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We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We consider infinite-horizon $\gamma$-discounted Markov Decision Processes, for which it is known that there exists a stationary optimal policy. We consider the algorithm Value Iteration and the sequence of policies $\pi_1,...,\pi_k$ it…

Artificial Intelligence · Computer Science 2012-04-02 Bruno Scherrer

Dynamic programming is a class of algorithms used to compute optimal control policies for Markov decision processes. Dynamic programming is ubiquitous in control theory, and is also the foundation of reinforcement learning. In this paper,…

Category Theory · Mathematics 2023-08-01 Jules Hedges , Riu Rodríguez Sakamoto

The outstanding capabilities of large language models (LLMs) render them a crucial component in various autonomous agent systems. While traditional methods depend on the inherent knowledge of LLMs without fine-tuning, more recent approaches…

Artificial Intelligence · Computer Science 2024-12-10 Zhirui Deng , Zhicheng Dou , Yutao Zhu , Ji-Rong Wen , Ruibin Xiong , Mang Wang , Weipeng Chen

We investigate the geometry of optimal memoryless time independent decision making in relation to the amount of information that the acting agent has about the state of the system. We show that the expected long term reward, discounted or…

Artificial Intelligence · Computer Science 2017-04-07 Guido Montufar , Johannes Rauh

Sequential allocation is a simple and widely studied mechanism to allocate indivisible items in turns to agents according to a pre-specified picking sequence of agents. At each turn, the current agent in the picking sequence picks its most…

Data Structures and Algorithms · Computer Science 2019-09-17 Mingyu Xiao , Jiaxing Ling

We present an approach for designing swarm-based optimizers for the global optimization of expensive black-box functions. In the proposed approach, the problem of finding efficient optimizers is framed as a reinforcement learning problem,…

Artificial Intelligence · Computer Science 2023-04-12 Eloghosa Ikponmwoba , Ope Owoyele

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

Optimization and Control · Mathematics 2022-06-29 Anselmo R. Pitombeira-Neto , Arthur H. Fonseca Murta

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 present an anytime algorithm which computes policies for decision problems represented as multi-stage influence diagrams. Our algorithm constructs policies incrementally, starting from a policy which makes no use of the available…

Artificial Intelligence · Computer Science 2013-02-01 Michael C. Horsch , David L. Poole

Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for…

Artificial Intelligence · Computer Science 2021-04-06 Jaeyoung Lee , Richard S. Sutton

Assignment problems are a classic combinatorial optimization problem in which a group of agents must be assigned to a group of tasks such that maximum utility is achieved while satisfying assignment constraints. Given the utility of each…

Multiagent Systems · Computer Science 2024-12-23 Joshua Holder , Natasha Jaques , Mehran Mesbahi

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

We study Bayesian automated mechanism design in unstructured dynamic environments, where a principal repeatedly interacts with an agent, and takes actions based on the strategic agent's report of the current state of the world. Both the…

Computer Science and Game Theory · Computer Science 2021-05-14 Hanrui Zhang , Vincent Conitzer

In this paper, we study a distributed optimization problem for a class of high-order multi-agent systems with unknown dynamics. In comparison with existing results for integrators or linear agents, we need to overcome the difficulties…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

This study investigates computationally efficient algorithms for solving discrete-time infinite-horizon single-agent/multi-agent dynamic models with continuous actions. It shows that we can easily reduce the computational costs by slightly…

General Economics · Economics 2025-02-21 Takeshi Fukasawa

We consider a multi-agent reinforcement learning problem where each agent seeks to maximize a shared reward while interacting with other agents, and they may or may not be able to communicate. Typically the agents do not have access to…

Multiagent Systems · Computer Science 2021-04-26 Alex Tong Lin , Mark J. Debord , Katia Estabridis , Gary Hewer , Guido Montufar , Stanley Osher

Multi-agent large language model (LLM) systems often rely on a controller to coordinate a pool of heterogeneous models, yet existing controllers are typically limited to one-shot routing: they select a model once and return its output…

Artificial Intelligence · Computer Science 2026-05-12 Wenzhi Fang , Liangqi Yuan , Guangchen Lan , Dong-Jun Han , Christopher G. Brinton

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren