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Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

In this paper, a hierarchical one-leader-multi-followers game for a class of continuous-time nonlinear systems with disturbance is investigated by a novel policy iteration reinforcement learning technique in which, the game model consists…

Systems and Control · Electrical Eng. & Systems 2019-07-29 Mohammad reza Satouri , Hamed Kebriaei , Abolhassan Razminia , Mohammad javad Yazdanpanah

Softmax policy gradient is a popular algorithm for policy optimization in single-agent reinforcement learning, particularly since projection is not needed for each gradient update. However, in multi-agent systems, the lack of central…

Optimization and Control · Mathematics 2022-11-01 Runyu Zhang , Jincheng Mei , Bo Dai , Dale Schuurmans , Na Li

A growing number of machine learning architectures, such as Generative Adversarial Networks, rely on the design of games which implement a desired functionality via a Nash equilibrium. In practice these games have an implicit complexity…

Machine Learning · Computer Science 2021-03-08 Gabriel P. Andrade , Rafael Frongillo , Georgios Piliouras

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

Fictitious play with reinforcement learning is a general and effective framework for zero-sum games. However, using the current deep neural network models, the implementation of fictitious play faces crucial challenges. Neural network model…

Machine Learning · Computer Science 2019-12-02 Rong-Jun Qin , Jing-Cheng Pang , Yang Yu

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

Deep neural network (DNN) generally takes thousands of iterations to optimize via gradient descent and thus has a slow convergence. In addition, softmax, as a decision layer, may ignore the distribution information of the data during…

Machine Learning · Computer Science 2021-06-16 Rui Zhang , Ziheng Jiao , Hongyuan Zhang , Xuelong Li

Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…

Machine Learning · Computer Science 2021-10-14 Chi Jin , Qinghua Liu , Tiancheng Yu

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

Machine Learning · Computer Science 2026-05-01 Eason Yu , Tzu Hao Liu , Clément L. Canonne , Yunke Wang , Chang Xu , Nguyen H. Tran , Stefano V. Albrecht

The framework of multi-agent learning explores the dynamics of how individual agent strategies evolve in response to the evolving strategies of other agents. Of particular interest is whether or not agent strategies converge to well known…

Computer Science and Game Theory · Computer Science 2023-11-21 Sarah A. Toonsi , Jeff S. Shamma

Reinforcement learning (RL) under changing environment models many real-world applications via nonstationary Markov Decision Processes (MDPs), and hence gains considerable interest. However, theoretical studies on nonstationary MDPs in the…

Machine Learning · Computer Science 2023-08-11 Yuan Cheng , Jing Yang , Yingbin Liang

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li

Learning optimal behavior from existing data is one of the most important problems in Reinforcement Learning (RL). This is known as "off-policy control" in RL where an agent's objective is to compute an optimal policy based on the data…

Machine Learning · Computer Science 2022-06-16 Raghuram Bharadwaj Diddigi , Prateek Jain , Prabuchandran K. J. , Shalabh Bhatnagar

The current dominant paradigm in sensorimotor control, whether imitation or reinforcement learning, is to train policies directly in raw action spaces such as torque, joint angle, or end-effector position. This forces the agent to make…

Machine Learning · Computer Science 2020-12-07 Shikhar Bahl , Mustafa Mukadam , Abhinav Gupta , Deepak Pathak

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

This work focuses on the entropy-regularized independent natural policy gradient (NPG) algorithm in multi-agent reinforcement learning. In this work, agents are assumed to have access to an oracle with exact policy evaluation and seek to…

Machine Learning · Computer Science 2024-05-07 Youbang Sun , Tao Liu , P. R. Kumar , Shahin Shahrampour

Upside Down Reinforcement Learning (UDRL) is a promising framework for solving reinforcement learning problems which focuses on learning command-conditioned policies. In this work, we extend UDRL to the task of learning a…

Machine Learning · Computer Science 2025-01-29 Jacopo Di Ventura , Dylan R. Ashley , Vincent Herrmann , Francesco Faccio , Jürgen Schmidhuber