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The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

Machine Learning · Statistics 2015-06-04 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

Machine Learning · Computer Science 2022-04-06 Jing Tan , Ramin Khalili , Holger Karl

Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Mohammadreza Doostmohammadian , Narahari Kasagatta Ramesh , Alireza Aghasi

We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…

Machine Learning · Computer Science 2024-03-04 Siliang Zeng , Mingyi Hong , Alfredo Garcia

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

Training reinforcement learning (RL) agents using scalar reward signals is often infeasible when an environment has sparse and non-Markovian rewards. Moreover, handcrafting these reward functions before training is prone to…

Machine Learning · Computer Science 2023-10-04 Alessandro Abate , Yousif Almulla , James Fox , David Hyland , Michael Wooldridge

Generally, Reinforcement Learning (RL) agent updates its policy by repetitively interacting with the environment, contingent on the received rewards to observed states and undertaken actions. However, the environmental disturbance, commonly…

Artificial Intelligence · Computer Science 2024-11-07 Wei Geng , Baidi Xiao , Rongpeng Li , Ning Wei , Dong Wang , Zhifeng Zhao

Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

We study the problem of temporal-difference-based policy evaluation in reinforcement learning. In particular, we analyse the use of a distributional reinforcement learning algorithm, quantile temporal-difference learning (QTD), for this…

Machine Learning · Computer Science 2023-05-31 Mark Rowland , Yunhao Tang , Clare Lyle , Rémi Munos , Marc G. Bellemare , Will Dabney

This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking feature lies in the use of only the sign of relative state information between…

Systems and Control · Computer Science 2018-12-11 Jiaqi Zhang , Keyou You , Tamer Başar

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

Temporal-difference learning (TD), coupled with neural networks, is among the most fundamental building blocks of deep reinforcement learning. However, due to the nonlinearity in value function approximation, such a coupling leads to…

Machine Learning · Computer Science 2020-04-16 Qi Cai , Zhuoran Yang , Jason D. Lee , Zhaoran Wang

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

Systems and Control · Computer Science 2018-07-05 Lucas Balthazar , João Xavier , Bruno Sinopoli

We present a new model-based reinforcement learning algorithm, Cooperative Prioritized Sweeping, for efficient learning in multi-agent Markov decision processes. The algorithm allows for sample-efficient learning on large problems by…

Machine Learning · Computer Science 2020-01-22 Eugenio Bargiacchi , Timothy Verstraeten , Diederik M. Roijers , Ann Nowé

One of the fundamental challenges associated with reinforcement learning (RL) is that collecting sufficient data can be both time-consuming and expensive. In this paper, we formalize a concept of time reversal symmetry in a Markov decision…

Machine Learning · Computer Science 2023-11-29 Brett Barkley , Amy Zhang , David Fridovich-Keil

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

In standard Reinforcement Learning (RL) settings, the interaction between the agent and the environment is typically modeled as a Markov Decision Process (MDP), which assumes that the agent observes the system state instantaneously, selects…

Machine Learning · Computer Science 2025-06-18 John Wikman , Alexandre Proutiere , David Broman

In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…

Optimization and Control · Mathematics 2021-10-26 Alec Koppel , Amrit Singh Bedi , Bhargav Ganguly , Vaneet Aggarwal

We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…

Machine Learning · Computer Science 2021-11-03 Yiheng Lin , Guannan Qu , Longbo Huang , Adam Wierman

Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the…

Machine Learning · Statistics 2020-09-02 Gang Wang , Bingcong Li , Georgios B. Giannakis