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This research establishes the first finite sample complexity guarantees for learning policies in average-reward Markov decision processes using a single trajectory without restrictive assumptions like ergodicity or generative model access. By developing novel value-based and policy-free methods, it advances theoretical foundations for efficient reinforcement learning algorithms that operate with minimal prior knowledge of problem-dependent quantities.
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Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process

arXiv2 min read

arXiv:2606.16729v1 Announce Type: new Abstract: While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model. In this work, we establish the first finite sample complexity guarantees from a single trajectory for weakly communicating average-reward MDPs. To this end, we study the dynamics of a single trajectory in weakly communicating MDPs and based on this analysis, we develop novel model-free methods. Notably, our value-based and policy-based methods provide finite sample complexity guarantees of $\widetilde{O}(1/\varepsilon^2)$ and $\widetilde{O}(1/\varepsilon^4)$ from a single trajectory in weakly communicating MDPs, respectively. Furthermore, we introduce the first model-free method that requires no prior knowledge of problem-dependent quantities for communicating MDPs.

Abstract:While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model. In this work, we establish the first finite sample complexity guarantees from a single trajectory for weakly communicating average-reward MDPs. To this end, we study the dynamics of a single trajectory in weakly communicating MDPs and based on this analysis, we develop novel model-free methods. Notably, our value-based and policy-based methods provide finite sample complexity guarantees of $\widetilde{O}(1/\varepsilon^2)$ and $\widetilde{O}(1/\varepsilon^4)$ from a single trajectory in weakly communicating MDPs, respectively. Furthermore, we introduce the first model-free method that requires no prior knowledge of problem-dependent quantities for communicating MDPs.

Machine Learning (cs.LG); Optimization and Control (math.OC)

arXiv:2606.16729 [cs.LG]

(or arXiv:2606.16729v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.16729 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Full text under the publisher's open licence · 227 words

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