The paper introduces a model-based bootstrap framework for uncertainty quantification in offline policy evaluation (OPE) within finite-horizon, time-inhomogeneous Markov decision processes. Unlike traditional bootstrap methods that resample entire episodes, this approach regenerates trajectories from an estimated MDP, enabling use of diverse offline data formats such as complete trajectories, transition-level observations, and trajectory fragments. The authors prove bootstrap distributional consistency, asymptotically valid confidence intervals, and consistent variance estimation, and demonstrate through simulations that the method yields tighter confidence intervals and more accurate variance estimates compared to existing techniques.
By Weiwei Wang, Yuqiang Li, Xianyi Wu, Bingyi Jing
arXiv:2609.23775v1 Announce Type: new
Abstract: Obtaining the optimal action-value function in Markov decision processes is computationally intensive in large state--action spaces. In this study, we...
By Suman Banerjee, Hiroyasu Tsukamoto
arXiv:2605. 12410v2 Announce Type: replace-cross Abstract: We propose and analyze a model-based bootstrap for transition kernels in finite controlled Markov chains (CMCs) with possibly nonstationary or history-dependent control policies, a setting that arises naturally in offline reinforcement learning (RL) when the behavior policy generating the data is unknown.
By Ziwei Su, Imon Banerjee, Diego Klabjan
arXiv:2607. 12687v1 Announce Type: cross Abstract: LLMs can perform language-based quantitative prediction from unstructured inputs, but remain susceptible to hallucinations and overconfident errors, making it critical to know not only what a model predicts, but when its predictions can be trusted.
By Mehak Dhaliwal, Rasta Tadayon, Andong Hua, Haewon Jeong, Yao Qin
arXiv:2607. 26509v1 Announce Type: new Abstract: Deep off-policy reinforcement learning algorithms for continuous control typically rely on neural value function approximation to guide policy improvement.
By Gong Gao, Xiao Lai, Ziqi Xie, Guojie Chen, Xianhui Liu, Weidong Zhao
arXiv:2603. 09344v3 Announce Type: replace Abstract: Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift.
By Hongqiang Lin, Zhenghui Fu, Weihao Tang, Pengfei Wang, Yiding Sun, Qixian Huang, Dongxu Zhang