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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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17355269 · Jun 202019922001200920172026
48 results for MDP planning

Efficiently plans large MDPs with weak function approximations.

problem Planning in large MDPs with limited function approximation capabilities.
method Uses linear value function approximation with weak requirements and a generative oracle.
result Produces almost-optimal actions for any state with polynomial computation time.

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this study, we propose a novel simulator-based method to approximately solve a CMDP pr…

2019-09-20abs ↗pdf ↗

The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full Bayesian planning is intractable. Planning with the mean MDP is a common myopic approxi…

2012-03-15abs ↗pdf ↗

New research shows exponential lower bounds for planning in MDPs with linearly-realizable optimal action-value functions.

problem Determining the minimum number of queries needed for sound planners in MDPs with linear function approximation.
method Analyzing fixed-horizon and discounted MDPs with a generative model, showing lower bounds on the number of queries required.
result Sound planners need at least exponential number of queries in both fixed-horizon and discounted settings.

TensorPlan shows an exponential lower bound for planning in MDPs with linearly realizable value functions.

problem Finding an exponential lower bound for planning in MDPs with linearly realizable value functions.
method TensorPlan and a few action lower bound approach.
result An exponentially large lower bound is shown for planning in MDPs with linearly realizable value functions.

Abstract MDPs enable strategic exploration and fast reward transfer in complex environments.

problem Challenging to learn accurate MDPs for high-dimensional states.
method Learn an abstract MDP over low-dimensional coarse states, using an abstraction function.
result Achieves superhuman performance on Pitfall! and higher reward with fewer samples.

New algorithm for RL with horizon-free reward-free exploration for linear MDPs.

problem Reward-free reinforcement learning with long planning horizons.
method Uncertainty-weighted value-targeted regression with exploration-driven pseudo-reward and moment estimator.
result Horizon-free sample complexity of O(d2ε2)O(d^2\varepsilon^{-2}) for finding an ε\varepsilon-optimal policy.

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimen…

2013-06-26abs ↗pdf ↗

The paper studies risk-sensitive MDPs with recursive risk measures.

problem Risk-sensitive decision-making in MDPs with unbounded costs.
method Recursive application of static risk measures, Bellman equation derivation, existence of optimal policies.
result Existence of Markovian optimal policies for infinite planning horizons, contractive model for stationary optimal policy.

TensorPlan algorithm finds δ-optimal policies with poly(H,d)(H,d) queries under linearly realizable state-value function.

problem Efficient planning in MDPs with linearly realizable state-value function.
method TensorPlan algorithm using poly((dH/δ)A)((dH/δ)^A) simulator queries.
result First algorithm with polynomial query complexity using only linear-realizability of a single competing value function.

XLVINs improve deep reinforcement learning by combining self-supervised learning and neural algorithmic reasoning.

problem Limitations of Value Iteration Networks (VINs) in deep reinforcement learning.
method Combining contrastive self-supervised learning, graph representation learning, and neural algorithmic reasoning.
result XLVINs match VIN-like models on discrete, fixed MDPs and significantly outperform model-free baselines.

This work uses action equivariance to learn structured latent spaces for reinforcement learning.

problem Learning structured latent spaces for reinforcement learning.
method Introduced a contrastive loss function to enforce action equivariance on learned representations.
result Optimal policies in the abstract MDP can be successfully lifted to the original MDP.

The paper establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

problem Learning Latent Markov Decision Processes (LMDPs) with separated components.
method The paper considers various notions of separation and establishes a nearly-sharp statistical threshold for efficient learning. It also presents a quasi-polynomial algorithm with time complexity scaling in terms of the statistical threshold under a weaker assumption of separability under the optimal policy, and a near-matching time complexity lower bound under the exponential time hypothesis.
result Establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

New RL approach tackles non-linear MDPs without linear assumptions.

problem Sample efficiency in RL for complex, nonlinear MDPs with continuous states.
method Introduces EPW condition to relax linear structure requirements; provides sample-efficient RL algorithm.
result EPW condition allows solving MDPs without linear assumptions, including Atari games.

New algorithm learns optimal policies in strategic MDPs with private types.

problem Optimal policy learning in strategic MDPs with private types and information asymmetry.
method PLAN algorithm using instrumental variable regression and pessimism principle.
result PLAN achieves near-optimal policy with 1/K1 / \sqrt{K} optimality.

New method approximates POMDPs with PB-MDPs, providing error bounds and practical algorithms.

problem Difficulty in solving POMDPs with continuous or hybrid state and observation spaces.
method Bounding particle filtering error and adapting MDP algorithms to POMDPs.
result General theory and practical algorithms for POMDPs with no direct dependence on state and observation space sizes.

Efficient RL for linear MDPs with unknown transitions.

problem Long planning horizons and unknown state transitions in linear mixture MDPs.
method Horizon-free algorithm using weighted least squares with variance and uncertainty awareness.
result Achieves optimal regret up to logarithmic factors.

New algorithm reduces reinforcement learning regret to sqrt(T) without strong dynamics assumptions.

problem Infinite-horizon average-reward reinforcement learning with linear MDPs.
method Approximate by discounted-reward MDPs and apply optimistic value iteration.
result Achieves O(sqrt(T)) regret with polynomial complexity.

Paper improves sample complexity for reward-free RL in low-rank MDPs.

problem Reward-free RL in low-rank MDPs with unknown representation and weights.
method Proposes a novel model-based algorithm RAFFLE with improved sample complexity.
result RAFFLE achieves εε-optimal policy and accurate system identification with significantly fewer samples.

FMDP-BF algorithm improves RL in factored MDPs with exponential regret reduction.

problem Efficient reinforcement learning in factored MDPs with constrained RL.
method FMDP-BF algorithm leveraging factorization structure of FMDPs.
result FMDP-BF's regret is exponentially smaller than optimal algorithms for non-factored MDPs.

Paper proposes a privacy-preserving RL algorithm for linear MDPs with theoretical guarantees.

problem Protecting users' private data in personalized services using RL.
method Local differential privacy (LDP) for RL with linear function approximation.
result Achieves a regret bound of $O(d^{5/4}H^{7/4}T^{3/4}\left(\log(1/δ) ight)^{1/4}\sqrt{1/\varepsilon})$ for linear mixture MDPs.

New RL algorithm achieves nearly optimal performance for linear MDPs.

problem Optimal reinforcement learning for episodic linear MDPs.
method Weighted linear regression with variance estimator and rare-switching policy.
result Achieves nearly minimax optimal regret ildeO(dH3K) ilde O(d\sqrt{H^3K}).

We compare the model-free reinforcement learning with the model-based approaches through the lens of the expressive power of neural networks for policies, QQ-functions, and dynamics. We show, theoretically and empirically, that even for one-dimensional continuous state space, there are many MDPs whose optimal QQ-func…

2019-10-14abs ↗pdf ↗

Enhances RL with function approximation, improving regret bounds.

problem Improving exploration in reinforcement learning with function approximation.
method Prior-dependent Bayesian regret bound for PSRL with linear mixture MDPs, using value-targeted model learning and variance reduction.
result Established an upper bound of O(dH3TlogT){\mathcal{O}}(d\sqrt{H^3 T \log T}) for PSRL.

Optimistic algorithm reduces regret in non-stationary linear MDPs.

problem Efficient learning in non-stationary linear MDPs with evolving reward and transition.
method OPT-WLSVI, an optimistic model-free algorithm using exponential weights.
result Achieves a regret bound of O~(d5/4H2Δ1/4K3/4)\widetilde{\mathcal{O}}(d^{5/4}H^2 Δ^{1/4} K^{3/4}).

Safe exploration in RF-RL doesn't increase sample complexity.

problem Achieving optimal policies with safety constraints in reward-free RL.
method Proposed SWEET framework for tabular and low-rank MDP settings, leveraging truncated value functions.
result Sample complexities match or outperform constraint-free counterparts, proving safety constraints have little impact.

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and prove for certain environments the algorithm is probably approximately correct wit…

2012-06-13abs ↗pdf ↗