Achieving an $O(1/N)$ Optimality Gap in Average-Reward Weakly-Coupled MDPs

Paper recorded by Signals 4 on 2026-09-29 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-09-29 on arXiv · recorded by Signals 4 on 2026-09-30

Category: cs.LG · 机器学习 · first seen 2026-09-30

Abstract

We study average-reward weakly-coupled Markov decision processes (WCMDPs), where a WCMDP consists of $N$ smaller MDPs, called arms, that share multiple per-step budget constraints. We consider the setting where the arms have identical model parameters, multiple actions, and state- and action-dependent costs. For restless bandits (RBs), a well-studied special case of WCMDPs, prior work has develope

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