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We study the regret guarantee for risk-sensitive reinforcement learning (RSRL) via distributional reinforcement learning (DRL) methods. In particular, we consider finite episodic Markov decision processes whose objective is the entropic…

Machine Learning · Computer Science 2024-01-26 Hao Liang , Zhi-Quan Luo

In multi-agent reinforcement learning (MARL), the centralized training with decentralized execution (CTDE) framework has gained widespread adoption due to its strong performance. However, the further development of CTDE faces two key…

Multiagent Systems · Computer Science 2024-12-25 Lunjun Liu , Weilai Jiang , Yaonan Wang

Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…

Machine Learning · Computer Science 2025-10-27 Emile Anand , Ishani Karmarkar , Guannan Qu

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

We consider a decentralized formulation of the active hypothesis testing (AHT) problem, where multiple agents gather noisy observations from the environment with the purpose of identifying the correct hypothesis. At each time step, agents…

Machine Learning · Statistics 2023-09-18 Hadar Szostak , Kobi Cohen

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

Machine Learning · Computer Science 2025-10-09 Yahav Bechavod , Jiuyao Lu , Aaron Roth

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

Machine Learning · Computer Science 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems…

Machine Learning · Computer Science 2019-05-30 Yawei Zhao , Chen Yu , Peilin Zhao , Hanlin Tang , Shuang Qiu , Ji Liu

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and…

Optimization and Control · Mathematics 2022-12-29 Xinlei Yi , Xiuxian Li , Tao Yang , Lihua Xie , Tianyou Chai , Karl H. Johansson

We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for various adaptive control schemes. More recently, for the average…

Machine Learning · Statistics 2013-03-26 Morteza Ibrahimi , Adel Javanmard , Benjamin Van Roy

Large language models (LLMs) have been increasingly employed for (interactive) decision-making, via the development of LLM-based autonomous agents. Despite their emerging successes, the performance of LLM agents in decision-making has not…

Machine Learning · Computer Science 2025-10-16 Chanwoo Park , Xiangyu Liu , Asuman Ozdaglar , Kaiqing Zhang

Communication is essential for the collective execution of complex tasks by human agents, motivating interest in communication mechanisms for multi-agent reinforcement learning (MARL). However, existing communication protocols in MARL are…

Machine Learning · Computer Science 2026-01-26 Maciej Wojtala , Bogusz Stefańczyk , Dominik Bogucki , Łukasz Lepak , Jakub Strykowski , Paweł Wawrzyński

Despite the success of single-agent reinforcement learning, multi-agent reinforcement learning (MARL) remains challenging due to complex interactions between agents. Motivated by decentralized applications such as sensor networks, swarm…

Machine Learning · Computer Science 2019-01-10 Hoi-To Wai , Zhuoran Yang , Zhaoran Wang , Mingyi Hong

In this thesis, I propose a family of fully decentralized deep multi-agent reinforcement learning (MARL) algorithms to achieve high, real-time performance in network-level traffic signal control. In this approach, each intersection is…

Machine Learning · Computer Science 2020-07-21 Jin Guo

Multi-Agent Reinforcement Learning (MARL) comprises a broad area of research within the field of multi-agent systems. Several recent works have focused specifically on the study of communication approaches in MARL. While multiple…

Machine Learning · Computer Science 2024-03-27 Rafael Pina , Varuna De Silva , Corentin Artaud , Xiaolan Liu

Resource allocation is an important issue in cognitive radio systems. It can be done by carrying out negotiation among secondary users. However, significant overhead may be incurred by the negotiation since the negotiation needs to be done…

Information Theory · Computer Science 2016-11-17 Husheng Li

A major challenge of multiagent reinforcement learning (MARL) is the curse of multiagents, where the size of the joint action space scales exponentially with the number of agents. This remains to be a bottleneck for designing efficient MARL…

Machine Learning · Computer Science 2021-10-28 Chi Jin , Qinghua Liu , Yuanhao Wang , Tiancheng Yu

Decentralized Multi-Agent Reinforcement Learning (Dec-MARL) has emerged as a pivotal approach for addressing complex tasks in dynamic environments. Existing Multi-Agent Reinforcement Learning (MARL) methodologies typically assume a shared…

Multiagent Systems · Computer Science 2025-01-28 Hung Du , Srikanth Thudumu , Hy Nguyen , Rajesh Vasa , Kon Mouzakis

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Artificial Intelligence · Computer Science 2024-08-20 Ruiqi Zhang , Jing Hou , Florian Walter , Shangding Gu , Jiayi Guan , Florian Röhrbein , Yali Du , Panpan Cai , Guang Chen , Alois Knoll