Efficient Global Planning in Large MDPs via Stochastic Primal-Dual Optimization
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Abstract (arXiv)
We propose a new stochastic primal-dual optimization algorithm for planning in a large discounted Markov decision process with a generative model and linear function approximation. Assuming that the feature map approximately satisfies standard realizability and Bellman-closedness conditions and also that the feature vectors of all state-action pairs are representable as convex combinations of a small core set of state-action pairs, we show that our method outputs a near-optimal policy after a polynomial number of queries to the generative model. Our method is computationally efficient and comes with the major advantage that it outputs a single softmax policy that is compactly represented by a low-dimensional parameter vector, and does not need to execute computationally expensive local planning subroutines in runtime.
Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). Builds on 26 of its 49 references that are in the map. First posted on arXiv 21 Oct 2022.
Builds on
26 of 49 references.
References · 26
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14 more
- 2020A Unifying View of Optimism in Episodic Reinforcement Learningcited by 52
- 2020Learning Infinite-horizon Average-reward MDPs with Linear Function Approximationcited by 48
- 2020Logistic Q-Learningcited by 34
- 2017Primal-Dual π Learning: Sample Complexity and Sublinear Run Time for Ergodic Markov Decision Problemscited by 33
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- 2020Efficient Planning in Large MDPs with Weak Linear Function Approximationcited by 17
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Built on by
Citing papers per year: 2023: 2; 2024: 1; 2025: 4; 2026: 1.
8 papers.
- 2023Offline Primal-Dual Reinforcement Learning for Linear MDPscited by 17
- 2025Provably Efficient RL under Episode-Wise Safety in Constrained MDPs with Linear Function Approximationcited by 6
- 2023Convex Q Learning in a Stochastic Environment: Extended Versioncited by 5
- 2024Offline RL via Feature-Occupancy Gradient Ascentcited by 2
- 2025Offline Constrained Reinforcement Learning under Partial Data Coveragecited by 1
- 2025Analysis of approximate linear programming solution to Markov decision problem with log barrier functioncited by 1
- 2025Realizable Abstractions: Near-Optimal Hierarchical Reinforcement Learningcited by 0
- 2026Mathematical methods of reinforcement learningcited by 0
- 2026Mathematical methods of reinforcement learning8 Jul 2026
- 2025Realizable Abstractions: Near-Optimal Hierarchical Reinforcement Learning4 Dec 2025
- 2025Analysis of approximate linear programming solution to Markov decision problem with log barrier function24 Sep 2025
- 2025Offline Constrained Reinforcement Learning under Partial Data Coverage23 May 2025
- 2025Provably Efficient RL under Episode-Wise Safety in Constrained MDPs with Linear Function Approximation14 Feb 2025
- 2024Offline RL via Feature-Occupancy Gradient Ascent22 May 2024
- 2023Convex Q Learning in a Stochastic Environment: Extended Version10 Sep 2023
- 2023Offline Primal-Dual Reinforcement Learning for Linear MDPs22 May 2023