improved $O(\epsilon^{-3})$ sample complexity to find an $\epsil...
By Gabor Paczolay, Matteo Papini, Alberto Maria Metelli, Istvan Harmati, Marcello Restelli
arXiv:2610. 08745v1 Announce Type: new Abstract: We study linear bandits under exact sliding-window constraints, where every consecutive block of actions must belong to a prescribed feasible set.
By Seyed Mohammad Hadi Hosseini, Yasin Abbasi-Yadkori, Sattar Vakili
arXiv:2607. 16895v1 Announce Type: new Abstract: Safe adaptive control is online adaptation under a safety guarantee on the learning trajectory itself.
By Venkatesh Saligrama
arXiv:2608. 13651v1 Announce Type: cross Abstract: We solve exactly a fundamental problem of adaptive control against adversarial disturbances: regulate the scalar system $x_{t+1} = ax_t + u_t + w_t$, $x_0=0$, $\|w\|_\infty \le 1$, where the constant pole $a \in [-\Delta, \Delta]$ is unknown in sign and magnitude and $\Delta$ is arbitrarily large.
By Dimitar Ho
arXiv:2511.08097v2 Announce Type: replace-cross
Abstract: We consider a general infinite horizon Heterogeneous Restless multi-armed Bandit (RMAB). Heterogeneity is a fundamental problem for many real...
By Dheeraj Narasimha, Nicolas Gast
arXiv:2606. 08028v1 Announce Type: new Abstract: We study high-probability regret bounds for online convex optimization (OCO) with strongly convex losses and establish three results that resolve open questions at the intersection of noise adaptivity, feedback structure, and constraint satisfaction.
By Wentao Zhang, Yutong Zhang, Wentao Mo
The paper introduces a new algorithm for a nonstationary bandit setting where actions influence both immediate rewards and the evolution of an unobserved latent linear state. By approximating the infinite‑memory reward process with a finite‑memory block‑level proxy and applying a UCB‑based block algorithm, the authors achieve a regret bound of “~O(√T)”, improving upon the previous “~O(T^{2/3})” guarantee. This represents the first such “~O(√T)” result for latent linear‑dynamics bandits with bilinear rewards and an open‑loop action‑sequence benchmark.
By Taehyun Hwang, Hyunjun Choi, Heesang Ann, Min-hwan Oh
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
The paper addresses an online resource allocation problem where a budget must be distributed among multiple arms under censored feedback. Each arm yields a reward only if it is activated by an unknown Bernoulli process and the allocated budget exceeds a random threshold from an unknown parametric distribution. The authors establish a worst‑case regret lower bound of Σ(√T), propose the RA‑UCB algorithm achieving near‑optimal regret when the budget is known, and introduce MG‑UCB for unknown, round‑dependent budgets, validating both approaches experimentally.
By Giovanni Montanari, C\^ome Fiegel, Corentin Pla, Aadirupa Saha, Vianney Perchet
arXiv:2607. 19854v1 Announce Type: new Abstract: We study horizon-free regret minimization for finite-horizon time-homogeneous tabular Markov decision processes with $S$ states, $A$ actions, horizon $H$, and per-trajectory total reward bounded by $1$.
By Runlong Zhou, Zihan Zhang, Maryam Fazel, Simon S. Du
arXiv:2610.32740v1 Announce Type: cross
Abstract: We study strongly adaptive regret for Online Convex Optimization (OCO) with time-varying movement costs, a setting that evaluates a learner's perform...
By Andrew Jacobsen, Emmanuel Esposito, Hao Qiu, Mengxiao Zhang