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cs.LG2026
Robust Average-Reward Markov Decision Processes: Minimax-Optimal Learning via Plug-in Reductions
Yuepeng Yang, Yuxin Chen, Yuejie Chi
Distributionally robust Markov decision processes provide a principled framework for sequential decision making under model uncertainty. We study how many samples are necessary and…
cs.LG2022★ 1 cited
Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games
Yuepeng Yang, Cong Ma
We prove that optimistic-follow-the-regularized-leader (OFTRL), together with smooth value updates, finds an -approximate Nash equilibrium in iterations for two-play…