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Minimax Optimal Variance-Aware Regret Bounds for Multinom...
2026-05-19 · via math.ST updates on arXiv.org

We study reinforcement learning for episodic Markov Decision Processes (MDPs) whose transitions are modelled by a multinomial logistic (MNL) model. Existing algorithms for MNL mixture MDPs yield a regret of $\smash{\tilde{O}(dH^2\sqrt{T})}$ (Li et al., 2024), where $d$ is the feature dimension, $H$ the episode length, and $T$ the number of episodes. Inspired by the logistic bandit literature (Abeille et al., 2021; Faury et al., 2022; Boudart et al., 2026), we introduce a problem-dependent constant $\barσ\_T \leq 1/2$, measuring the normalised average variance of the optimal downstream value function along the learner's trajectory. We propose an algorithm achieving a regret of $\smash{\tilde{O}(dH^2\barσ\_T\sqrt{T})}$, which recovers the existing bound in the worst case and improves upon it for structured MDPs. For instance, for KL-constrained robust MDPs, $\barσ\_T = O(H^{-1})$, reducing the horizon dependence by a factor $H$. We further establish a matching $\smash{Ω(dH^2\barσ\_T\sqrt{T})}$ lower bound, proving minimax optimality (up to logarithmic factors) and fully characterising the regret complexity of MNL mixture MDPs for the first time.