Dynamic Regret of Online Markov Decision Processes

Peng Zhao; Long-Fei Li; Zhi-Hua Zhou

ICML 2022spotlight21 citations

Dynamic Regret of Online Markov Decision Processes

Abstract

We investigate online Markov Decision Processes (MDPs) with adversarially changing loss functions and known transitions. We choose

BibTeX

@InProceedings{pmlr-v162-zhao22c,
  title = 	 {Dynamic Regret of Online {M}arkov Decision Processes},
  author =       {Zhao, Peng and Li, Long-Fei and Zhou, Zhi-Hua},
  booktitle = 	 {Proceedings of the 39th International Conference on Machine Learning},
  pages = 	 {26865--26894},
  year = 	 {2022},
  editor = 	 {Chaudhuri, Kamalika and Jegelka, Stefanie and Song, Le and Szepesvari, Csaba and Niu, Gang and Sabato, Sivan},
  volume = 	 {162},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {17--23 Jul},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v162/zhao22c/zhao22c.pdf},
  url = 	 {https://proceedings.mlr.press/v162/zhao22c.html},
  abstract = 	 {We investigate online Markov Decision Processes (MDPs) with adversarially changing loss functions and known transitions. We choose