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Many potential applications of reinforcement learning in the real world involve interacting with other agents whose numbers vary over time. We propose new neural policy architectures for these multi-agent problems. In contrast to other…

Machine Learning · Computer Science 2019-06-03 Matthew A. Wright , Roberto Horowitz

A Marked Temporal Point Process (MTPP) is a stochastic process whose realization is a set of event-time data. MTPP is often used to understand complex dynamics of asynchronous temporal events such as money transaction, social media,…

Machine Learning · Computer Science 2024-06-11 Yujee Song , Donghyun Lee , Rui Meng , Won Hwa Kim

Deep reinforcement learning includes a broad family of algorithms that parameterise an internal representation, such as a value function or policy, by a deep neural network. Each algorithm optimises its parameters with respect to an…

Machine Learning · Computer Science 2020-07-17 Zhongwen Xu , Hado van Hasselt , Matteo Hessel , Junhyuk Oh , Satinder Singh , David Silver

This paper presents a novel framework for automatic learning of complex strategies in human decision making. The task that we are interested in is to better facilitate long term planning for complex, multi-step events. We observe temporal…

Computer Vision and Pattern Recognition · Computer Science 2018-05-15 Tharindu Fernando , Simon Denman , Sridha Sridharan , Clinton Fookes

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

Systems and Control · Computer Science 2016-06-01 Ezio Bartocci , Luca Bortolussi , Tomǎš Brázdil , Dimitrios Milios , Guido Sanguinetti

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Optimization and Control · Mathematics 2024-05-01 Robert Denkert , Huyên Pham , Xavier Warin

Online advertising platforms use automated auctions to connect advertisers with potential customers, requiring effective bidding strategies to maximize profits. Accurate ad impact estimation requires considering three key factors: delayed…

Machine Learning · Computer Science 2025-10-24 Yuwei Cheng , Zifeng Zhao , Haifeng Xu

This paper extends recent work in interactive machine learning (IML) focused on effectively incorporating human feedback. We show how control and feedback signals complement each other in systems which model human reward. We demonstrate…

Human-Computer Interaction · Computer Science 2017-01-27 Kory W. Mathewson , Patrick M. Pilarski

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

Solving a reinforcement learning (RL) problem poses two competing challenges: fitting a potentially discontinuous value function, and generalizing well to new observations. In this paper, we analyze the learning dynamics of temporal…

Machine Learning · Computer Science 2022-06-07 Clare Lyle , Mark Rowland , Will Dabney , Marta Kwiatkowska , Yarin Gal

Reinforcement learning in multiagent systems has been studied in the fields of economic game theory, artificial intelligence and statistical physics by developing an analytical understanding of the learning dynamics (often in relation to…

Multiagent Systems · Computer Science 2019-06-25 Wolfram Barfuss , Jonathan F. Donges , Jürgen Kurths

Reinforcement learning works best when the impact of the agent's actions on its environment can be perfectly simulated or fully appraised from available data. Some systems are however both hard to simulate and very sensitive to small…

Trading and Market Microstructure · Quantitative Finance 2025-01-30 Vincent Ragel , Damien Challet

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Machine Learning · Computer Science 2012-09-06 Christos Dimitrakakis

Designing an effective reward function has long been a challenge in reinforcement learning, particularly for complex tasks in unstructured environments. To address this, various learning paradigms have emerged that leverage different forms…

Machine Learning · Computer Science 2025-04-29 Muhammad Qasim Elahi , Somtochukwu Oguchienti , Maheed H. Ahmed , Mahsa Ghasemi

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

Recommendation is crucial in both academia and industry, and various techniques are proposed such as content-based collaborative filtering, matrix factorization, logistic regression, factorization machines, neural networks and multi-armed…

Information Retrieval · Computer Science 2019-10-30 Feng Liu , Ruiming Tang , Xutao Li , Weinan Zhang , Yunming Ye , Haokun Chen , Huifeng Guo , Yuzhou Zhang

Deliberating on large or continuous state spaces have been long standing challenges in reinforcement learning. Temporal Abstraction have somewhat made this possible, but efficiently planing using temporal abstraction still remains an issue.…

Artificial Intelligence · Computer Science 2017-03-21 Peeyush Kumar , Doina Precup

Social dilemmas are situations where individuals face a temptation to increase their payoffs at a cost to total welfare. Building artificially intelligent agents that achieve good outcomes in these situations is important because many real…

Artificial Intelligence · Computer Science 2018-03-05 Adam Lerer , Alexander Peysakhovich

Rewards play an essential role in reinforcement learning. In contrast to rule-based game environments with well-defined reward functions, complex real-world robotic applications, such as contact-rich manipulation, lack explicit and…

Machine Learning · Computer Science 2022-05-30 Yuning Wu , Jieliang Luo , Hui Li

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli