Policy Optimization in Tabular MDPs: Data-dependent Regret under Unknown Transitions
Mingyi Li ⋅ Taira Tsuchiya ⋅ Kenji Yamanishi
Abstract
We study policy optimization for online episodic tabular Markov decision processes with unknown transition kernels, aiming for best-of-both-worlds guarantees and multiple data-dependent regret bounds. Recent work (Dann et al., 2023; Li et al., 2026) has shown that policy optimization can adapt to both adversarial and stochastic losses with data-dependent bounds, including first-order, second-order, and path-length bounds, but only under known transitions. We resolve the open problem raised by Dann et al. (2023) by developing optimistic follow-the-regularized-leader algorithms that extend such guarantees to unknown transitions. The key ingredient is a new design of optimistic $Q$-function estimators together with a data-dependent transition bonus that controls estimator bias through the loss-prediction error. Our analysis further identifies an unavoidable transition-dependent complexity term that captures the intrinsic cost of estimating the transition kernel. As a result, we obtain first-order, second-order, and path-length bounds with this transition-dependent complexity term while simultaneously achieving gap-dependent $\mathrm{polylog}(T)$ regret in the stochastic regime.
Chat is not available.
Successful Page Load