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cs.LG2026
Achieving an Optimality Gap in Average-Reward Weakly-Coupled MDPs
Yige Hong, Xiangcheng Zhang, Qiaomin Xie +2
We study average-reward weakly-coupled Markov decision processes (WCMDPs), where a WCMDP consists of smaller MDPs, called arms, that share multiple per-step budget constraints.…
cs.LG2026
Lyapunov-Based Sample Complexity Analysis for Weakly-Coupled MDPs
Tianhao Wu, Matthew Zurek, Weina Wang +1
We study the sample complexity of learning in average-reward weakly-coupled Markov decision processes (WCMDPs) and Restless Bandits (RBs) under a generative model. Naive reduction…