arXiv Machine Learning

Optimizing Minimax Regret in Uncertain MDPs with Small Sets of Policies

arXiv:2608. 02509v1 Announce Type: cross Abstract: Sequential decision-making in real-world applications often involves uncertainty about the environment's model.

arXiv Machine Learning
Jun 3

Data- and Variance-dependent Regret Bounds for Online Tabular MDPs

arXiv:2602. 01903v2 Announce Type: replace Abstract: This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent regret bounds in the stochastic regime.

By Mingyi Li, Taira Tsuchiya, Kenji Yamanishi