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We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…

Machine Learning · Computer Science 2023-06-23 Qiwen Cui , Kaiqing Zhang , Simon S. Du

This paper presents an algorithmic framework for learning robust policies in asymmetric imperfect-information games, where the joint reward could depend on the uncertain opponent type (a private information known only to the opponent itself…

Artificial Intelligence · Computer Science 2020-03-05 Macheng Shen , Jonathan P. How

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev

Although reinforcement learning (RL) is considered the gold standard for policy design, it may not always provide a robust solution in various scenarios. This can result in severe performance degradation when the environment is exposed to…

Machine Learning · Computer Science 2023-06-14 Juncheng Dong , Hao-Lun Hsu , Qitong Gao , Vahid Tarokh , Miroslav Pajic

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This work proposes a scheme that allows learning complex multi-agent behaviors in a sample efficient manner, applied to 2v2 soccer. The problem is formulated as a Markov game, and solved using deep reinforcement learning. We propose a basic…

Machine Learning · Computer Science 2021-03-10 Pavan Samtani , Francisco Leiva , Javier Ruiz-del-Solar

We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…

Computer Science and Game Theory · Computer Science 2015-12-14 Vasilis Syrgkanis , Alekh Agarwal , Haipeng Luo , Robert E. Schapire

This paper presents an algorithm for multiobjective optimization that blends together a number of heuristics. A population of agents combines heuristics that aim at exploring the search space both globally and in a neighborhood of each…

Computational Engineering, Finance, and Science · Computer Science 2012-06-07 Massimiliano Vasile , Federico Zuiani

Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…

Machine Learning · Computer Science 2022-10-25 Eric Yang Yu , Zhizhen Qin , Min Kyung Lee , Sicun Gao

Recent advances in reinforcement learning (RL) have led to a growing interest in applying RL to classical planning domains or applying classical planning methods to some complex RL domains. However, the long-horizon goal-based problems…

Artificial Intelligence · Computer Science 2022-03-08 Clement Gehring , Masataro Asai , Rohan Chitnis , Tom Silver , Leslie Pack Kaelbling , Shirin Sohrabi , Michael Katz

Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…

Computer Science and Game Theory · Computer Science 2022-10-05 Shicong Cen , Yuejie Chi , Simon S. Du , Lin Xiao

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

Reinforcement learning (RL) -- algorithms that teach artificial agents to interact with environments by maximising reward signals -- has achieved significant success in recent years. These successes have been facilitated by advances in…

Machine Learning · Computer Science 2025-04-03 Llewyn Salt , Marcus Gallagher

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 study multi-objective reinforcement learning (RL) where an agent's reward is represented as a vector. In settings where an agent competes against opponents, its performance is measured by the distance of its average return vector to a…

Machine Learning · Computer Science 2021-02-08 Tiancheng Yu , Yi Tian , Jingzhao Zhang , Suvrit Sra

In collaborative goal-oriented settings, the participants are not only interested in achieving a successful outcome, but do also implicitly negotiate the effort they put into the interaction (by adapting to each other). In this work, we…

Computation and Language · Computer Science 2024-03-27 Philipp Sadler , Sherzod Hakimov , David Schlangen

Curriculum learning in reinforcement learning is a training methodology that seeks to speed up learning of a difficult target task, by first training on a series of simpler tasks and transferring the knowledge acquired to the target task.…

Machine Learning · Computer Science 2019-09-17 Sanmit Narvekar , Peter Stone

Reformulating the history matching problem from a least-square mathematical optimization problem into a Markov Decision Process introduces a method in which reinforcement learning can be utilized to solve the problem. This method provides a…

Machine Learning · Computer Science 2022-12-26 Omar S. Alolayan , Abdullah O. Alomar , John R. Williams

Since the 1990s, considerable empirical work has been carried out to train statistical models, such as neural networks (NNs), as learned heuristics for combinatorial optimization (CO) problems. When successful, such an approach eliminates…

Machine Learning · Statistics 2026-01-21 Orit Davidovich , Shimrit Shtern , Segev Wasserkrug , Nimrod Megiddo

Counterfactual regret minimization (CFR) algorithms are a foundational class of methods for solving imperfect-information games, with the time average of their iterates converging to a Nash equilibrium in two-player zero-sum games. Prior…

Computer Science and Game Theory · Computer Science 2026-02-10 Naifeng Zhang , Stephen McAleer , Tuomas Sandholm