Reinforcement learning (RL) for reachability specifications is fundamental in sequential decision-making, yet theoretical guarantees remain less explored. A recent work achieves asymptotic convergence to optimal policies. However, this approach provides limited insight into convergence dynamics. In this work, we present an alternative approach that provides deeper theoretical insights into convergence. Our approach builds on PAC learning with assumptions. PAC learning guarantees near-optimal policies with high confidence in finite time but requires knowing internal MDP parameters like minimum transition probability. We argue that while these parameters are unknown in RL, they can be iteratively refined and estimated with increasing accuracy. By iteratively satisfying PAC conditions, we show that exact optimality can be achieved in the limit. Empirical evaluations on standard benchmarks validate our theoretical insights into convergence dynamics.
We study stochastic minimum-cost reach-avoid reinforcement learning, where an agent must satisfy a reach-avoid specification with probability at least p while minimizing expected cumulative costs in stochastic environments. Existing safe and constrained reinforcement learning methods typically fail to jointly enforce probabilistic reach-avoid constraints and optimize cost in the learning setting in stochastic environments. To address this challenge, we introduce reach-avoid probability certificates (RAPCs), which identify states from which stochastic reach-avoid constraints are satisfiable. Building on RAPCs, we develop a contraction-based Bellman formulation that serves as a principled surrogate for integrating reach-avoid considerations into reinforcement learning, enabling cost optimization under probabilistic constraints. We establish almost sure convergence of the proposed algorithms to locally optimal policies with respect to the resulting objective. Experiments in the MuJoCo simulator demonstrate improved cost performance and consistently higher reach-avoid satisfaction rates.
Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) and the Bellman operators, emphasizing contraction mappings, monotonicity, and fixed-point theory that yield convergence guarantees and rates for value and policy iteration, and temporal-difference schemes. We then develop the optimization perspective: stochastic approximation and martingale methods, convex duality and the role of regularization linking mirror/proximal methods. Function approximation is treated through linear and non-linear settings, covering stabilization, error decomposition, and sample-complexity via concentration inequalities for dependent data and mixing processes. We further cover off-policy evaluation/learning, constrained RL and constrained MDPs (CMDPs). Throughout we unify algorithmic templates under common operator and variational lenses, highlighting both finite-sample bounds and asymptotic results. Our presentation is intended to provide a unified mathematical entry point for researchers in probability, optimization, and statistics interested in reinforcement learning.
Denis Belomestny, Alexander Gasnikov, Egor Gladin +5
Reachability is the most fundamental logical objective, yet it is notoriously difficult to learn in reinforcement learning settings: even for Markov decision processes, PAC learning of reachability is impossible without additional assumptions. This difficulty also holds in turn-based stochastic games (TBSGs), where two adversarial players interact on a finite state space. In this work, we consider turn-based stochastic games with reachability objectives. For such settings, adversarial learning, in which players are adversarial even in the learning phase, is impossible. Therefore, the goal is to consider learning, in which both players learn the unknown model together. In this spirit, previous literature on PAC learning in TBSGs considers (a)~public information shared by both players; and (b)~centralized learning, which means that players share the same learning algorithm. In this work, our contribution is two-fold. First, we relax these strong assumptions and ensure learning: (i)~with private information not shared with the other player; and (ii)~decentralized learning where the players do not share the same learning algorithm. To the best of our knowledge, this work is the first positive result for decentralized and private information learning of TBSGs with reachability objectives. Second, we introduce a game-theoretic generalization of the Expected Conditional Distance (ECD) parameter, which measures the expected length of reaching the target set. We establish a polynomial-sample complexity bound with respect to the number of states, actions, ECD parameter, and inverses of error tolerance and failure probability.