Linear Markov Decision Processes
Overview
Linear Markov decision processes (MDPs) represent rewards or transition dynamics with unknown parameters that are linear in known features, making learning possible without enumerating every state and action. Researchers develop methods such as optimistic least-squares value iteration, model-based planning, actor-critic, and primal-dual algorithms for episodic, constrained, and changing environments. Guarantees are commonly measured by regret or the samples needed to learn a near-optimal policy, including settings with large or continuous state and action spaces. A central tension is that strong guarantees often rely on realizability or access to computational oracles, while lower bounds reveal unavoidable costs in feature dimension, horizon, and reward gaps.
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