Related papers: Model-Based Multi-Agent RL in Zero-Sum Markov Game…
Sample efficiency is one of the most critical issues for online reinforcement learning (RL). Existing methods achieve higher sample efficiency by adopting model-based methods, Q-ensemble, or better exploration mechanisms. We, instead,…
Although model-based reinforcement learning (RL) approaches are considered more sample efficient, existing algorithms are usually relying on sophisticated planning algorithm to couple tightly with the model-learning procedure. Hence the…
This paper addresses a critical challenge in the high-speed passenger railway industry: designing effective dynamic pricing strategies in the context of competing and cooperating operators. To address this, a multi-agent reinforcement…
The necessity for cooperation among intelligent machines has popularised cooperative multi-agent reinforcement learning (MARL) in the artificial intelligence (AI) research community. However, many research endeavors have been focused on…
Reinforcement learning has significant applications for multi-agent systems, especially in unknown dynamic environments. However, most multi-agent reinforcement learning (MARL) algorithms suffer from such problems as exponential computation…
We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their…
Recent advances have significantly improved our understanding of the sample complexity of learning in average-reward Markov decision processes (AMDPs) under the generative model. However, much less is known about the constrained…
In this paper, we study cooperative multi-agent reinforcement learning (MARL) where the joint reward exhibits submodularity, which is a natural property capturing diminishing marginal returns when adding agents to a team. Unlike standard…
We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…
Real economies can be modeled as a sequential imperfect-information game with many heterogeneous agents, such as consumers, firms, and governments. Dynamic general equilibrium (DGE) models are often used for macroeconomic analysis in this…
We study the sample complexity of identifying the pure strategy Nash equilibrium (PSNE) in a two-player zero-sum matrix game with noise. Formally, we are given a stochastic model where any learner can sample an entry $(i,j)$ of the input…
For effective matching of resources (e.g., taxis, food, bikes, shopping items) to customer demand, aggregation systems have been extremely successful. In aggregation systems, a central entity (e.g., Uber, Food Panda, Ofo) aggregates supply…
We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…
To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…
Experience replay is crucial for off-policy reinforcement learning (RL) methods. By remembering and reusing the experiences from past different policies, experience replay significantly improves the training efficiency and stability of RL…
Model-free reinforcement learning (RL) methods are succeeding in a growing number of tasks, aided by recent advances in deep learning. However, they tend to suffer from high sample complexity, which hinders their use in real-world domains.…
In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…
We study the problem of training a principal in a multi-agent general-sum game using reinforcement learning (RL). Learning a robust principal policy requires anticipating the worst possible strategic responses of other agents, which is…
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,…
Multi-agent reinforcement learning (MARL) has been shown effective for cooperative games in recent years. However, existing state-of-the-art methods face challenges related to sample complexity, training instability, and the risk of…