arXiv · 2402.13821
Performance Improvement Bounds for Lipschitz Configurable Markov Decision Processes
Abstract
Configurable Markov Decision Processes (Conf-MDPs) have recently been introduced as an extension of the traditional Markov Decision Processes (MDPs) to model the real-world scenarios in which there is the possibility to intervene in the environment in order to configure some of its parameters. In this paper, we focus on a particular subclass of Conf-MDP that satisfies regularity conditions, namely Lipschitz continuity. We start by providing a bound on the Wasserstein distance between $\gamma$-discounted stationary distributions induced by changing policy and configuration. This result generalizes the already existing bounds both for Conf-MDPs and traditional MDPs. Then, we derive a novel performance improvement lower bound.
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Alberto Maria Metelli. 2024-02-21. Performance Improvement Bounds for Lipschitz Configurable Markov Decision Processes. https://arxiv.org/abs/2402.13821
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