Variational Regret Bounds for Reinforcement Learning
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Abstract (arXiv)
We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an algorithm and provide performance guarantees for the regret evaluated against the optimal non-stationary policy. The upper bound on the regret is given in terms of the total variation in the MDP. This is the first variational regret bound for the general reinforcement learning setting.
Key facts. Cited by 32 papers in the map (data through 14 Oct 2026). First posted on arXiv 14 May 2019.
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Citing papers per year: 2020: 1; 2021: 9; 2022: 7; 2023: 7; 2024: 3; 2025: 3; 2026: 2.
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- 2021Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approachcited by 98
- 2021Robust Policy Gradient against Strong Data Corruptioncited by 30
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPscited by 21
- 2021Optimistic Policy Optimization is Provably Efficient in Non-stationary MDPscited by 16
- 2020Lipschitzness Is All You Need To Tame Off-policy Generative Adversarial Imitation Learningcited by 15
- 2022Dynamics-Adaptive Continual Reinforcement Learning via Progressive Contextualizationcited by 14
- 2022Dynamic Regret of Online Markov Decision Processescited by 13
- 2022Provably Efficient Primal-Dual Reinforcement Learning for CMDPs with Non-stationary Objectives and Constraintscited by 10
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Banditscited by 10
- 2023The complexity of non-stationary reinforcement learningcited by 7
- 2022Near-Optimal Goal-Oriented Reinforcement Learning in Non-Stationary Environmentscited by 6
- 2021Dealing with Non-Stationarity in MARL via Trust-Region Decompositioncited by 5
20 more
- 2021Lifelong Hyper-Policy Optimization with Multiple Importance Sampling Regularizationcited by 5
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPscited by 5
- 2021AdaPool: A Diurnal-Adaptive Fleet Management Framework using Model-Free Deep Reinforcement Learning and Change Point Detectioncited by 4
- 2021Dynamic Regret Minimization for Control of Non-stationary Linear Dynamical Systemscited by 4
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Searchcited by 4
- 2024MetaCURL: Non-stationary Concave Utility Reinforcement Learningcited by 4
- 2021Markov Decision Processes with Long-Term Average Constraintscited by 3
- 2023Action Pick-up in Dynamic Action Space Reinforcement Learningcited by 3
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observationscited by 2
- 2023Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processescited by 2
- 2022Decision Making in Non-Stationary Environments with Policy-Augmented Monte Carlo Tree Searchcited by 1
- 2023Online Reinforcement Learning in Periodic MDPcited by 1
- 2023Multi-Agent Probabilistic Ensembles with Trajectory Sampling for Connected Autonomous Vehiclescited by 1
- 2025Online Learning of Whittle Indices for Restless Bandits with Non-Stationary Transition Kernelscited by 1
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamicscited by 1
- 2021Fundamental Limits of Reinforcement Learning in Environment with Endogeneous and Exogeneous Uncertaintycited by 0
- 2022Online Reinforcement Learning for Periodic MDPcited by 0
- 2025Natural Policy Gradient for Average Reward Non-Stationary RLcited by 0
- 2025Efficient Restarts in Non-Stationary Model-Free Reinforcement Learningcited by 0
- 2026DARLING: Detection Augmented Reinforcement Learning with Non-Stationary Guaranteescited by 0
- 2026DARLING: Detection Augmented Reinforcement Learning with Non-Stationary Guarantees17 Apr 2026
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamics2 Apr 2026
- 2025Efficient Restarts in Non-Stationary Model-Free Reinforcement Learning13 Oct 2025
- 2025Online Learning of Whittle Indices for Restless Bandits with Non-Stationary Transition Kernels22 Jun 2025
- 2025Natural Policy Gradient for Average Reward Non-Stationary RL23 Apr 2025
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs5 Nov 2024
- 2024MetaCURL: Non-stationary Concave Utility Reinforcement Learning30 May 2024
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Search6 Jan 2024
- 2023Multi-Agent Probabilistic Ensembles with Trajectory Sampling for Connected Autonomous Vehicles21 Dec 2023
- 2023The complexity of non-stationary reinforcement learning13 Jul 2023
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Bandits11 Jul 2023
- 2023Action Pick-up in Dynamic Action Space Reinforcement Learning3 Apr 2023
20 more
- 2023Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processes1 Apr 2023
- 2023Online Reinforcement Learning in Periodic MDP16 Mar 2023
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPs10 Mar 2023
- 2022Dynamics-Adaptive Continual Reinforcement Learning via Progressive Contextualization1 Sep 2022
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observations30 Aug 2022
- 2022Dynamic Regret of Online Markov Decision Processes26 Aug 2022
- 2022Online Reinforcement Learning for Periodic MDP25 Jul 2022
- 2022Near-Optimal Goal-Oriented Reinforcement Learning in Non-Stationary Environments25 May 2022
- 2022Decision Making in Non-Stationary Environments with Policy-Augmented Monte Carlo Tree Search25 Feb 2022
- 2022Provably Efficient Primal-Dual Reinforcement Learning for CMDPs with Non-stationary Objectives and Constraints28 Jan 2022
- 2021Lifelong Hyper-Policy Optimization with Multiple Importance Sampling Regularization13 Dec 2021
- 2021Dynamic Regret Minimization for Control of Non-stationary Linear Dynamical Systems6 Nov 2021
- 2021Optimistic Policy Optimization is Provably Efficient in Non-stationary MDPs18 Oct 2021
- 2021Fundamental Limits of Reinforcement Learning in Environment with Endogeneous and Exogeneous Uncertainty15 Jun 2021
- 2021Markov Decision Processes with Long-Term Average Constraints12 Jun 2021
- 2021AdaPool: A Diurnal-Adaptive Fleet Management Framework using Model-Free Deep Reinforcement Learning and Change Point Detection1 Apr 2021
- 2021Dealing with Non-Stationarity in MARL via Trust-Region Decomposition21 Feb 2021
- 2021Robust Policy Gradient against Strong Data Corruption11 Feb 2021
- 2021Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approach10 Feb 2021
- 2020Lipschitzness Is All You Need To Tame Off-policy Generative Adversarial Imitation Learning28 Jun 2020
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Searchcited by 4
- 2024MetaCURL: Non-stationary Concave Utility Reinforcement Learningcited by 4
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamicscited by 1
- 2025Natural Policy Gradient for Average Reward Non-Stationary RLcited by 0
- 2025Efficient Restarts in Non-Stationary Model-Free Reinforcement Learningcited by 0
- 2026DARLING: Detection Augmented Reinforcement Learning with Non-Stationary Guaranteescited by 0
- 2026DARLING: Detection Augmented Reinforcement Learning with Non-Stationary Guarantees17 Apr 2026
- 2026Model-Based Reinforcement Learning for Control under Time-Varying Dynamics2 Apr 2026
- 2025Efficient Restarts in Non-Stationary Model-Free Reinforcement Learning13 Oct 2025
- 2025Natural Policy Gradient for Average Reward Non-Stationary RL23 Apr 2025
- 2024MetaCURL: Non-stationary Concave Utility Reinforcement Learning30 May 2024
- 2024Decision Making in Non-Stationary Environments with Policy-Augmented Search6 Jan 2024
- 2021Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approachcited by 98
- 2021Robust Policy Gradient against Strong Data Corruptioncited by 30
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPscited by 21
- 2021Optimistic Policy Optimization is Provably Efficient in Non-stationary MDPscited by 16
- 2022Dynamics-Adaptive Continual Reinforcement Learning via Progressive Contextualizationcited by 14
- 2022Dynamic Regret of Online Markov Decision Processescited by 13
- 2022Provably Efficient Primal-Dual Reinforcement Learning for CMDPs with Non-stationary Objectives and Constraintscited by 10
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Banditscited by 10
- 2023The complexity of non-stationary reinforcement learningcited by 7
- 2022Near-Optimal Goal-Oriented Reinforcement Learning in Non-Stationary Environmentscited by 6
- 2021Dealing with Non-Stationarity in MARL via Trust-Region Decompositioncited by 5
- 2021Lifelong Hyper-Policy Optimization with Multiple Importance Sampling Regularizationcited by 5
12 most cited of 24 All 24 (JSON)
- 2025Online Learning of Whittle Indices for Restless Bandits with Non-Stationary Transition Kernels22 Jun 2025
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs5 Nov 2024
- 2023The complexity of non-stationary reinforcement learning13 Jul 2023
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Bandits11 Jul 2023
- 2023Action Pick-up in Dynamic Action Space Reinforcement Learning3 Apr 2023
- 2023Restarted Bayesian Online Change-point Detection for Non-Stationary Markov Decision Processes1 Apr 2023
- 2023Online Reinforcement Learning in Periodic MDP16 Mar 2023
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPs10 Mar 2023
- 2022Dynamics-Adaptive Continual Reinforcement Learning via Progressive Contextualization1 Sep 2022
- 2022An Analysis of Model-Based Reinforcement Learning From Abstracted Observations30 Aug 2022
- 2022Dynamic Regret of Online Markov Decision Processes26 Aug 2022
- 2022Online Reinforcement Learning for Periodic MDP25 Jul 2022
12 newest of 24 All 24 (JSON)