arXiv Machine Learning By Tianhao Wu, Matthew Zurek, Weina Wang, Qiaomin Xie

Lyapunov-Based Sample Complexity Analysis for Weakly-Coupled MDPs

Read the original on arXiv Machine Learning →

arXiv:2606. 14095v1 Announce Type: new Abstract: We study the sample complexity of learning in average-reward weakly-coupled Markov decision processes (WCMDPs) and Restless Bandits (RBs) under a generative model.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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