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Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Value decomposition is widely used in cooperative multi-agent reinforcement learning, however, its implicit credit assignment mechanism is not yet fully understood due to black-box networks. In this work, we study an interpretable value…

Multiagent Systems · Computer Science 2024-01-30 Zichuan Liu , Yuanyang Zhu , Chunlin Chen

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

We propose Q-learning with Adjoint Matching (QAM), a novel TD-based reinforcement learning (RL) algorithm that tackles a long-standing challenge in continuous-action RL: efficient optimization of an expressive diffusion or flow-matching…

Machine Learning · Computer Science 2026-05-20 Qiyang Li , Sergey Levine

Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and…

Machine Learning · Computer Science 2018-08-10 Tuomas Haarnoja , Aurick Zhou , Pieter Abbeel , Sergey Levine

In this paper, sample-aware policy entropy regularization is proposed to enhance the conventional policy entropy regularization for better exploration. Exploiting the sample distribution obtainable from the replay buffer, the proposed…

Machine Learning · Computer Science 2021-06-10 Seungyul Han , Youngchul Sung

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

With the adoption of autonomous vehicles on our roads, we will witness a mixed-autonomy environment where autonomous and human-driven vehicles must learn to co-exist by sharing the same road infrastructure. To attain socially-desirable…

Robotics · Computer Science 2025-12-11 Behrad Toghi , Rodolfo Valiente , Dorsa Sadigh , Ramtin Pedarsani , Yaser P. Fallah

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

The capability to widely sample the state and action spaces is a key ingredient toward building effective reinforcement learning algorithms. The variational optimization principles exposed in this paper emphasize the importance of an…

Machine Learning · Computer Science 2022-05-25 Emmanuel Daucé

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Reinforcement learning algorithms in multi-agent systems deliver highly resilient and adaptable solutions for common problems in telecommunications,aerospace, and industrial robotics. However, achieving an optimal global goal remains a…

Multiagent Systems · Computer Science 2021-05-18 Changgang Zheng , Shufan Yang , Juan Parra-Ullauri , Antonio Garcia-Dominguez , Nelly Bencomo

Reinforcement learning (RL) has proven highly effective in addressing complex decision-making and control tasks. However, in most traditional RL algorithms, the policy is typically parameterized as a diagonal Gaussian distribution with…

Machine Learning · Computer Science 2024-12-24 Yinuo Wang , Likun Wang , Yuxuan Jiang , Wenjun Zou , Tong Liu , Xujie Song , Wenxuan Wang , Liming Xiao , Jiang Wu , Jingliang Duan , Shengbo Eben Li

To obtain better value estimation in reinforcement learning, we propose a novel algorithm based on the double actor-critic framework with temporal difference error-driven regularization, abbreviated as TDDR. TDDR employs double actors, with…

Machine Learning · Computer Science 2024-10-01 Haohui Chen , Zhiyong Chen , Aoxiang Liu , Wentuo Fang

In this paper, we propose a second-order deterministic actor-critic framework in reinforcement learning that extends the classical deterministic policy gradient method to exploit curvature information of the performance function. Building…

Machine Learning · Computer Science 2025-11-13 Arash Bahari Kordabad , Dean Brandner , Sebastien Gros , Sergio Lucia , Sadegh Soudjani

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

Actor-critic (AC) methods are a cornerstone of reinforcement learning (RL) but offer limited interpretability. Current explainable RL methods seldom use state attributions to assist training. Rather, they treat all state features equally,…

Machine Learning · Computer Science 2026-02-02 Na Li , Hangguan Shan , Wei Ni , Wenjie Zhang , Xinyu Li

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Distributional reinforcement learning (RL) aims to learn a value-network that predicts the full distribution of the returns for a given state, often modeled via a quantile-based critic. This approach has been successfully integrated into…

Machine Learning · Computer Science 2022-02-08 Michael Teng , Michiel van de Panne , Frank Wood

Recent advances in multi-agent reinforcement learning (MARL) have achieved super-human performance in games like Quake 3 and Dota 2. Unfortunately, these techniques require orders-of-magnitude more training rounds than humans and don't…

Machine Learning · Computer Science 2020-10-19 Tianjun Zhang , Huazhe Xu , Xiaolong Wang , Yi Wu , Kurt Keutzer , Joseph E. Gonzalez , Yuandong Tian