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In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Computer Science 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

Machine Learning · Statistics 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

We consider the problem of learning to behave optimally in a Markov Decision Process when a reward function is not specified, but instead we have access to a set of demonstrators of varying performance. We assume the demonstrators are…

Machine Learning · Computer Science 2019-08-01 Pablo Samuel Castro , Shijian Li , Daqing Zhang

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Adversarial self-play in two-player games has delivered impressive results when used with reinforcement learning algorithms that combine deep neural networks and tree search. Algorithms like AlphaZero and Expert Iteration learn tabula-rasa,…

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…

Machine Learning · Computer Science 2019-11-04 Orr Krupnik , Igor Mordatch , Aviv Tamar

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

Optimization and Control · Mathematics 2019-05-21 Jilie Zhang , Zhanshan Wang , Hongwei Zhang

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…

Machine Learning · Computer Science 2020-10-19 Jingbin Liu , Xinyang Gu , Shuai Liu

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Deep Reinforcement Learning (RL) agents are susceptible to adversarial noise in their observations that can mislead their policies and decrease their performance. However, an adversary may be interested not only in decreasing the reward,…

Machine Learning · Computer Science 2022-12-13 Dennis Gross , Thiago D. Simao , Nils Jansen , Guillermo A. Perez

Evolutionary science provides evidence that diversity confers resilience in natural systems. Yet, traditional multi-agent reinforcement learning techniques commonly enforce homogeneity to increase training sample efficiency. When a system…

Multiagent Systems · Computer Science 2024-09-11 Matteo Bettini , Ajay Shankar , Amanda Prorok

Classical game-theoretic approaches for multi-agent systems in both the forward policy design problem and the inverse reward learning problem often make strong rationality assumptions: agents perfectly maximize expected utilities under…

Machine Learning · Computer Science 2021-03-23 Ran Tian , Liting Sun , Masayoshi Tomizuka

Multi-agent reinforcement learning (MARL) offers a scalable alternative to exact game-theoretic analysis but suffers from non-stationarity and the need to maintain diverse populations of strategies that capture non-transitive interactions.…

Multiagent Systems · Computer Science 2026-02-09 Ariyan Bighashdel , Thiago D. Simão , Frans A. Oliehoek

Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…

Machine Learning · Computer Science 2026-03-13 Taeho Lee , Donghwan Lee

We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a suitable design of parameterized families of reward functions…

Multiagent Systems · Computer Science 2023-08-02 Nelson Vadori , Leo Ardon , Sumitra Ganesh , Thomas Spooner , Selim Amrouni , Jared Vann , Mengda Xu , Zeyu Zheng , Tucker Balch , Manuela Veloso

Multi-agent influence diagrams (MAIDs) are a popular game-theoretic model based on Bayesian networks. In some settings, MAIDs offer significant advantages over extensive-form game representations. Previous work on MAIDs has assumed that…

Computer Science and Game Theory · Computer Science 2023-07-12 James Fox , Matt MacDermott , Lewis Hammond , Paul Harrenstein , Alessandro Abate , Michael Wooldridge