# Improved Regret Bounds for Linear Adversarial MDPs via Linear Optimization

arXiv: https://arxiv.org/abs/2302.06834 · HTML: https://mlsanity.com/paper/2302.06834/

## Key facts

- Cited by 15 papers in the map (data through 14 Oct 2026).
- Builds on 30 of its 39 references that are in the map.
- First posted on arXiv 14 Feb 2023.

## Builds on (most cited first, 30 of 30)

- [Continuous control with deep reinforcement learning](https://mlsanity.com/paper/1509.02971/) (2015)
- [Playing Atari with Deep Reinforcement Learning](https://mlsanity.com/paper/1312.5602/) (2013)
- [Deep Reinforcement Learning for Autonomous Driving: A Survey](https://mlsanity.com/paper/2002.00444/) (2020)
- [Minimax Regret Bounds for Reinforcement Learning](https://mlsanity.com/paper/1703.05449/) (2017)
- [Is Q-learning Provably Efficient?](https://mlsanity.com/paper/1807.03765/) (2018)
- [Provably Efficient Exploration in Policy Optimization](https://mlsanity.com/paper/1912.05830/) (2019)
- [Reinforcement Learning in Feature Space: Matrix Bandit, Kernels, and Regret Bound](https://mlsanity.com/paper/1905.10389/) (2019)
- [Nearly Minimax Optimal Reinforcement Learning for Linear Mixture Markov Decision Processes](https://mlsanity.com/paper/2012.08507/) (2020)
- [Reinforcement learning based recommender systems: A survey](https://mlsanity.com/paper/2101.06286/) (2021)
- [Provably Efficient Reinforcement Learning with Linear Function Approximation Under Adaptivity Constraints](https://mlsanity.com/paper/2101.02195/) (2021)
- [Non-Asymptotic Gap-Dependent Regret Bounds for Tabular MDPs](https://mlsanity.com/paper/1905.03814/) (2019)
- [Frequentist Regret Bounds for Randomized Least-Squares Value Iteration](https://mlsanity.com/paper/1911.00567/) (2019)
- [Sample Complexity of Asynchronous Q-Learning: Sharper Analysis and Variance Reduction](https://mlsanity.com/paper/2006.03041/) (2020)
- [Learning Adversarial MDPs with Bandit Feedback and Unknown Transition](https://mlsanity.com/paper/1912.01192/) (2019)
- [Online Convex Optimization in Adversarial Markov Decision Processes](https://mlsanity.com/paper/1905.07773/) (2019)
- [Optimistic Policy Optimization with Bandit Feedback](https://mlsanity.com/paper/2002.08243/) (2020)
- [Logarithmic Regret for Reinforcement Learning with Linear Function Approximation](https://mlsanity.com/paper/2011.11566/) (2020)
- [Q-learning with Logarithmic Regret](https://mlsanity.com/paper/2006.09118/) (2020)
- [Nearly Minimax Optimal Reinforcement Learning for Linear Markov Decision Processes](https://mlsanity.com/paper/2212.06132/) (2022)
- [Policy Optimization in Adversarial MDPs: Improved Exploration via Dilated Bonuses](https://mlsanity.com/paper/2107.08346/) (2021)
- [Instance-Dependent Near-Optimal Policy Identification in Linear MDPs via Online Experiment Design](https://mlsanity.com/paper/2207.02575/) (2022)
- [Online learning in MDPs with linear function approximation and bandit feedback](https://mlsanity.com/paper/2007.01612/) (2020)
- [Nearly Minimax Optimal Reinforcement Learning with Linear Function Approximation](https://mlsanity.com/paper/2206.11489/) (2022)
- [Near-optimal Policy Optimization Algorithms for Learning Adversarial Linear Mixture MDPs](https://mlsanity.com/paper/2102.08940/) (2021)
- [Minimax Regret for Stochastic Shortest Path with Adversarial Costs and Known Transition](https://mlsanity.com/paper/2012.04053/) (2020)
- [Online Sparse Reinforcement Learning](https://mlsanity.com/paper/2011.04018/) (2020)
- [Online Target Q-learning with Reverse Experience Replay: Efficiently finding the Optimal Policy for Linear MDPs](https://mlsanity.com/paper/2110.08440/) (2021)
- [Refined Regret for Adversarial MDPs with Linear Function Approximation](https://mlsanity.com/paper/2301.12942/) (2023)
- [A Survey on Reinforcement Learning for Recommender Systems](https://mlsanity.com/paper/2109.10665/) (2021)
- [Policy Optimization for Stochastic Shortest Path](https://mlsanity.com/paper/2202.03334/) (2022)

## Built on by (most cited first, 15 of 15)

- [A Theoretical Analysis of Optimistic Proximal Policy Optimization in Linear Markov Decision Processes](https://mlsanity.com/paper/2305.08841/) (2023)
- [Bypassing the Simulator: Near-Optimal Adversarial Linear Contextual Bandits](https://mlsanity.com/paper/2309.00814/) (2023)
- [Rate-Optimal Policy Optimization for Linear Markov Decision Processes](https://mlsanity.com/paper/2308.14642/) (2023)
- [Towards Optimal Regret in Adversarial Linear MDPs with Bandit Feedback](https://mlsanity.com/paper/2310.11550/) (2023)
- [Improved Algorithm for Adversarial Linear Mixture MDPs with Bandit Feedback and Unknown Transition](https://mlsanity.com/paper/2403.04568/) (2024)
- [Warm-up Free Policy Optimization: Improved Regret in Linear Markov Decision Processes](https://mlsanity.com/paper/2407.03065/) (2024)
- [Learning Adversarial Low-rank Markov Decision Processes with Unknown Transition and Full-information Feedback](https://mlsanity.com/paper/2311.07876/) (2023)
- [An Improved Algorithm for Adversarial Linear Contextual Bandits via Reduction](https://mlsanity.com/paper/2508.11931/) (2025)
- [Refined Sample Complexity for Markov Games with Independent Linear Function Approximation](https://mlsanity.com/paper/2402.07082/) (2024)
- [Decision Making in Hybrid Environments: A Model Aggregation Approach](https://mlsanity.com/paper/2502.05974/) (2025)
- [Beating Adversarial Low-Rank MDPs with Unknown Transition and Bandit Feedback](https://mlsanity.com/paper/2411.06739/) (2024)
- [An Improved Model-Free Decision-Estimation Coefficient with Applications in Adversarial MDPs](https://mlsanity.com/paper/2510.08882/) (2025)
- [Policy Regret for Embedding Model Routing: Contextual Bandits with Low-Rank Experts](https://mlsanity.com/paper/2606.14929/) (2026)
- [Primal-Dual Policy Optimization for Linear CMDPs with Adversarial Losses](https://mlsanity.com/paper/2605.11535/) (2026)
- [Follow the Perturbed Leader for Linear Bandits: √T Regret over General Convex Sets](https://mlsanity.com/paper/2610.17818/) (2026)

## Abstract (arXiv)

Learning Markov decision processes (MDP) in an adversarial environment has been a challenging problem. The problem becomes even more challenging with function approximation, since the underlying structure of the loss function and transition kernel are especially hard to estimate in a varying environment. In fact, the state-of-the-art results for linear adversarial MDP achieve a regret of tildeO(K6/7) (K denotes the number of episodes), which admits a large room for improvement. In this paper, we investigate the problem with a new view, which reduces linear MDP into linear optimization by subtly setting the feature maps of the bandit arms of linear optimization. This new technique, under an exploratory assumption, yields an improved bound of tildeO(K4/5) for linear adversarial MDP without access to a transition simulator. The new view could be of independent interest for solving other MDP problems that possess a linear structure.
