Sharper Model-free Reinforcement Learning for Average-reward Markov Decision Processes
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Abstract (arXiv)
We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the online setting, we propose model-free RL algorithms based on reference-advantage decomposition. Our algorithm achieves widetildeO(S5A2sp(h^*)√T) regret after T steps, where S× A is the size of state-action space, and sp(h^*) the span of the optimal bias function. Our results are the first to achieve optimal dependence in T for weakly communicating MDPs. In the simulator setting, we propose a model-free RL algorithm that finds an ε-optimal policy using widetildeO left(fracSAsp2(h^*)ε2+fracS2Asp(h^*)ε right) samples, whereas the minimax lower bound is Omegaleft(fracSAsp(h^*)ε2right). Our results are based on two new techniques that are unique in the average-reward setting: 1) better discounted approximation by value-difference estimation; 2) efficient construction of confidence region for the optimal bias function with space complexity O(SA).
Key facts. Cited by 28 papers in the map (data through 7 Oct 2026). Builds on 21 of its 36 references that are in the map. First posted on arXiv 28 Jun 2023.
Builds on
21 of 36 references.
References · 21
- 2018Is Q-learning Provably Efficient?cited by 485
- 2019Tighter Problem-Dependent Regret Bounds in Reinforcement Learning without Domain Knowledge using Value Function Boundscited by 194
- 2020Almost Optimal Model-Free Reinforcement Learning via Reference-Advantage Decompositioncited by 127
- 2020Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Modelcited by 108
- 2020Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexitycited by 91
- 2021Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysiscited by 89
- 2019Model-free Reinforcement Learning in Infinite-horizon Average-reward Markov Decision Processescited by 81
- 2017Learning Unknown Markov Decision Processes: A Thompson Sampling Approachcited by 65
- 2018Efficient Bias-Span-Constrained Exploration-Exploitation in Reinforcement Learningcited by 65
- 2019Q-learning with UCB Exploration is Sample Efficient for Infinite-Horizon MDPcited by 53
- 2020Efficiently Solving MDPs with Stochastic Mirror Descentcited by 52
- 2021Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learningcited by 51
9 more
- 2020Learning Infinite-horizon Average-reward MDPs with Linear Function Approximationcited by 48
- 2019Regret Minimization for Reinforcement Learning by Evaluating the Optimal Bias Functioncited by 43
- 2017Primal-Dual π Learning: Sample Complexity and Sublinear Run Time for Ergodic Markov Decision Problemscited by 32
- 2021Towards Tight Bounds on the Sample Complexity of Average-reward MDPscited by 32
- 2022Stochastic first-order methods for average-reward Markov decision processescited by 30
- 2022Near Sample-Optimal Reduction-based Policy Learning for Average Reward MDPcited by 25
- 2018Regret Bounds for Reinforcement Learning via Markov Chain Concentrationcited by 19
- 2021Improved Regret Bound and Experience Replay in Regularized Policy Iterationcited by 18
- 2019Exploration-Enhanced POLITEXcited by 8
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Citing papers per year: 2023: 2; 2024: 10; 2025: 9; 2026: 7.
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- 2024Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPscited by 16
- 2023Optimal Sample Complexity for Average Reward Markov Decision Processescited by 13
- 2024Achieving Tractable Minimax Optimal Regret in Average Reward MDPscited by 13
- 2024Order-Optimal Regret with Novel Policy Gradient Approaches in Infinite-Horizon Average Reward MDPscited by 11
- 2024Finding good policies in average-reward Markov Decision Processes without prior knowledgecited by 10
- 2024Optimistic Q-learning for average reward and episodic reinforcement learningcited by 9
- 2024Reinforcement Learning for Infinite-Horizon Average-Reward Linear MDPs via Approximation by Discounted-Reward MDPscited by 7
- 2024Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximationcited by 6
- 2024Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithmcited by 6
- 2025Regret Analysis of Average-Reward Unichain MDPs via an Actor-Critic Approachcited by 6
- 2023Span-Based Optimal Sample Complexity for Average Reward MDPscited by 5
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Gamescited by 5
16 more
- 2025Span-Agnostic Optimal Sample Complexity and Oracle Inequalities for Average-Reward RLcited by 3
- 2025Bellman Optimality of Average-Reward Robust Markov Decision Processes with a Constant Gaincited by 3
- 2025A Minimal-Assumption Analysis of Q-Learning with Time-Varying Policiescited by 3
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysiscited by 2
- 2025Optimal Single-Policy Sample Complexity and Transient Coverage for Average-Reward Offline RLcited by 2
- 2024Learning Infinite-Horizon Average-Reward Linear Mixture MDPs of Bounded Spancited by 1
- 2025Q-learning with Posterior Samplingcited by 1
- 2025A Bit of Freedom Goes a Long Way: Classical and Quantum Algorithms for Reinforcement Learning under a Generative Modelcited by 1
- 2025Finite-Time Bounds for Average-Reward Fitted Q-Iterationcited by 1
- 2026Learning Weakly Communicating Average-Reward CMDPs: Strong Duality and Improved Regretcited by 1
- 2026Learning Policy from a Single Trajectory in Average-Reward Markov Decision Processcited by 1
- 2026Sample Complexity of Average-Reward Q-Learning: From Single-agent to Federated Reinforcement Learningcited by 0
- 2026Fast Non-Episodic Finite-Horizon RL with K-Step Lookahead Thresholdingcited by 0
- 2026Non-Rectangular Average-Reward Robust MDPs: Optimal Policies and Their Transient Valuescited by 0
- 2026Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPscited by 0
- 2026Learning Infinite-Horizon Average-Reward CMDPs via State Augmentationcited by 0
- 2026Learning Infinite-Horizon Average-Reward CMDPs via State Augmentation30 Sep 2026
- 2026Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process15 Jun 2026
- 2026Learning Weakly Communicating Average-Reward CMDPs: Strong Duality and Improved Regret12 May 2026
- 2026Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs25 Mar 2026
- 2026Non-Rectangular Average-Reward Robust MDPs: Optimal Policies and Their Transient Values1 Mar 2026
- 2026Fast Non-Episodic Finite-Horizon RL with K-Step Lookahead Thresholding31 Jan 2026
- 2026Sample Complexity of Average-Reward Q-Learning: From Single-agent to Federated Reinforcement Learning20 Jan 2026
- 2025Finite-Time Bounds for Average-Reward Fitted Q-Iteration20 Oct 2025
- 2025A Minimal-Assumption Analysis of Q-Learning with Time-Varying Policies17 Oct 2025
- 2025Bellman Optimality of Average-Reward Robust Markov Decision Processes with a Constant Gain17 Sep 2025
- 2025A Bit of Freedom Goes a Long Way: Classical and Quantum Algorithms for Reinforcement Learning under a Generative Model30 Jul 2025
- 2025Optimal Single-Policy Sample Complexity and Transient Coverage for Average-Reward Offline RL26 Jun 2025
16 more
- 2025Q-learning with Posterior Sampling1 Jun 2025
- 2025Regret Analysis of Average-Reward Unichain MDPs via an Actor-Critic Approach26 May 2025
- 2025Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysis18 May 2025
- 2025Span-Agnostic Optimal Sample Complexity and Oracle Inequalities for Average-Reward RL16 Feb 2025
- 2024Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithm30 Oct 2024
- 2024Learning Infinite-Horizon Average-Reward Linear Mixture MDPs of Bounded Span19 Oct 2024
- 2024Optimistic Q-learning for average reward and episodic reinforcement learning18 Jul 2024
- 2024Achieving Tractable Minimax Optimal Regret in Average Reward MDPs3 Jun 2024
- 2024Finding good policies in average-reward Markov Decision Processes without prior knowledge27 May 2024
- 2024Reinforcement Learning for Infinite-Horizon Average-Reward Linear MDPs via Approximation by Discounted-Reward MDPs23 May 2024
- 2024Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximation19 Apr 2024
- 2024Order-Optimal Regret with Novel Policy Gradient Approaches in Infinite-Horizon Average Reward MDPs2 Apr 2024
- 2024Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPs18 Mar 2024
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Games9 Mar 2024
- 2023Span-Based Optimal Sample Complexity for Average Reward MDPs22 Nov 2023
- 2023Optimal Sample Complexity for Average Reward Markov Decision Processes13 Oct 2023
- 2024Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPscited by 16
- 2023Optimal Sample Complexity for Average Reward Markov Decision Processescited by 13
- 2024Achieving Tractable Minimax Optimal Regret in Average Reward MDPscited by 13
- 2024Order-Optimal Regret with Novel Policy Gradient Approaches in Infinite-Horizon Average Reward MDPscited by 11
- 2024Finding good policies in average-reward Markov Decision Processes without prior knowledgecited by 10
- 2024Optimistic Q-learning for average reward and episodic reinforcement learningcited by 9
- 2024Reinforcement Learning for Infinite-Horizon Average-Reward Linear MDPs via Approximation by Discounted-Reward MDPscited by 7
- 2024Sample-efficient Learning of Infinite-horizon Average-reward MDPs with General Function Approximationcited by 6
- 2024Kernel-Based Function Approximation for Average Reward Reinforcement Learning: An Optimist No-Regret Algorithmcited by 6
- 2025Regret Analysis of Average-Reward Unichain MDPs via an Actor-Critic Approachcited by 6
- 2023Span-Based Optimal Sample Complexity for Average Reward MDPscited by 5
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Gamescited by 5
12 most cited of 26 All 26 (JSON)
- 2026Learning Infinite-Horizon Average-Reward CMDPs via State Augmentation30 Sep 2026
- 2026Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process15 Jun 2026
- 2026Learning Weakly Communicating Average-Reward CMDPs: Strong Duality and Improved Regret12 May 2026
- 2026Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs25 Mar 2026
- 2026Non-Rectangular Average-Reward Robust MDPs: Optimal Policies and Their Transient Values1 Mar 2026
- 2026Fast Non-Episodic Finite-Horizon RL with K-Step Lookahead Thresholding31 Jan 2026
- 2026Sample Complexity of Average-Reward Q-Learning: From Single-agent to Federated Reinforcement Learning20 Jan 2026
- 2025A Minimal-Assumption Analysis of Q-Learning with Time-Varying Policies17 Oct 2025
- 2025Bellman Optimality of Average-Reward Robust Markov Decision Processes with a Constant Gain17 Sep 2025
- 2025A Bit of Freedom Goes a Long Way: Classical and Quantum Algorithms for Reinforcement Learning under a Generative Model30 Jul 2025
- 2025Q-learning with Posterior Sampling1 Jun 2025
- 2025Regret Analysis of Average-Reward Unichain MDPs via an Actor-Critic Approach26 May 2025
12 newest of 26 All 26 (JSON)