Minimax PAC Bounds for Learning in Exogenous Contextual MDPs

arXiv:2606.25170v1 Announce Type: cross Abstract: We study PAC learning in tabular discounted Markov decision processes with exogenous i.i.d. contexts, with discount factor gamma, finite state space mathcal X, action space mathcal A, and context space mathcal Z. At each time step, a context is drawn independently from an unknown distribution mu and revealed before the agent acts. This context may affect both rewards and transitions, while remaining uncontrolled by the agent. Depending on the regime, the learner has access either to a sampling oracle for mu, to a sampling oracle for the transition kernel conditioned on state-context-action tuples, or to both. Oracles can be accessed before and during policy execution. The sample complexity is measured by a couple (n,m), where n is the number of calls to the sampling oracles before execution and m is the number of calls to the sampling oracles during execution. When rewards and transitions are known and only the context distribution mu is sampled, we give a variance-reduced algorithm that solves policy evaluation (PE), best-value estimation (BVE), and best-policy extraction (BPE) with left(widetilde Oleft(1/((1-gamma)^3arepsilon^2)right), 0 right) sample complexity. The rate is independent of |mathcal Z| and minimax optimal up to logarithmic factors. As a corollary, we also obtain tight rates in the case of one-step perfect look-ahead, improving upon the existing guarantees. In the fully unknown regime, where both mu and P must be learned, we show that PE remains |mathcal Z|-free, with matching upper and lower bounds igl(widetilde O(|mathcal X|/((1-gamma)^3arepsilon^2)),, widetilde O(1/((1-gamma)^2arepsilon^2))igr).

Source: arXiv cs.LG | 2026-06-25