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Decentralized (PO)MDPs provide an expressive framework for sequential decision making in a multiagent system. Given their computational complexity, recent research has focused on tractable yet practical subclasses of Dec-POMDPs. We address…

Artificial Intelligence · Computer Science 2018-04-11 Duc Thien Nguyen , Akshat Kumar , Hoong Chuin Lau

Although actor-critic methods have been successful in practice, their theoretical analyses have several limitations. Specifically, existing theoretical work either sidesteps the exploration problem by making strong assumptions or analyzes…

Machine Learning · Computer Science 2026-04-02 Max Qiushi Lin , Reza Asad , Kevin Tan , Haque Ishfaq , Csaba Szepesvari , Sharan Vaswani

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Policy-based methods have achieved remarkable success in solving challenging reinforcement learning problems. Among these methods, off-policy policy gradient methods are particularly important due to that they can benefit from off-policy…

Machine Learning · Computer Science 2024-05-07 Wenjia Meng , Qian Zheng , Long Yang , Yilong Yin , Gang Pan

This paper investigates the social optimality of linear quadratic mean field control systems with unmodeled dynamics. The objective of agents is to optimize the social cost, which is the sum of costs of all agents. By variational analysis…

Optimization and Control · Mathematics 2020-11-30 Bing-Chang Wang , Yong Liang

In learning from demonstrations, many generative models of trajectories make simplifying assumptions of independence. Correctness is sacrificed in the name of tractability and speed of the learning phase. The ignored dependencies, which…

Robotics · Computer Science 2020-11-09 Emmanuel Pignat , Hakan Girgin , Sylvain Calinon

Expressive generative policies such as diffusion and flow models are appealing for MaxEnt online reinforcement learning because of their ability to model multimodal and highly non-Gaussian action distributions. However, training effective…

Machine Learning · Computer Science 2026-05-12 Ke He , Le He , Shunpu Tang , Yafei Wang , Lisheng Fan

Motivated by recent advances of reinforcement learning and direct data-driven control, we propose policy gradient adaptive control (PGAC) for the linear quadratic regulator (LQR), which uses online closed-loop data to improve the control…

Optimization and Control · Mathematics 2025-06-16 Feiran Zhao , Alessandro Chiuso , Florian Dörfler

We propose FACtored Multi-Agent Centralised policy gradients (FACMAC), a new method for cooperative multi-agent reinforcement learning in both discrete and continuous action spaces. Like MADDPG, a popular multi-agent actor-critic method,…

We introduce Phasic Policy Gradient (PPG), a reinforcement learning framework which modifies traditional on-policy actor-critic methods by separating policy and value function training into distinct phases. In prior methods, one must choose…

Machine Learning · Computer Science 2020-09-10 Karl Cobbe , Jacob Hilton , Oleg Klimov , John Schulman

Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample…

Machine Learning · Statistics 2018-02-26 Hao Liu , Yihao Feng , Yi Mao , Dengyong Zhou , Jian Peng , Qiang Liu

Soft Actor-Critic (SAC) is one of the state-of-the-art off-policy reinforcement learning (RL) algorithms that is within the maximum entropy based RL framework. SAC is demonstrated to perform very well in a list of continous control tasks…

Machine Learning · Computer Science 2021-12-22 Zhenyang Shi , Surya P. N. Singh

This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…

Machine Learning · Computer Science 2025-11-20 Wenjian Hao , Paulo C. Heredia , Shaoshuai Mou

The oscillating performance of off-policy learning and persisting errors in the actor-critic (AC) setting call for algorithms that can conservatively learn to suit the stability-critical applications better. In this paper, we propose a…

Machine Learning · Computer Science 2021-10-06 Lingwei Zhu , Toshinori Kitamura , Takamitsu Matsubara

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

In recent years, generative models have shown remarkable capabilities across diverse fields, including images, videos, language, and decision-making. By applying powerful generative models such as flow-based models to reinforcement…

Machine Learning · Computer Science 2025-05-28 Jifeng Hu , Sili Huang , Siyuan Guo , Zhaogeng Liu , Li Shen , Lichao Sun , Hechang Chen , Yi Chang , Dacheng Tao

Both generative adversarial networks (GAN) in unsupervised learning and actor-critic methods in reinforcement learning (RL) have gained a reputation for being difficult to optimize. Practitioners in both fields have amassed a large number…

Machine Learning · Computer Science 2017-01-19 David Pfau , Oriol Vinyals

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

Reinforcement learning (RL) has achieved remarkable performance in numerous sequential decision making and control tasks. However, a common problem is that learned nearly optimal policy always overfits to the training environment and may…

Machine Learning · Computer Science 2020-10-01 Yangang Ren , Jingliang Duan , Shengbo Eben Li , Yang Guan , Qi Sun