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Game theory studies situations in which strategic players can modify the state of a given system, due to the absence of a central authority. Solution concepts, such as Nash equilibrium, are defined to predict the outcome of such situations.…
While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…
Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…
In Online Learning to Rank (OLTR) the aim is to find an optimal ranking model by interacting with users. When learning from user behavior, systems must interact with users while simultaneously learning from those interactions. Unlike other…
The problem of distributed rate maximization in multi-channel ALOHA networks is considered. First, we study the problem of constrained distributed rate maximization, where user rates are subject to total transmission probability…
Traffic Engineering (TE) is a basic building block of the Internet. In this paper, we analyze whether modern Machine Learning (ML) methods are ready to be used for TE optimization. We address this open question through a comparative…
The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…
Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…
Multi-agent reinforcement learning (MARL) is often modeled using the framework of Markov games (also called stochastic games or dynamic games). Most of the existing literature on MARL concentrates on zero-sum Markov games but is not…
Motivated by the emerging use of multi-agent reinforcement learning (MARL) in engineering applications such as networked robotics, swarming drones, and sensor networks, we investigate the policy evaluation problem in a fully decentralized…
Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same…
Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…
The thriving field of multi-agent reinforcement learning (MARL) studies how a group of interacting agents make decisions autonomously in a shared dynamic environment. Existing theoretical studies in this area suffer from at least two of the…
Off-policy evaluation (OPE) in reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. We consider for the first time the semiparametric…
One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…
Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…
We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…
A deep learning (DL)-based power control algorithm that solves the max-min user fairness problem in a cell-free massive multiple-input multiple-output (MIMO) system is proposed. Max-min rate optimization problem in a cell-free massive MIMO…