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The paper studies the convergence properties of (continuous) best-response dynamics from game theory. Despite their fundamental role in game theory, best-response dynamics are poorly understood in many games of interest due to the…

Optimization and Control · Mathematics 2018-02-08 Brian Swenson , Ryan Murray , Soummya Kar

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

Inference scaling helps LLMs solve complex reasoning problems through extended runtime computation. On top of long chain-of-thought (long-CoT) models, purely inference-time techniques such as best-of-N (BoN) sampling, majority voting, or…

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

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

In multi-agent reinforcement learning, the behaviors that agents learn in a single Markov Game (MG) are typically confined to the given agent number. Every single MG induced by varying the population may possess distinct optimal joint…

Machine Learning · Computer Science 2023-06-06 Shenao Zhang , Li Shen , Lei Han , Li Shen

In the field of reinforcement learning, because of the high cost and risk of policy training in the real world, policies are trained in a simulation environment and transferred to the corresponding real-world environment. However, the…

Machine Learning · Computer Science 2023-01-12 Takumi Tanabe , Rei Sato , Kazuto Fukuchi , Jun Sakuma , Youhei Akimoto

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

In multi-agent tasks, the central challenge lies in the dynamic adaptation of strategies. However, directly conditioning on opponents' strategies is intractable in the prevalent deep reinforcement learning paradigm due to a fundamental…

Computer Science and Game Theory · Computer Science 2025-12-25 Yue Lin , Shuhui Zhu , Wenhao Li , Ang Li , Dan Qiao , Pascal Poupart , Hongyuan Zha , Baoxiang Wang

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic…

Machine Learning · Computer Science 2020-10-08 John D. Martin , Michal Lyskawinski , Xiaohu Li , Brendan Englot

In this paper, we present the use of Model Predictive Control (MPC) based on Reinforcement Learning (RL) to find the optimal policy for a multi-agent battery storage system. A time-varying prediction of the power price and production-demand…

Systems and Control · Electrical Eng. & Systems 2021-06-08 A. Bahari Kordabad , W. Cai , S. Gros

Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…

Machine Learning · Computer Science 2025-10-15 Chenliang Li , Junyu Leng , Jiaxiang Li , Youbang Sun , Shixiang Chen , Shahin Shahrampour , Alfredo Garcia

We present an agent-based simulator for economic systems with heterogeneous households, firms, central bank, and government agents. These agents interact to define production, consumption, and monetary flow. Each agent type has distinct…

Multiagent Systems · Computer Science 2024-08-23 Kshama Dwarakanath , Svitlana Vyetrenko , Tucker Balch

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…