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One of the most basic problems in reinforcement learning (RL) is policy evaluation: estimating the long-term return, i.e., value function, corresponding to a given fixed policy. The celebrated Temporal Difference (TD) learning algorithm…

Machine Learning · Computer Science 2025-02-10 Sreejeet Maity , Aritra Mitra

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two…

Federated reinforcement learning (FedRL) enables collaborative learning while preserving data privacy by preventing direct data exchange between agents. However, many existing FedRL algorithms assume that all agents operate in identical…

Machine Learning · Computer Science 2025-06-17 Ali Beikmohammadi , Sarit Khirirat , Peter Richtárik , Sindri Magnússon

TD(0) is one of the most commonly used algorithms in reinforcement learning. Despite this, there is no existing finite sample analysis for TD(0) with function approximation, even for the linear case. Our work is the first to provide such…

Artificial Intelligence · Computer Science 2017-12-12 Gal Dalal , Balázs Szörényi , Gugan Thoppe , Shie Mannor

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Multiagent Systems · Computer Science 2014-11-06 Sergio Valcarcel Macua , Jianshu Chen , Santiago Zazo , Ali H. Sayed

Cooperative multi-agent tasks require agents to deduce their own contributions with shared global rewards, known as the challenge of credit assignment. General methods for policy based multi-agent reinforcement learning to solve the…

Machine Learning · Computer Science 2021-05-11 Lipeng Wan , Xuwei Song , Xuguang Lan , Nanning Zheng

In this paper, we propose a distributed zeroth-order policy optimization method for Multi-Agent Reinforcement Learning (MARL). Existing MARL algorithms often assume that every agent can observe the states and actions of all the other agents…

Machine Learning · Computer Science 2023-06-21 Yan Zhang , Michael M. Zavlanos

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The purpose of distributional TD learning is to estimate the return distribution of a…

Machine Learning · Statistics 2025-11-18 Kaicheng Jin , Yang Peng , Jiansheng Yang , Zhihua Zhang

This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

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

Temporal-Difference (TD) learning is a general and very useful tool for estimating the value function of a given policy, which in turn is required to find good policies. Generally speaking, TD learning updates states whenever they are…

Machine Learning · Computer Science 2021-08-24 Nishanth Anand , Doina Precup

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…

Machine Learning · Computer Science 2018-02-28 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

Information Retrieval · Computer Science 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

In large-scale distributed machine learning, recent works have studied the effects of compressing gradients in stochastic optimization to alleviate the communication bottleneck. These works have collectively revealed that stochastic…

Machine Learning · Computer Science 2024-06-05 Aritra Mitra , George J. Pappas , Hamed Hassani