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We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, partial state observations, and a multiagent structure. We discuss and compare algorithms that simultaneously or…

Robotics · Computer Science 2020-11-10 Sushmita Bhattacharya , Siva Kailas , Sahil Badyal , Stephanie Gil , Dimitri Bertsekas

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

We consider an extension of the rollout algorithm that applies to constrained deterministic dynamic programming, including challenging combinatorial optimization problems. The algorithm relies on a suboptimal policy, called base heuristic.…

Optimization and Control · Mathematics 2020-04-28 Dimitri Bertsekas

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, and partial state observations. We discuss an algorithm that uses multistep lookahead, truncated rollout with a known…

Robotics · Computer Science 2020-02-12 Sushmita Bhattacharya , Sahil Badyal , Thomas Wheeler , Stephanie Gil , Dimitri Bertsekas

In this work we consider a generalization of the well-known multivehicle routing problem: given a network, a set of agents occupying a subset of its nodes, and a set of tasks, we seek a minimum cost sequence of movements subject to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-27 Jamison W. Weber , Dhanush R. Giriyan , Devendra R. Parkar , Dimitri P. Bertsekas , Andréa W. Richa

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

In this paper, we focus on the autonomous multiagent taxi routing problem for a large urban environment where the location and number of future ride requests are unknown a-priori, but can be estimated by an empirical distribution. Recent…

Multiagent Systems · Computer Science 2025-02-19 Daniel Garces , Sushmita Bhattacharya , Dimitri Bertsekas , Stephanie Gil

In this paper, we explore using deep reinforcement learning for problems with multiple agents. Most existing methods for deep multi-agent reinforcement learning consider only a small number of agents. When the number of agents increases,…

Machine Learning · Computer Science 2018-05-24 Arbaaz Khan , Clark Zhang , Daniel D. Lee , Vijay Kumar , Alejandro Ribeiro

A number of prototypical optimization problems in multi-agent systems (e.g., task allocation and network load-sharing) exhibit a highly local structure: that is, each agent's decision variables are only directly coupled to few other agent's…

Multiagent Systems · Computer Science 2020-03-04 Robin Brown , Federico Rossi , Kiril Solovey , Michael T. Wolf , Marco Pavone

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

In decision support systems, it is essential to get a candidate solution fast, even if it means resorting to an approximation. This constraint introduces a scalability requirement with regard to the kind of heuristics which can be used in…

Multiagent Systems · Computer Science 2014-05-22 D. Krzywicki , Ł. Faber , A. Byrski , M. Kisiel-Dorohinicki

Rollout algorithms have demonstrated excellent performance on a variety of dynamic and discrete optimization problems. Interpreted as an approximate dynamic programming algorithm, a rollout algorithm estimates the value-to-go at each…

Data Structures and Algorithms · Computer Science 2013-11-27 Andrew Mastin , Patrick Jaillet

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…

Machine Learning · Computer Science 2024-05-01 Lakshmi Mandal , Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

In large-scale systems there are fundamental challenges when centralised techniques are used for task allocation. The number of interactions is limited by resource constraints such as on computation, storage, and network communication. We…

Artificial Intelligence · Computer Science 2022-05-12 Niall Creech , Natalia Criado Pacheco , Simon Miles

Many potential applications of reinforcement learning in the real world involve interacting with other agents whose numbers vary over time. We propose new neural policy architectures for these multi-agent problems. In contrast to other…

Machine Learning · Computer Science 2019-06-03 Matthew A. Wright , Roberto Horowitz

Multiagent planning and coordination problems are common and known to be computationally hard. We show that a wide range of two-agent problems can be formulated as bilinear programs. We present a successive approximation algorithm that…

Artificial Intelligence · Computer Science 2014-01-16 Marek Petrik , Shlomo Zilberstein

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang
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