Sample Complexity of Offline Distributionally Robust Linear Markov Decision Processes.

He Wang Laixi Shi Yuejie Chi

Published in: CoRR (2024)

Keyphrases

markov decision processes
sample complexity
finite state
optimal policy
state space
transition matrices
policy iteration
theoretical analysis

upper bound
reinforcement learning
decision theoretic planning
learning algorithm
active learning
supervised learning
dynamic programming
special case

robust optimization
learning problems
infinite horizon
lower bound
upper and lower bounds
partially observable
action space
generalization error

data mining
stochastic shortest path
average cost
dynamical systems
support vector machine
multi agent
decision trees