# Policy Testing in Markov Decision Processes

arXiv: https://arxiv.org/abs/2505.15342 · HTML: https://mlsanity.com/paper/2505.15342/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 32 of its 61 references that are in the map.
- First posted on arXiv 21 May 2025.

## Builds on (most cited first, 30 of 32)

- [On the Complexity of Best Arm Identification in Multi-Armed Bandit Models](https://mlsanity.com/paper/1407.4443/) (2014)
- [Optimal Best Arm Identification with Fixed Confidence](https://mlsanity.com/paper/1602.04589/) (2016)
- [Global Optimality Guarantees For Policy Gradient Methods](https://mlsanity.com/paper/1906.01786/) (2019)
- [Model-Based Reinforcement Learning with a Generative Model is Minimax Optimal](https://mlsanity.com/paper/1906.03804/) (2019)
- [On the Convergence Rates of Policy Gradient Methods](https://mlsanity.com/paper/2201.07443/) (2022)
- [Best-Arm Identification in Linear Bandits](https://mlsanity.com/paper/1409.6110/) (2014)
- [A Review of Off-Policy Evaluation in Reinforcement Learning](https://mlsanity.com/paper/2212.06355/) (2022)
- [Settling the Sample Complexity of Model-Based Offline Reinforcement Learning](https://mlsanity.com/paper/2204.05275/) (2022)
- [Optimal Best-arm Identification in Linear Bandits](https://mlsanity.com/paper/2006.16073/) (2020)
- [Pure Exploration with Multiple Correct Answers](https://mlsanity.com/paper/1902.03475/) (2019)
- [Non-Asymptotic Pure Exploration by Solving Games](https://mlsanity.com/paper/1906.10431/) (2019)
- [An optimal algorithm for the Thresholding Bandit Problem](https://mlsanity.com/paper/1605.08671/) (2016)
- [Satisficing in Time-Sensitive Bandit Learning](https://mlsanity.com/paper/1803.02855/) (2018)
- [Planning in Markov Decision Processes with Gap-Dependent Sample Complexity](https://mlsanity.com/paper/2006.05879/) (2020)
- [Good Arm Identification via Bandit Feedback](https://mlsanity.com/paper/1710.06360/) (2017)
- [Navigating to the Best Policy in Markov Decision Processes](https://mlsanity.com/paper/2106.02847/) (2021)
- [Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs](https://mlsanity.com/paper/2306.11700/) (2023)
- [Instance-optimality in optimal value estimation: Adaptivity via variance-reduced Q-learning](https://mlsanity.com/paper/2106.14352/) (2021)
- [Adaptive Sampling for Best Policy Identification in Markov Decision Processes](https://mlsanity.com/paper/2009.13405/) (2020)
- [On the Optimal Sample Complexity for Best Arm Identification](https://mlsanity.com/paper/1511.03774/) (2015)
- [Near Instance-Optimal PAC Reinforcement Learning for Deterministic MDPs](https://mlsanity.com/paper/2203.09251/) (2022)
- [Optimal Sample Complexity for Average Reward Markov Decision Processes](https://mlsanity.com/paper/2310.08833/) (2023)
- [Finding good policies in average-reward Markov Decision Processes without prior knowledge](https://mlsanity.com/paper/2405.17108/) (2024)
- [The Virtues of Laziness in Model-based RL: A Unified Objective and Algorithms](https://mlsanity.com/paper/2303.00694/) (2023)
- [Satisficing in multi-armed bandit problems](https://mlsanity.com/paper/1512.07638/) (2015)
- [Towards Instance-Optimality in Online PAC Reinforcement Learning](https://mlsanity.com/paper/2311.05638/) (2023)
- [Adaptive Exploration for Multi-Reward Multi-Policy Evaluation](https://mlsanity.com/paper/2502.02516/) (2025)
- [A Bad Arm Existence Checking Problem](https://mlsanity.com/paper/1901.11200/) (2019)
- [Best Policy Identification in Linear MDPs](https://mlsanity.com/paper/2208.05633/) (2022)
- [Regularization and Variance-Weighted Regression Achieves Minimax Optimality in Linear MDPs: Theory and Practice](https://mlsanity.com/paper/2305.13185/) (2023)

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

- [Asymptotically Optimal Sequential Testing with Markovian Data](https://mlsanity.com/paper/2602.17587/) (2026)
- [Non-Asymptotic Best Policy Identification Guarantees in Online Reinforcement Learning](https://mlsanity.com/paper/2607.17201/) (2026)

## Abstract (arXiv)

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified threshold while minimizing the number of samples. We first derive an instance-dependent lower bound that any reasonable algorithm must satisfy, characterized as the solution to an optimization problem with non-convex constraints. Guided by this formulation, we propose a new algorithm. While this design paradigm is common in pure exploration problems such as best-arm identification, the non-convex constraints that arise in MDPs introduce substantial difficulties. To address them, we reformulate the lower-bound problem by swapping the roles of the objective and the constraints, yielding an alternative problem with a non-convex objective but convex constraints. This reformulation admits an interpretation as a policy optimization task in a newly constructed reversed MDP. We further show that the global KL constraint can be decomposed exactly into a family of product-box subproblems, which are solved by projected policy gradient and combined through an outer budget search. Beyond policy testing, our reformulation and reversed MDP view suggest extensions to other pure exploration tasks in MDPs, including policy evaluation and best policy identification.
