# Optimal Sample Complexity for Average Reward Markov Decision Processes

arXiv: https://arxiv.org/abs/2310.08833 · HTML: https://mlsanity.com/paper/2310.08833/

## Key facts

- Cited by 15 papers in the map (data through 14 Oct 2026).
- Builds on 13 of its 26 references that are in the map.
- First posted on arXiv 13 Oct 2023.

## Builds on (most cited first, 13 of 13)

- [CAD2RL: Real Single-Image Flight without a Single Real Image](https://mlsanity.com/paper/1611.04201/) (2016)
- [Model-Based Reinforcement Learning with a Generative Model is Minimax Optimal](https://mlsanity.com/paper/1906.03804/) (2019)
- [Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model](https://mlsanity.com/paper/2005.12900/) (2020)
- [Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysis](https://mlsanity.com/paper/2102.06548/) (2021)
- [Settling the Sample Complexity of Model-Based Offline Reinforcement Learning](https://mlsanity.com/paper/2204.05275/) (2022)
- [Variance-reduced Q-learning is minimax optimal](https://mlsanity.com/paper/1906.04697/) (2019)
- [Efficiently Solving MDPs with Stochastic Mirror Descent](https://mlsanity.com/paper/2008.12776/) (2020)
- [Primal-Dual π Learning: Sample Complexity and Sublinear Run Time for Ergodic Markov Decision Problems](https://mlsanity.com/paper/1710.06100/) (2017)
- [Towards Tight Bounds on the Sample Complexity of Average-reward MDPs](https://mlsanity.com/paper/2106.07046/) (2021)
- [Near Sample-Optimal Reduction-based Policy Learning for Average Reward MDP](https://mlsanity.com/paper/2212.00603/) (2022)
- [Sharper Model-free Reinforcement Learning for Average-reward Markov Decision Processes](https://mlsanity.com/paper/2306.16394/) (2023)
- [Instance-optimality in optimal value estimation: Adaptivity via variance-reduced Q-learning](https://mlsanity.com/paper/2106.14352/) (2021)
- [Optimal Sample Complexity of Stable Discounted Markov Decision Processes](https://mlsanity.com/paper/2302.07477/) (2023)

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

- [Span-Based Optimal Sample Complexity for Weakly Communicating and General Average Reward MDPs](https://mlsanity.com/paper/2403.11477/) (2024)
- [Finding good policies in average-reward Markov Decision Processes without prior knowledge](https://mlsanity.com/paper/2405.17108/) (2024)
- [Reinforcement Learning for Infinite-Horizon Average-Reward Linear MDPs via Approximation by Discounted-Reward MDPs](https://mlsanity.com/paper/2405.15050/) (2024)
- [Span-Based Optimal Sample Complexity for Average Reward MDPs](https://mlsanity.com/paper/2311.13469/) (2023)
- [Model-Free Robust Average-Reward Reinforcement Learning with Sample Complexity Analysis](https://mlsanity.com/paper/2505.12462/) (2025)
- [Sample Complexity of Average-Reward Q-Learning: From Single-agent to Federated Reinforcement Learning](https://mlsanity.com/paper/2601.13642/) (2026)
- [Policy Testing in Markov Decision Processes](https://mlsanity.com/paper/2505.15342/) (2025)
- [Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs](https://mlsanity.com/paper/2603.23926/) (2026)
- [Policy Zooming: Adaptive Discretization-based Infinite-Horizon Average-Reward Reinforcement Learning](https://mlsanity.com/paper/2405.18793/) (2024)
- [A Bit of Freedom Goes a Long Way: Classical and Quantum Algorithms for Reinforcement Learning under a Generative Model](https://mlsanity.com/paper/2507.22854/) (2025)
- [Towards Blackwell Optimality: Bellman Optimality Is All You Can Get](https://mlsanity.com/paper/2510.13476/) (2025)
- [Provably Adaptive Average Reward Reinforcement Learning for Metric Spaces](https://mlsanity.com/paper/2410.19919/) (2024)
- [Lyapunov-Based Sample Complexity Analysis for Weakly-Coupled MDPs](https://mlsanity.com/paper/2606.14095/) (2026)
- [Mathematical methods of reinforcement learning](https://mlsanity.com/paper/2607.06935/) (2026)
- [Sharp Convergence and Sample Complexity of Policy Mirror Descent for Average-Reward MDPs](https://mlsanity.com/paper/2610.04117/) (2026)

## Abstract (arXiv)

We resolve the open question regarding the sample complexity of policy learning for maximizing the long-run average reward associated with a uniformly ergodic Markov decision process (MDP), assuming a generative model. In this context, the existing literature provides a sample complexity upper bound of widetilde O(|S||A|tmix2 ε-2) and a lower bound of Omega(|S||A|tmix ε-2). In these expressions, |S| and |A| denote the cardinalities of the state and action spaces respectively, tmix serves as a uniform upper limit for the total variation mixing times, and ε signifies the error tolerance. Therefore, a notable gap of tmix still remains to be bridged. Our primary contribution is the development of an estimator for the optimal policy of average reward MDPs with a sample complexity of widetilde O(|S||A|tmixε-2). This marks the first algorithm and analysis to reach the literature's lower bound. Our new algorithm draws inspiration from ideas in Li et al. (2020), Jin and Sidford (2021), and Wang et al. (2023). Additionally, we conduct numerical experiments to validate our theoretical findings.
