cs.LGSep 26, 2026

Distributionally Robust Average-Reward Reinforcement Learning: Finite-Sample Guarantees under Weak Communication

Authors: Chenyu Lu, Zijun Chen, Nian Si

Organizations: The Hong Kong University of Science and Technology

Abstract

We study distributionally robust reinforcement learning (DR-RL) in the average-reward setting under weak communication. Our main result provides finite-sample guarantees for estimating the robust optimal average reward and learning a near-optimal policy, covering both SA-rectangular and S-rectangular structures with divergence-based and distance-based uncertainty sets. Specifically, for Kullback--Leibler and fkf_k-divergence balls, we establish explicit radius conditions under which the robust average-reward Bellman equation admits a constant-gain solution, while for total variation and Wasserstein balls, any positive radius suffices without requiring the nominal MDP to be weakly communicating. Our algorithm is prior-knowledge-free and achieves sample complexities of O~(∣S∣∣A∣p∧−1Span⁡2(uδ∗)ε−2)\widetilde O(|\mathcal{S}||\mathcal{A}|p_{\wedge}^{-1}\operatorname{Span}^{2}(u_δ^{\ast})ε^{-2}) for estimating the robust optimal average reward and O~(∣S∣∣A∣p∧−2Span⁡2(uδ∗)ε−2)\widetilde O(|\mathcal{S}||\mathcal{A}|p_{\wedge}^{-2}\operatorname{Span}^{2}(u_δ^{\ast})ε^{-2}) for learning an εε-optimal policy. Here, p∧p_{\wedge} is the smallest positive nominal transition probability and uδ∗u_δ^{\ast} is a robust optimal bias function. We further provide an almost-tight explicit upper bound on Span⁡(uδ∗)\operatorname{Span}(u_δ^{\ast}). Finally, we validate the predicted n−1/2n^{-1/2} convergence rate through numerical experiments.

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