arXiv Machine Learning By Qian Zuo, Francesco Emanuele Stradi

Toward Optimal Regret in Adversarial MDPs with Stochastic Hard Constraints

Read the original on arXiv Machine Learning →

arXiv:2610. 12153v1 Announce Type: new Abstract: We study episodic constrained Markov decision processes with adversarial losses under stochastic hard constraints.

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arXiv Machine Learning
Oct 9

Closing the Horizon Gap in Policy Optimization for Adversarial MDPs

The paper addresses policy optimization in online episodic tabular MDPs with adversarial losses and bandit feedback. By employing regularized Q‑functions, the authors eliminate the extra horizon factor present in previous policy‑optimization regret bounds, achieving high‑probability regret of ≥O(√{HS(H+A)T}) for known transitions and ≥O(HS√{AT}) for unknown transitions. These results improve horizon dependence and match the best-known bounds, with extensions to adversarial linear‑mixture MDPs.

By Mingyi Li, Taira Tsuchiya