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We study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…

Computer Science and Game Theory · Computer Science 2024-10-10 Fivos Kalogiannis , Jingming Yan , Ioannis Panageas

Multi-agent reinforcement learning (MARL) algorithms have accomplished remarkable breakthroughs in solving large-scale decision-making tasks. Nonetheless, most existing MARL algorithms are model-free, limiting sample efficiency and…

Machine Learning · Computer Science 2024-05-21 Qihan Liu , Jianing Ye , Xiaoteng Ma , Jun Yang , Bin Liang , Chongjie Zhang

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

Automated Planning algorithms require a model of the domain that specifies the preconditions and effects of each action. Obtaining such a domain model is notoriously hard. Algorithms for learning domain models exist, yet it remains unclear…

Artificial Intelligence · Computer Science 2025-02-19 Yarin Benyamin , Argaman Mordoch , Shahaf S. Shperberg , Roni Stern

Information theoretic sensor management approaches are an ideal solution to state estimation problems when considering the optimal control of multi-agent systems, however they are too computationally intensive for large state spaces,…

Multiagent Systems · Computer Science 2021-02-02 William A. Dawson , Ruben Glatt , Edward Rusu , Braden C. Soper , Ryan A. Goldhahn

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

Trading and Market Microstructure · Quantitative Finance 2024-08-13 Yuheng Zheng , Zihan Ding

Achieving distributed reinforcement learning (RL) for large-scale cooperative multi-agent systems (MASs) is challenging because: (i) each agent has access to only limited information; (ii) issues on convergence or computational complexity…

Machine Learning · Computer Science 2024-04-15 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

Much of the advancement in Multi-Agent Reinforcement Learning (MARL) for imperfect-information games has historically depended on the manual, iterative refinement of algorithmic baselines. Recently, evolutionary coding agents powered by…

Computer Science and Game Theory · Computer Science 2026-05-11 Zun Li , John Schultz , Daniel Hennes , Marc Lanctot

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

Model-free Reinforcement Learning (RL) generally suffers from poor sample complexity, mostly due to the need to exhaustively explore the state-action space to find well-performing policies. On the other hand, we postulate that expert…

Machine Learning · Computer Science 2023-09-13 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

This paper proposes an exploration technique for multi-agent reinforcement learning (MARL) with graph-based communication among agents. We assume the individual rewards received by the agents are independent of the actions by the other…

Machine Learning · Computer Science 2025-08-11 Ainur Zhaikhan , Ali H. Sayed

While reinforcement learning (RL) methods that learn an internal model of the environment have the potential to be more sample efficient than their model-free counterparts, learning to model raw observations from high dimensional sensors…

Machine Learning · Computer Science 2023-06-27 Raj Ghugare , Homanga Bharadhwaj , Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

Meta reinforcement learning (meta RL), as a combination of meta-learning ideas and reinforcement learning (RL), enables the agent to adapt to different tasks using a few samples. However, this sampling-based adaptation also makes meta RL…

Machine Learning · Computer Science 2023-03-09 Tao Li , Haozhe Lei , Quanyan Zhu

Although Multi-Agent Reinforcement Learning (MARL) is effective for complex multi-robot tasks, it suffers from low sample efficiency and requires iterative manual reward tuning. Large Language Models (LLMs) have shown promise in…

Robotics · Computer Science 2025-06-04 Guobin Zhu , Rui Zhou , Wenkang Ji , Shiyu Zhao

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

Poor sample efficiency continues to be the primary challenge for deployment of deep Reinforcement Learning (RL) algorithms for real-world applications, and in particular for visuo-motor control. Model-based RL has the potential to be highly…

Machine Learning · Computer Science 2022-12-13 Nicklas Hansen , Yixin Lin , Hao Su , Xiaolong Wang , Vikash Kumar , Aravind Rajeswaran

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu