A Computationally Efficient and Rate-Optimal Algorithm for Adversarial Linear MDPs with (Aggregate) Bandit Feedback

We study episodic linear Markov decision processes with unknown transitions, adversarial losses, and bandit feedback. The state-of-the-art result for this setting (Liu et al., 2024) either achieves $\sqrt{K}$ regret with a computationally inefficient algorithm or achieves suboptimal $K^{3/4}$ regret