# Transition Transfer Q-Learning for Composite Markov Decision Processes

arXiv: https://arxiv.org/abs/2502.00534 · HTML: https://mlsanity.com/paper/2502.00534/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods.
- First posted on arXiv 1 Feb 2025.

## Placed in

- Deep reinforcement learning methods / [RL theory and sample complexity](https://mlsanity.com/deeprl/rl-theory-and-sample-complexity/)

## Built on by (most cited first, 2 of 2)

- [Transfer Faster, Price Smarter: Minimax Dynamic Pricing under Cross-Market Preference Shift](https://mlsanity.com/paper/2505.17203/) (2025)
- [Transfer Denoising of Low-Rank Plus Sparse Matrices under Ambient and Rank Growth](https://mlsanity.com/paper/2601.21873/) (2026)

## Abstract (arXiv)

To bridge the gap between empirical success and theoretical understanding in transfer reinforcement learning (RL), we study a principled approach with provable performance guarantees. We introduce a novel composite MDP framework where high-dimensional transition dynamics are modeled as the sum of a low-rank component representing shared structure and a sparse component capturing task-specific variations. This relaxes the common assumption of purely low-rank transition models, allowing for more realistic scenarios where tasks share core dynamics but maintain individual variations. We introduce UCB-TQL (Upper Confidence Bound Transfer Q-Learning), designed for transfer RL scenarios where multiple tasks share core linear MDP dynamics but diverge along sparse dimensions. When applying UCB-TQL to a target task after training on a source task with sufficient trajectories, we achieve a regret bound of tildeO(√eH5N) that scales independently of the ambient dimension. Here, N represents the number of trajectories in the target task, while e quantifies the sparse differences between tasks. This result demonstrates substantial improvement over single task RL by effectively leveraging their structural similarities. Our theoretical analysis provides rigorous guarantees for how UCB-TQL simultaneously exploits shared dynamics while adapting to task-specific variations.
