Learning Infinite-Horizon Average-Reward CMDPs via State Augmentation
We study infinite-horizon average-reward constrained Markov decision processes (CMDPs) under the weakly communicating assumption. Existing high-probability guarantees for this setting either require computationally inefficient algorithms or have suboptimal dependence on the number of interactions $T$. We propose, to the best of our knowledge, the first computationally efficient algorithm that achieves $\widetilde{\mathcal{O}}(\sqrt{T})$ regret and cumulative constraint violation with high probability in the tabular setting. The $\sqrt{T}$ dependence is optimal up to logarithmic factors. Our approach incorporates cumulative constraint violation into the state and defines a reshaped reward ...
| Authors | Kihyun Yu, Seoungbin Bae, Dabeen Lee |
|---|---|
| Primary category | cs.LG |
| Published | 30 September 2026 |
| Last updated at source | 30 September 2026 |
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