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We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

Learning in multi-agent scenarios is a fruitful research direction, but current approaches still show scalability problems in multiple games with general reward settings and different opponent types. The Multi-Agent Reinforcement Learning…

Artificial Intelligence · Computer Science 2025-04-14 Diego Perez-Liebana , Katja Hofmann , Sharada Prasanna Mohanty , Noboru Kuno , Andre Kramer , Sam Devlin , Raluca D. Gaina , Daniel Ionita

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

Machine Learning · Computer Science 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

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

Multi-agent learning is a challenging problem in machine learning that has applications in different domains such as distributed control, robotics, and economics. We develop a prescriptive model of multi-agent behavior using Markov games.…

Artificial Intelligence · Computer Science 2020-05-27 Jalal Etesami , Christoph-Nikolas Straehle

The main focus of this paper is on enhancement of two types of game-theoretic learning algorithms: log-linear learning and reinforcement learning. The standard analysis of log-linear learning needs a highly structured environment, i.e.…

Machine Learning · Computer Science 2018-09-19 Mohammadhosein Hasanbeig , Lacra Pavel

Multi-agent reinforcement learning (MARL) is a widely used Artificial Intelligence (AI) technique. However, current studies and applications need to address its scalability, non-stationarity, and trustworthiness. This paper aims to review…

Artificial Intelligence · Computer Science 2024-06-07 Ziyuan Zhou , Guanjun Liu , Ying Tang

Reinforcement learning (RL) allows to solve complex tasks such as Go often with a stronger performance than humans. However, the learned behaviors are usually fixed to specific tasks and unable to adapt to different contexts. Here we…

Machine Learning · Computer Science 2020-04-21 Chris Reinke

This paper presents a novel approach to Multi-Agent Reinforcement Learning (MARL) that combines cooperative task decomposition with the learning of reward machines (RMs) encoding the structure of the sub-tasks. The proposed method helps…

Artificial Intelligence · Computer Science 2025-02-17 Leo Ardon , Daniel Furelos-Blanco , Alessandra Russo

Team competition in multi-agent Markov games is an increasingly important setting for multi-agent reinforcement learning, due to its general applicability in modeling many real-life situations. Multi-agent actor-critic methods are the most…

Multiagent Systems · Computer Science 2023-01-18 Paramita Koley , Aurghya Maiti , Niloy Ganguly , Sourangshu Bhattacharya

Multi-agent Reinforcement learning (MARL) studies the behaviour of multiple learning agents that coexist in a shared environment. MARL is more challenging than single-agent RL because it involves more complex learning dynamics: the…

Artificial Intelligence · Computer Science 2023-04-26 Roger Creus Castanyer

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Markov games (MGs) provide a mathematical foundation for multi-agent reinforcement learning (MARL), enabling self-interested agents to learn their optimal policies while interacting with others in a shared environment. However, due to the…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Huiwen Yan , Mushuang Liu

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

Reinforcement learning tasks are typically specified as Markov decision processes. This formalism has been highly successful, though specifications often couple the dynamics of the environment and the learning objective. This lack of…

Artificial Intelligence · Computer Science 2021-09-21 Martha White

Unlike the standard Reinforcement Learning (RL) model, many real-world tasks are non-Markovian, whose rewards are predicated on state history rather than solely on the current state. Solving a non-Markovian task, frequently applied in…

Machine Learning · Computer Science 2023-10-19 Ruixuan Miao , Xu Lu , Cong Tian , Bin Yu , Zhenhua Duan

Identification and analysis of symmetrical patterns in the natural world have led to significant discoveries across various scientific fields, such as the formulation of gravitational laws in physics and advancements in the study of…

Multiagent Systems · Computer Science 2024-05-28 Dingyang Chen , Qi Zhang

In this paper, we formulate the challenge of re-conceptualising the language game experimental paradigm in the framework of multi-agent reinforcement learning (MARL). If successful, future language game experiments will benefit from the…

Artificial Intelligence · Computer Science 2020-04-10 Paul Van Eecke , Katrien Beuls

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

Optimization and Control · Mathematics 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin