Nonstationary Reinforcement Learning with Linear Function Approximation
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Abstract (arXiv)
We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their total variations do not exceed a textitvariation budget. We first develop textttLSVI-UCB-Restart algorithm, an optimistic modification of least-squares value iteration with periodic restart, and bound its dynamic regret when variation budgets are known. Then we propose a parameter-free algorithm textttAda-LSVI-UCB-Restart that extends to unknown variation budgets. We also derive the first minimax dynamic regret lower bound for nonstationary linear MDPs and as a byproduct establish a minimax regret lower bound for linear MDPs unsolved by Jin et al. (2020). Finally, we provide numerical experiments to demonstrate the effectiveness of our proposed algorithms.
Key facts. Cited by 23 papers in the map (data through 7 Oct 2026). First posted on arXiv 8 Oct 2020.
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Citing papers per year: 2021: 2; 2022: 6; 2023: 7; 2024: 4; 2025: 3; 2026: 1.
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- 2021Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approachcited by 98
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPscited by 21
- 2021Optimistic Policy Optimization is Provably Efficient in Non-stationary MDPscited by 16
- 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
- 2022Learning Dynamic Mechanisms in Unknown Environments: A Reinforcement Learning Approachcited by 5
- 2023Non-stationary Reinforcement Learning under General Function Approximationcited by 5
- 2024Pessimism Meets Risk: Risk-Sensitive Offline Reinforcement Learningcited by 5
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPscited by 5
11 more
- 2022Non-stationary Risk-sensitive Reinforcement Learning: Near-optimal Dynamic Regret, Adaptive Detection, and Separation Designcited by 4
- 2024Sample Complexity Characterization for Linear Contextual MDPscited by 4
- 2023Off-Policy Evaluation for Action-Dependent Non-Stationary Environmentscited by 2
- 2023Provably Efficient Algorithm for Nonstationary Low-Rank MDPscited by 2
- 2025Reinforcement Learning in Switching Non-Stationary Markov Decision Processes: Algorithms and Convergence Analysiscited by 2
- 2022Online Reinforcement Learning for Periodic MDPcited by 0
- 2023Online Reinforcement Learning in Periodic MDPcited by 0
- 2024Efficient, Low-Regret, Online Reinforcement Learning for Linear MDPscited 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
- 2025Efficient Restarts in Non-Stationary Model-Free Reinforcement Learning13 Oct 2025
- 2025Natural Policy Gradient for Average Reward Non-Stationary RL23 Apr 2025
- 2025Reinforcement Learning in Switching Non-Stationary Markov Decision Processes: Algorithms and Convergence Analysis24 Mar 2025
- 2024Efficient, Low-Regret, Online Reinforcement Learning for Linear MDPs16 Nov 2024
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs5 Nov 2024
- 2024Pessimism Meets Risk: Risk-Sensitive Offline Reinforcement Learning10 Jul 2024
- 2024Sample Complexity Characterization for Linear Contextual MDPs5 Feb 2024
- 2023Provably Efficient Algorithm for Nonstationary Low-Rank MDPs10 Aug 2023
- 2023The complexity of non-stationary reinforcement learning13 Jul 2023
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Bandits11 Jul 2023
- 2023Non-stationary Reinforcement Learning under General Function Approximation1 Jun 2023
11 more
- 2023Online Reinforcement Learning in Periodic MDP16 Mar 2023
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPs10 Mar 2023
- 2023Off-Policy Evaluation for Action-Dependent Non-Stationary Environments24 Jan 2023
- 2022Non-stationary Risk-sensitive Reinforcement Learning: Near-optimal Dynamic Regret, Adaptive Detection, and Separation Design19 Nov 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
- 2022Learning Dynamic Mechanisms in Unknown Environments: A Reinforcement Learning Approach25 Feb 2022
- 2022Provably Efficient Primal-Dual Reinforcement Learning for CMDPs with Non-stationary Objectives and Constraints28 Jan 2022
- 2021Optimistic Policy Optimization is Provably Efficient in Non-stationary MDPs18 Oct 2021
- 2021Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approach10 Feb 2021
- 2021Non-stationary Reinforcement Learning without Prior Knowledge: An Optimal Black-box Approachcited by 98
- 2023Provably Efficient Model-Free Algorithms for Non-stationary CMDPscited by 21
- 2021Optimistic Policy Optimization is Provably Efficient in Non-stationary MDPscited by 16
- 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
- 2022Learning Dynamic Mechanisms in Unknown Environments: A Reinforcement Learning Approachcited by 5
- 2023Non-stationary Reinforcement Learning under General Function Approximationcited by 5
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPscited by 5
- 2022Non-stationary Risk-sensitive Reinforcement Learning: Near-optimal Dynamic Regret, Adaptive Detection, and Separation Designcited by 4
12 most cited of 22 All 22 (JSON)
- 2026DARLING: Detection Augmented Reinforcement Learning with Non-Stationary Guarantees17 Apr 2026
- 2025Efficient Restarts in Non-Stationary Model-Free Reinforcement Learning13 Oct 2025
- 2025Natural Policy Gradient for Average Reward Non-Stationary RL23 Apr 2025
- 2025Reinforcement Learning in Switching Non-Stationary Markov Decision Processes: Algorithms and Convergence Analysis24 Mar 2025
- 2024Efficient, Low-Regret, Online Reinforcement Learning for Linear MDPs16 Nov 2024
- 2024Near-Optimal Dynamic Regret for Adversarial Linear Mixture MDPs5 Nov 2024
- 2024Sample Complexity Characterization for Linear Contextual MDPs5 Feb 2024
- 2023Provably Efficient Algorithm for Nonstationary Low-Rank MDPs10 Aug 2023
- 2023The complexity of non-stationary reinforcement learning13 Jul 2023
- 2023Tracking Most Significant Shifts in Nonparametric Contextual Bandits11 Jul 2023
- 2023Non-stationary Reinforcement Learning under General Function Approximation1 Jun 2023
- 2023Online Reinforcement Learning in Periodic MDP16 Mar 2023
12 newest of 22 All 22 (JSON)