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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…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

We initiate the study of federated reinforcement learning under environmental heterogeneity by considering a policy evaluation problem. Our setup involves $N$ agents interacting with environments that share the same state and action space…

Machine Learning · Computer Science 2024-07-02 Han Wang , Aritra Mitra , Hamed Hassani , George J. Pappas , James Anderson

Text-based games are a popular testbed for language-based reinforcement learning (RL). In previous work, deep Q-learning is commonly used as the learning agent. Q-learning algorithms are challenging to apply to complex real-world domains…

Machine Learning · Computer Science 2023-06-28 Weichen Li , Rati Devidze , Sophie Fellenz

We know from reinforcement learning theory that temporal difference learning can fail in certain cases. Sutton and Barto (2018) identify a deadly triad of function approximation, bootstrapping, and off-policy learning. When these three…

Artificial Intelligence · Computer Science 2018-12-07 Hado van Hasselt , Yotam Doron , Florian Strub , Matteo Hessel , Nicolas Sonnerat , Joseph Modayil

Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying (''latent'') dynamics are comparatively simple. However, outside of restrictive…

Machine Learning · Computer Science 2024-10-24 Philip Amortila , Dylan J. Foster , Nan Jiang , Akshay Krishnamurthy , Zakaria Mhammedi

This paper investigates the problem of designing control policies that satisfy high-level specifications described by signal temporal logic (STL) in unknown, stochastic environments. While many existing works concentrate on optimizing the…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Siqi Wang , Shaoyuan Li , Li Yin , Xiang Yin

The sustainable foraging problem is a dynamic environment testbed for exploring the forms of agent cognition in dealing with social dilemmas in a multi-agent setting. The agents need to resist the temptation of individual rewards through…

Multiagent Systems · Computer Science 2024-08-20 John Payne , Aishwaryaprajna , Peter R. Lewis

Reward design is a key component of deep reinforcement learning, yet some tasks and designer's objectives may be unnatural to define as a scalar cost function. Among the various techniques, formal methods integrated with DRL have garnered…

Artificial Intelligence · Computer Science 2023-10-24 Jiangwei Wang , Shuo Yang , Ziyan An , Songyang Han , Zhili Zhang , Rahul Mangharam , Meiyi Ma , Fei Miao

We present a computational framework for synthesis of distributed control strategies for a heterogeneous team of robots in a partially observable environment. The goal is to cooperatively satisfy specifications given as Truncated Linear…

Artificial Intelligence · Computer Science 2022-04-07 Ningyuan Zhang , Wenliang Liu , Calin Belta

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an agent is to attain the best possible asymptotic reward where the…

Machine Learning · Computer Science 2007-05-23 Daniil Ryabko , Marcus Hutter

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

Machine Learning · Computer Science 2026-01-14 Bert Verbruggen , Arne Vanhoyweghen , Vincent Ginis

Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…

Machine Learning · Computer Science 2025-03-13 Tejaram Sangadi , L. A. Prashanth , Krishna Jagannathan

Many applications of imitation learning require the agent to generate the full distribution of behaviour observed in the training data. For example, to evaluate the safety of autonomous vehicles in simulation, accurate and diverse behaviour…

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

In this paper, a review of model-free reinforcement learning for learning of dynamical systems in uncertain environments has discussed. For this purpose, the Markov Decision Process (MDP) will be reviewed. Furthermore, some learning…

Machine Learning · Computer Science 2019-05-21 Mehran Attar , Mohammadreza Dabirian

Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…

Machine Learning · Computer Science 2025-05-16 Jonathan Clifford Balloch

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Reinforcement learning (RL) algorithms can find an optimal policy for a single agent to accomplish a particular task. However, many real-world problems require multiple agents to collaborate in order to achieve a common goal. For example, a…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Hadi Partovi Aria , Hyohun Kim , Daniel Neider , Zhe Xu

Simulation of population dynamics is a central research theme in computational biology, which contributes to understanding the interactions between predators and preys. Conventional mathematical tools of this theme, however, are incapable…

Multiagent Systems · Computer Science 2020-02-11 Jun Yamada , John Shawe-Taylor , Zafeirios Fountas

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

Artificial Intelligence · Computer Science 2019-01-09 Jordi Grau-Moya , Felix Leibfried , Haitham Bou-Ammar
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