arXiv Machine Learning

Average-Reward Policy Identification from a Single Continuing Trajectory

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 AI
Jun 19

Flickering Multi-Armed Bandits

arXiv:2602. 17315v3 Announce Type: replace-cross Abstract: We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current choice.

By Sourav Chakraborty, Amit Kiran Rege, Claire Monteleoni, Lijun Chen
arXiv Machine Learning
Sep 14

Independent Learning of Nash Equilibria in Partially Observable Markov Potential Games with Decoupled Dynamics

The paper investigates learning Nash equilibria in partially observable Markov games (POMGs) where agents cannot fully observe the state. By focusing on a subclass with independent state transitions and a Markov potential game structure, the authors propose an independent learning algorithm that allows agents to converge to an approximate Nash equilibrium using only their own observations and actions, without communication. Under a filter stability assumption, finite‑history policies are shown to approximate the POMG sufficiently, enabling a surrogate near‑potential Markov game and yielding quasi‑polynomial sample and computational complexity.

By Philip Jordan, Maryam Kamgarpour
arXiv Machine Learning
Jul 7

A Hierarchy of Policy Learning Problems

arXiv:2607. 03385v1 Announce Type: cross Abstract: Policy learning has received substantial attention with the goal of learning policies from observational data for decision-making.

By Hamsa Bastani, Osbert Bastani, Shihan Chen