arXiv Machine Learning By Chenhao Zhou, Chao Zhang, Wensong Bai, Hanbin Zhao, Hui Qian

Primal-Dual Representation Learning for Low-Rank Constrained MDPs

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The paper introduces REP-PD-TEG, a representation‑learning algorithm for low‑rank continuous‑state constrained Markov Decision Processes (CMDPs) that achieves optimal ≥O(√K) regret in the soft cumulative‑violation setting while maintaining a ≥O(K^{3/4}) sample bound when exploratory actions are penalised. For the stricter hard cumulative‑violation scenario, REP-PD-H-TEG is proposed, which uses a bonus‑corrected lower‑confidence utility certificate and a stabilized dual search to guarantee both regret and hard‑violation bounds. Together, these methods provide the first theoretically guaranteed representation‑learning framework for low‑rank continuous‑state CMDPs with both soft and hard violation controls.

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arXiv Machine Learning
Oct 3

Rate-Optimal Algorithm for Adversarial Linear CMDPs

The paper introduces a new primal–dual algorithm for episodic adversarial linear constrained Markov decision processes (CMDPs) with unknown transitions. It achieves a rate‑optimal ×O(√K) regret and cumulative constraint violation, improving upon the previous ×O(K^{3/4}) bound and eliminating the need for Slater’s condition. The method combines adaptive FTRL, contracted value estimation, and an exponential Lyapunov function, enabling uniform concentration over the value function class and computational efficiency independent of the state‑space size.

By Kihyun Yu, Honghao Wei, Dabeen Lee