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We introduce a formal notion of masking fault-tolerance between probabilistic transition systems based on a variant of probabilistic bisimulation (named masking simulation). We also provide the corresponding probabilistic game…

Logic in Computer Science · Computer Science 2022-07-06 Pablo F. Castro , Pedro D'Argenio , Luciano Putruele , Ramiro Demasi

High sample complexity remains a barrier to the application of reinforcement learning (RL), particularly in multi-agent systems. A large body of work has demonstrated that exploration mechanisms based on the principle of optimism under…

Machine Learning · Computer Science 2021-08-02 Robert Loftin , Aadirupa Saha , Sam Devlin , Katja Hofmann

We show that $\varepsilon$-additive approximations of the optimal value of fixed-size two-player free games with fixed-dimensional entanglement assistance can be computed in time $\mathrm{poly}(1/\varepsilon)$. This stands in contrast to…

Quantum Physics · Physics 2025-07-17 Julius A. Zeiss , Gereon Koßmann , Omar Fawzi , Mario Berta

We provide faster randomized algorithms for computing an $\epsilon$-optimal policy in a discounted Markov decision process with $A_{\text{tot}}$-state-action pairs, bounded rewards, and discount factor $\gamma$. We provide an…

Machine Learning · Computer Science 2024-05-22 Yujia Jin , Ishani Karmarkar , Aaron Sidford , Jiayi Wang

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be…

Machine Learning · Computer Science 2024-02-05 Dan Qiao , Yu-Xiang Wang

This paper studies the optimization of strategies in the context of possibly randomized two players zero-sum games with incomplete information. We compare 5 algorithms for tuning the parameters of strategies over a benchmark of 12 games. A…

Computer Science and Game Theory · Computer Science 2018-07-06 Marie-Liesse Cauwet , Olivier Teytaud

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper considers a model-free approach to the problem, where the…

Machine Learning · Computer Science 2021-02-02 Qinbo Bai , Vaneet Aggarwal , Ather Gattami

State-of-the-art methods for solving 2-player zero-sum imperfect information games rely on linear programming or regret minimization, though not on dynamic programming (DP) or heuristic search (HS), while the latter are often at the core of…

Artificial Intelligence · Computer Science 2022-10-27 Aurélien Delage , Olivier Buffet , Jilles S. Dibangoye , Abdallah Saffidine

We consider the problem of learning an $\varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample…

Machine Learning · Computer Science 2024-05-13 Davide Maran , Alberto Maria Metelli , Matteo Papini , Marcello Restelli

We study policy optimization in an infinite horizon, $\gamma$-discounted constrained Markov decision process (CMDP). Our objective is to return a policy that achieves large expected reward with a small constraint violation. We consider the…

Machine Learning · Computer Science 2022-04-12 Arushi Jain , Sharan Vaswani , Reza Babanezhad , Csaba Szepesvari , Doina Precup

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

Canonical models of Markov decision processes (MDPs) usually consider geometric discounting based on a constant discount factor. While this standard modeling approach has led to many elegant results, some recent studies indicate the…

Artificial Intelligence · Computer Science 2023-07-21 Jiarui Gan , Annika Hennes , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. The adversarial part of the environment is modeled by a player (Player 2) who tries to prevent the system (Player 1) from achieving its…

Computer Science and Game Theory · Computer Science 2025-06-11 Laurent Doyen , Pranshu Gaba , Shibashis Guha

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

In competitive two-agent environments, deep reinforcement learning (RL) methods based on the \emph{Double Oracle (DO)} algorithm, such as \emph{Policy Space Response Oracles (PSRO)} and \emph{Anytime PSRO (APSRO)}, iteratively add RL best…

Computer Science and Game Theory · Computer Science 2022-07-15 Stephen McAleer , JB Lanier , Kevin Wang , Pierre Baldi , Roy Fox , Tuomas Sandholm

In this paper, we present a polynomial-time algorithm that approximates sufficiently high-value Max 2-CSPs on sufficiently dense graphs to within $O(N^{\varepsilon})$ approximation ratio for any constant $\varepsilon > 0$. Using this…

Data Structures and Algorithms · Computer Science 2015-07-31 Pasin Manurangsi , Dana Moshkovitz

We give a converging semidefinite programming hierarchy of outer approximations for the set of quantum correlations of fixed dimension and derive analytical bounds on the convergence speed of the hierarchy. In particular, we give a…

Quantum Physics · Physics 2021-07-05 Hyejung H. Jee , Carlo Sparaciari , Omar Fawzi , Mario Berta