Reinforcement Learning with Delayed, Composite, and Partially Anonymous Reward
Not on the map. Why?
Abstract (arXiv)
We investigate an infinite-horizon average reward Markov Decision Process (MDP) with delayed, composite, and partially anonymous reward feedback. The delay and compositeness of rewards mean that rewards generated as a result of taking an action at a given state are fragmented into different components, and they are sequentially realized at delayed time instances. The partial anonymity attribute implies that a learner, for each state, only observes the aggregate of past reward components generated as a result of different actions taken at that state, but realized at the observation instance. We propose an algorithm named DUCRL2 to obtain a near-optimal policy for this setting and show that it achieves a regret bound of tildeOleft(DS√AT + d (SA)3right) where S and A are the sizes of the state and action spaces, respectively, D is the diameter of the MDP, d is a parameter upper bounded by the maximum reward delay, and T denotes the time horizon. This demonstrates the optimality of the bound in the order of T, and an additive impact of the delay.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 23 of its 33 references that are in the map. First posted on arXiv 4 May 2023.
Builds on
23 of 33 references.
References · 23
- 2017Minimax Regret Bounds for Reinforcement Learningcited by 500
- 2018Is Q-learning Provably Efficient?cited by 485
- 2020Learning Near Optimal Policies with Low Inherent Bellman Errorcited by 180
- 2019Online Convex Optimization in Adversarial Markov Decision Processescited by 79
- 2020Optimistic Policy Optimization with Bandit Feedbackcited by 79
- 2016Delay and Cooperation in Nonstochastic Banditscited by 71
- 2018Efficient Bias-Span-Constrained Exploration-Exploitation in Reinforcement Learningcited by 65
- 2020Reinforcement Learning with Random Delayscited by 56
- 2018Linear Bandits with Stochastic Delayed Feedbackcited by 55
- 2020Simultaneously Learning Stochastic and Adversarial Episodic MDPs with Known Transitioncited by 48
- 2019Nonstochastic Multiarmed Bandits with Unrestricted Delayscited by 46
- 2019An Optimal Algorithm for Adversarial Bandits with Arbitrary Delayscited by 44
11 more
- 2020Stochastic bandits with arm-dependent delayscited by 36
- 2020Learning Adversarial Markov Decision Processes with Delayed Feedbackcited by 33
- 2021Stochastic Multi-Armed Bandits with Unrestricted Delay Distributionscited by 33
- 2022Near-Optimal Regret for Adversarial MDP with Delayed Bandit Feedbackcited by 22
- 2021Concave Utility Reinforcement Learning with Zero-Constraint Violationscited by 18
- 2019Reinforcement Learning for Joint Optimization of Multiple Rewardscited by 15
- 2020Blind Decision Making: Reinforcement Learning with Delayed Observationscited by 14
- 2020Adaptive Algorithms for Multi-armed Bandit with Composite and Anonymous Feedbackcited by 9
- 2022Multi-Agent Reinforcement Learning with Reward Delayscited by 9
- 2021Optimism and Delays in Episodic Reinforcement Learningcited by 4
- 2023Stochastic Submodular Bandits with Delayed Composite Anonymous Bandit Feedbackcited by 2
Built on by
Citing papers per year: 2023: 1; 2024: 0; 2025: 0; 2026: 1.
2 papers.