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We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

Credit assignmen, disentangling each agent's contribution to a shared reward, is a critical challenge in cooperative multi-agent reinforcement learning (MARL). To be effective, credit assignment methods must preserve the environment's…

Multiagent Systems · Computer Science 2025-10-30 Aditya Kapoor , Kale-ab Tessera , Mayank Baranwal , Harshad Khadilkar , Jan Peters , Stefano Albrecht , Mingfei Sun

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

Many popular practical reinforcement learning (RL) algorithms employ evolving reward functions-through techniques such as reward shaping, entropy regularization, or curriculum learning-yet their theoretical foundations remain…

Machine Learning · Computer Science 2025-10-15 Rui Hu , Yu Chen , Longbo Huang

We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…

Machine Learning · Computer Science 2025-02-07 Wenlong Mou

We propose networked policy gradient play for solving Markov potential games with continuous and/or discrete state-action pairs. During the game, agents use parametrized and differentiable policies that depend on the current state and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Sarper Aydin , Ceyhun Eksin

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

Multiagent Systems · Computer Science 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

Deliberating on large or continuous state spaces have been long standing challenges in reinforcement learning. Temporal Abstraction have somewhat made this possible, but efficiently planing using temporal abstraction still remains an issue.…

Artificial Intelligence · Computer Science 2017-03-21 Peeyush Kumar , Doina Precup

We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learning, for the task of estimating the parameters of the…

Machine Learning · Statistics 2026-02-25 Weichen Wu , Gen Li , Yuting Wei , Alessandro Rinaldo

We provide a new non-asymptotic analysis of distributed temporal difference learning with linear function approximation. Our approach relies on ``one-shot averaging,'' where $N$ agents run identical local copies of the TD(0) method and…

Machine Learning · Computer Science 2023-05-26 Rui Liu , Alex Olshevsky

We consider the emphatic temporal-difference (TD) algorithm, ETD($\lambda$), for learning the value functions of stationary policies in a discounted, finite state and action Markov decision process. The ETD($\lambda$) algorithm was recently…

Machine Learning · Computer Science 2017-01-23 Huizhen Yu

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

The difficulty of manually specifying reward functions has led to an interest in using linear temporal logic (LTL) to express objectives for reinforcement learning (RL). However, LTL has the downside that it is sensitive to small…

Logic in Computer Science · Computer Science 2023-05-31 Rajeev Alur , Osbert Bastani , Kishor Jothimurugan , Mateo Perez , Fabio Somenzi , Ashutosh Trivedi

We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an…

Machine Learning · Computer Science 2019-03-11 R. Srikant , Lei Ying

In this paper, we propose a model-free reinforcement learning method to synthesize control policies for motion planning problems with continuous states and actions. The robot is modelled as a labeled discrete-time Markov decision process…

Artificial Intelligence · Computer Science 2020-10-01 Chuanzheng Wang , Yinan Li , Stephen L. Smith , Jun Liu

We investigate the finite-time convergence properties of Temporal Difference (TD) learning with linear function approximation, a cornerstone algorithm in the field of reinforcement learning. We are interested in the so-called ``robust''…

Machine Learning · Computer Science 2025-09-26 Wei-Cheng Lee , Francesco Orabona

The most relevant problems in discounted reinforcement learning involve estimating the mean of a function under the stationary distribution of a Markov reward process, such as the expected return in policy evaluation, or the policy gradient…

Machine Learning · Computer Science 2023-04-17 Alberto Maria Metelli , Mirco Mutti , Marcello Restelli

This paper presents an approach for accelerated learning of optimal plans for a given task represented using Linear Temporal Logic (LTL) in multi-agent systems. Given a set of options (temporally abstract actions) available to each agent,…

Multiagent Systems · Computer Science 2025-10-29 Nishant Doshi

We study stochastic approximation procedures for approximately solving a $d$-dimensional linear fixed point equation based on observing a trajectory of length $n$ from an ergodic Markov chain. We first exhibit a non-asymptotic bound of the…

Optimization and Control · Mathematics 2024-05-14 Wenlong Mou , Ashwin Pananjady , Martin J. Wainwright , Peter L. Bartlett

We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show that PE is equivalent to maintaining the martingale…

Machine Learning · Computer Science 2022-02-02 Yanwei Jia , Xun Yu Zhou