Related papers: Finite-Time Performance of Distributed Temporal Di…
We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve the joint success. This problem is widely encountered in many areas including traffic…
We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…
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…
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…
Off-policy learning allows us to learn about possible policies of behavior from experience generated by a different behavior policy. Temporal difference (TD) learning algorithms can become unstable when combined with function approximation…
The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…
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…
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…
Stochastic time-varying optimization is an integral part of learning in which the shape of the function changes over time in a non-deterministic manner. This paper considers multiple models of stochastic time variation and analyzes the…
In reinforcement learning, the TD($\lambda$) algorithm is a fundamental policy evaluation method with an efficient online implementation that is suitable for large-scale problems. One practical drawback of TD($\lambda$) is its sensitivity…
Relative temporal-difference (TD) learning was introduced to mitigate the slow convergence of TD methods when the discount factor approaches one by subtracting a baseline from the temporal-difference update. While this idea has been studied…
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…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
Value function approximation is a crucial module for policy evaluation in reinforcement learning when the state space is large or continuous. The present paper takes a generative perspective on policy evaluation via temporal-difference (TD)…
In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…
Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…
This paper considers a multi-agent Markov Decision Process (MDP), where there are $n$ agents and each agent $i$ is associated with a state $s_i$ and action $a_i$ taking values from a finite set. Though the global state space size and action…
The finite-time convergence of off-policy TD learning has been comprehensively studied recently. However, such a type of convergence has not been well established for off-policy TD learning in the multi-agent setting, which covers broader…
We study the distributed synthesis of policies for multi-agent systems to perform \emph{spatial-temporal} tasks. We formalize the synthesis problem as a \emph{factored} Markov decision process subject to \emph{graph temporal logic}…
In this work, we consider a cooperative multi-agent Markov decision process (MDP) involving m agents. At each decision epoch, all the m agents independently select actions in order to maximize a common long-term objective. In the policy…