paper-with-me

Papers

Near-Optimal Sample Complexity Bounds for Constrained Average-Reward MDPs

2025-09-20 · Yukuan Wei, Xudong Li, Lin F. Yang arxiv

Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained average-reward MDP (CAMDP), where policies must satisfy long-run average constraints. In this work, we address this gap by studying the sample complexity of learning an $ε$-optimal policy in CAMDPs under a generative model. We propose a model-based algorithm that operates under two settings: (i) relaxed feasibility, which allows small constraint violations, and (ii) strict feasibility, where the output policy satisfies the constraint. We show that our algorithm achieves sample complexities of $\tilde{O}\left(\frac{S A (B+H)}{ ε^2}\right)$ and $\tilde{O} \left(\frac{S A (B+H)}{ε^2 ζ^2} \right)$ under the relaxed and strict feasibility settings, respectively. Here, $ζ$ is the Slater constant indicating the size of the feasible region, $H$ is the span bound of the bias function, and $B$ is the transient time bound. Moreover, a matching lower bound of $\tildeΩ\left(\frac{S A (B+H)}{ ε^2ζ^2}\right)$ for the strict feasibility case is established, thus providing the first minimax-optimal bounds for CAMDPs. Our results close the theoretical gap in understanding the complexity of constrained average-reward MDPs.

📄 PDF Abstract BibTeX arXiv:2509.16586

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Near-Optimal Sample Complexity Bounds for Constrained MDPs

2022-06-13 · Sharan Vaswani, Lin F. Yang, Csaba Szepesvári

In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this q…

Sample Complexity Bounds for Linear Constrained MDPs with a Generative Model

2025-07-02 · Xingtu Liu, Lin F. Yang, Sharan Vaswani arxiv

We consider infinite-horizon $γ$-discounted (linear) constrained Markov decision processes (CMDPs) where the objective is to find a policy that maximizes the expected cumulative reward subject to expected cumulative cons…

Primal-Dual Sample Complexity Bounds for Constrained Markov Decision Processes with Multiple Constraints

2025-03-09 · Max Buckley, Konstantinos Papathanasiou, Andreas Spanopoulos

This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose …

Near-optimal sample complexity for convex tensor completion

2017-11-14 · Navid Ghadermarzy, Yaniv Plan, Özgür Yılmaz

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-$r$, order-$d$, $N \times N \times \cdots \times N$ tensor where $r=O(1)$, the best sampling complexity that …

Instance-optimal stochastic convex optimization: Can we improve upon sample-average and robust stochastic approximation?

2026-03-26 · Liwei Jiang, Ashwin Pananjady arxiv

We study the unconstrained minimization of a smooth and strongly convex population loss function under a stochastic oracle that introduces both additive and multiplicative noise; this is a canonical and widely-studied se…