Active Exploration in Markov Decision Processes
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Abstract (arXiv)
We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as possible. Similarly to active exploration in multi-armed bandit (MAB), states may have different levels of noise, so that the higher the noise, the more samples are needed. As the noise level is initially unknown, we need to trade off the exploration of the environment to estimate the noise and the exploitation of these estimates to compute a policy maximizing the accuracy of the mean predictions. We introduce a novel learning algorithm to solve this problem showing that active exploration in MDPs may be significantly more difficult than in MAB. We also derive a heuristic procedure to mitigate the negative effect of slowly mixing policies. Finally, we validate our findings on simple numerical simulations.
Key facts. Cited by 27 papers in the map (data through 7 Oct 2026). First posted on arXiv 28 Feb 2019.
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Citing papers per year: 2021: 6; 2022: 5; 2023: 6; 2024: 4; 2025: 3; 2026: 3.
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- 2022BYOL-Explore: Exploration by Bootstrapped Predictioncited by 71
- 2022The Importance of Non-Markovianity in Maximum State Entropy Explorationcited by 35
- 2022Challenging Common Assumptions in Convex Reinforcement Learningcited by 29
- 2021Navigating to the Best Policy in Markov Decision Processescited by 28
- 2023Maximum State Entropy Exploration using Predecessor and Successor Representationscited by 23
- 2023Submodular Reinforcement Learningcited by 23
- 2022Active Exploration via Experiment Design in Markov Chainscited by 19
- 2022Pretraining in Deep Reinforcement Learning: A Surveycited by 18
- 2021Unsupervised Reinforcement Learning in Multiple Environmentscited by 17
- 2024Global Reinforcement Learning: Beyond Linear and Convex Rewards via Submodular Semi-gradient Methodscited by 15
- 2023Probabilistic Inference in Reinforcement Learning Done Rightcited by 11
- 2021Learning Altruistic Behaviours in Reinforcement Learning without External Rewardscited by 8
15 more
- 2024How to Explore with Belief: State Entropy Maximization in POMDPscited by 6
- 2024Geometric Active Exploration in Markov Decision Processes: the Benefit of Abstractioncited by 6
- 2021MARL with General Utilities via Decentralized Shadow Reward Actor-Criticcited by 5
- 2023Cancellation-Free Regret Bounds for Lagrangian Approaches in Constrained Markov Decision Processescited by 5
- 2024Strongly-polynomial time and validation analysis of policy gradient methodscited by 5
- 2021Adaptive Multi-Goal Explorationcited by 4
- 2025Enhancing Diversity in Parallel Agents: A Maximum State Entropy Exploration Storycited by 4
- 2021Markov Decision Processes with Long-Term Average Constraintscited by 3
- 2023Policy Gradient with Tree Expansioncited by 3
- 2025Near-Optimal Clustering in Mixture of Markov Chainscited by 1
- 2026From Relative Entropy to Minimax: A Unified Framework for Coverage in MDPscited by 1
- 2026Robust Data-Collection Policy Learning for Low-Variance Online Policy Evaluationcited by 1
- 2023Confidence-Controlled Exploration: Efficient Sparse-Reward Policy Learning for Robot Navigationcited by 0
- 2025A Theoretical Analysis of State Similarity Between Markov Decision Processescited by 0
- 2026kappa-Explorer: A Unified Framework for Active Model Estimation in MDPscited by 0
- 2026Robust Data-Collection Policy Learning for Low-Variance Online Policy Evaluation25 Aug 2026
- 2026kappa-Explorer: A Unified Framework for Active Model Estimation in MDPs23 Feb 2026
- 2026From Relative Entropy to Minimax: A Unified Framework for Coverage in MDPs17 Jan 2026
- 2025A Theoretical Analysis of State Similarity Between Markov Decision Processes19 Dec 2025
- 2025Near-Optimal Clustering in Mixture of Markov Chains2 Jun 2025
- 2025Enhancing Diversity in Parallel Agents: A Maximum State Entropy Exploration Story2 May 2025
- 2024Strongly-polynomial time and validation analysis of policy gradient methods28 Sep 2024
- 2024Geometric Active Exploration in Markov Decision Processes: the Benefit of Abstraction18 Jul 2024
- 2024Global Reinforcement Learning: Beyond Linear and Convex Rewards via Submodular Semi-gradient Methods13 Jul 2024
- 2024How to Explore with Belief: State Entropy Maximization in POMDPs4 Jun 2024
- 2023Probabilistic Inference in Reinforcement Learning Done Right22 Nov 2023
- 2023Submodular Reinforcement Learning25 Jul 2023
15 more
- 2023Maximum State Entropy Exploration using Predecessor and Successor Representations26 Jun 2023
- 2023Cancellation-Free Regret Bounds for Lagrangian Approaches in Constrained Markov Decision Processes12 Jun 2023
- 2023Confidence-Controlled Exploration: Efficient Sparse-Reward Policy Learning for Robot Navigation9 Jun 2023
- 2023Policy Gradient with Tree Expansion30 Jan 2023
- 2022Pretraining in Deep Reinforcement Learning: A Survey8 Nov 2022
- 2022Active Exploration via Experiment Design in Markov Chains29 Jun 2022
- 2022BYOL-Explore: Exploration by Bootstrapped Prediction16 Jun 2022
- 2022The Importance of Non-Markovianity in Maximum State Entropy Exploration7 Feb 2022
- 2022Challenging Common Assumptions in Convex Reinforcement Learning3 Feb 2022
- 2021Unsupervised Reinforcement Learning in Multiple Environments16 Dec 2021
- 2021Adaptive Multi-Goal Exploration23 Nov 2021
- 2021Learning Altruistic Behaviours in Reinforcement Learning without External Rewards20 Jul 2021
- 2021Markov Decision Processes with Long-Term Average Constraints12 Jun 2021
- 2021Navigating to the Best Policy in Markov Decision Processes5 Jun 2021
- 2021MARL with General Utilities via Decentralized Shadow Reward Actor-Critic29 May 2021
- 2022BYOL-Explore: Exploration by Bootstrapped Predictioncited by 71
- 2022The Importance of Non-Markovianity in Maximum State Entropy Explorationcited by 35
- 2021Navigating to the Best Policy in Markov Decision Processescited by 28
- 2023Maximum State Entropy Exploration using Predecessor and Successor Representationscited by 23
- 2023Submodular Reinforcement Learningcited by 23
- 2022Active Exploration via Experiment Design in Markov Chainscited by 19
- 2022Pretraining in Deep Reinforcement Learning: A Surveycited by 18
- 2021Unsupervised Reinforcement Learning in Multiple Environmentscited by 17
- 2024Global Reinforcement Learning: Beyond Linear and Convex Rewards via Submodular Semi-gradient Methodscited by 15
- 2023Probabilistic Inference in Reinforcement Learning Done Rightcited by 11
- 2021Learning Altruistic Behaviours in Reinforcement Learning without External Rewardscited by 8
- 2024How to Explore with Belief: State Entropy Maximization in POMDPscited by 6
12 most cited of 26 All 26 (JSON)
- 2026Robust Data-Collection Policy Learning for Low-Variance Online Policy Evaluation25 Aug 2026
- 2026kappa-Explorer: A Unified Framework for Active Model Estimation in MDPs23 Feb 2026
- 2026From Relative Entropy to Minimax: A Unified Framework for Coverage in MDPs17 Jan 2026
- 2025A Theoretical Analysis of State Similarity Between Markov Decision Processes19 Dec 2025
- 2025Near-Optimal Clustering in Mixture of Markov Chains2 Jun 2025
- 2025Enhancing Diversity in Parallel Agents: A Maximum State Entropy Exploration Story2 May 2025
- 2024Strongly-polynomial time and validation analysis of policy gradient methods28 Sep 2024
- 2024Geometric Active Exploration in Markov Decision Processes: the Benefit of Abstraction18 Jul 2024
- 2024Global Reinforcement Learning: Beyond Linear and Convex Rewards via Submodular Semi-gradient Methods13 Jul 2024
- 2024How to Explore with Belief: State Entropy Maximization in POMDPs4 Jun 2024
- 2023Probabilistic Inference in Reinforcement Learning Done Right22 Nov 2023
- 2023Submodular Reinforcement Learning25 Jul 2023
12 newest of 26 All 26 (JSON)