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We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

In this paper, we consider a general distributed system with multiple agents who select and then implement actions in the system. The system has an operator with a centralized objective. The agents, on the other hand, are selfinterested and…

Computer Science and Game Theory · Computer Science 2020-01-15 Donya Ghavidel , Pratyush Chakraborty , Enrique Baeyens , Vijay Gupta , Pramod P. Khargonekar

This paper addresses the problem of collaboratively satisfying long-term spatial constraints in multi-agent systems. Each agent is subject to spatial constraints, expressed as inequalities, which may depend on the positions of other agents…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Farhad Mehdifar , Mani H. Dhullipalla , Charalampos P. Bechlioulis , Dimos V. Dimarogonas

Many multi-agent systems (MASs) are situated in stochastic environments. Some such systems that are based on the partially observable Markov decision process (POMDP) do not take the benevolence of other agents for granted. We propose a new…

Artificial Intelligence · Computer Science 2018-05-15 Gavin Rens , Abhaya Nayak , Thomas Meyer

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…

Systems and Control · Computer Science 2017-07-19 Eric Mazumdar , Roy Dong , Vicenç Rúbies Royo , Claire Tomlin , S. Shankar Sastry

Network routing is a distributed decision problem which naturally admits numerical performance measures, such as the average time for a packet to travel from source to destination. OLPOMDP, a policy-gradient reinforcement learning…

Machine Learning · Computer Science 2025-12-04 Nigel Tao , Jonathan Baxter , Lex Weaver

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

In this work, we proposed a new dynamic distributed planning approach that is able to take into account the changes that the agent introduces on his set of actions to be planned in order to take into account the changes that occur in his…

Artificial Intelligence · Computer Science 2024-03-05 Zakaria Tolba

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…

Optimization and Control · Mathematics 2020-01-13 Joan Bas-Serrano , Gergely Neu

Current approaches to multi-agent cooperation rely heavily on centralized mechanisms or explicit communication protocols to ensure convergence. This paper studies the problem of distributed multi-agent learning without resorting to…

Multiagent Systems · Computer Science 2025-08-19 Caroline Wang , Ishan Durugkar , Elad Liebman , Peter Stone

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Artificial Intelligence · Computer Science 2016-11-01 Sebastian Junges , Nils Jansen , Joost-Pieter Katoen , Ufuk Topcu

In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…

Optimization and Control · Mathematics 2020-02-25 Peng Yi , Li Li

This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…

Machine Learning · Computer Science 2020-02-24 Pathmanathan Pankayaraj , D. H. S. Maithripala

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the…

Machine Learning · Computer Science 2021-02-19 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

We propose an efficient multi-agent reinforcement learning approach to derive equilibrium strategies for multi-agents who are participating in a Markov game. Mainly, we are focused on obtaining decentralized policies for agents to maximize…

Multiagent Systems · Computer Science 2018-10-23 Heechang Ryu , Hayong Shin , Jinkyoo Park

Principal-agent problems arise when one party acts on behalf of another, leading to conflicts of interest. The economic literature has extensively studied principal-agent problems, and recent work has extended this to more complex scenarios…

Artificial Intelligence · Computer Science 2024-01-02 Omer Ben-Porat , Yishay Mansour , Michal Moshkovitz , Boaz Taitler

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

Machine Learning · Computer Science 2024-11-01 Benjamin Howson , Sarah Filippi , Ciara Pike-Burke