We consider policy optimization for online episodic tabular Markov decision processes (MDPs) with adversarial losses and bandit feedback. Policy optimization updates the policy locally at each state and avoids optimization over the occupancy-measure polytope, but its existing regret bounds are larger by a factor of the horizon H than those of occupancy-measure-based algorithms. We close this gap by using regularized Q-functions, which allow us to control the stability of the local updates jointly over all state-action pairs rather than separately at each state. The resulting algorithm attains high-probability regret bounds of O(HS(H+A)T) for known transitions and O(HSAT) for unknown transitions, where S is the number of states, A the number of actions, and T the number of episodes. Both bounds improve the horizon dependence of existing policy optimization bounds, and the latter matches the best-known bound. We further extend the algorithm to adversarial linear-mixture MDPs and obtain the same improvement in the horizon dependence.
Figures & tables
Reference
Known transitions
Unknown transitions
Policy optimization
Zimin and Neu (2013)
HSAT
—
—
Jin et al. (2020)
—
HSAT
—
Luo et al. (2021)
H3SAT
H2SAT
✓
This work
HS(H+A)T
HSAT
✓
Table 1: Regret upper bounds for episodic tabular MDPs with adversarial losses and bandit feedback under known and unknown transitions. Logarithmic factors and lower-order terms are omitted.
Reference
Regret upper bound
Policy optimization
Li et al. (2024)
HSAT+dS3/2HT
—
Cheng et al. (2026)
H3SAT+dS3/2H3T
✓
This work
HSAT+dS3/2HT
✓
Table 2: Regret upper bounds for adversarial linear-mixture MDPs with bandit feedback. Logarithmic factors and lower-order terms are omitted.