arXiv:2607. 19854v1 Announce Type: new Abstract: We study horizon-free regret minimization for finite-horizon time-homogeneous tabular Markov decision processes with $S$ states, $A$ actions, horizon $H$, and per-trajectory total reward bounded by $1$.
By Runlong Zhou, Zihan Zhang, Maryam Fazel, Simon S. Du
arXiv:2608. 07301v1 Announce Type: new Abstract: We study what can be recovered about the transition probabilities of a Markov decision process from optimal actions alone.
By Neal Batra
arXiv:2608. 17841v1 Announce Type: cross Abstract: Multi-armed bandit algorithms are evaluated by regret, yet comparable regret can coexist with different allocations across independent runs.
By Kaifei Wang, Yinyu Ye, Han Zhong
The paper studies a stationary decentralized Markov game where a focal agent experiences drifting rewards and dynamics due to learning peers, framing this as an agent‑centric continual reinforcement‑learning problem. It introduces the concept of an invariant core—maximal abstract patterns common to many successful trajectories—and proves a worst‑case conditioning theorem linking trajectory‑law drift to success coverage. The authors provide theoretical guarantees for survival horizon, first‑exit law, and regret, and validate their predictions with solvable models and empirical studies in continual control, cue‑MNIST, and Level‑Based Foraging.
By Dane Malenfant
Multi-armed bandit algorithms are evaluated by regret, yet comparable regret can coexist with different allocations across independent runs. We study the trade-off between worst-case regret $\mathcal{R}_{K,T}$ and instability $\mathcal S_{K,T}$, defined as the largest standard deviation of a terminal pull count, for $K$ arms and $T$ rounds.
arXiv:2607. 16858v1 Announce Type: cross Abstract: Across environments with mixed sources of uncertainty, unsupervised reinforcement learning requires intrinsic motivation that does not precommit to a particular direction of surprise.
By Alireza Furutanpey, Schahram Dustdar