Related papers: The Advantage Regret-Matching Actor-Critic

Model-based reinforcement learning (MBRL) improves sample efficiency by leveraging learned dynamics models for policy optimization. However, the effectiveness of methods such as actor-critic is often limited by compounding model errors,…

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…

This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…

We consider model selection in stochastic bandit and reinforcement learning problems. Given a set of base learning algorithms, an effective model selection strategy adapts to the best learning algorithm in an online fashion. We show that by…

Motivated by real-world settings where data collection and policy deployment -- whether for a single agent or across multiple agents -- are costly, we study the problem of on-policy single-agent reinforcement learning (RL) and federated RL…

Motivated by learning of correlated equilibria in non-cooperative games, we perform a large deviations analysis of a regret minimizing stochastic approximation algorithm. The regret minimization algorithm we consider comprises multiple…

Reinforcement learning (RL) provides an appealing formalism for learning control policies from experience. However, the classic active formulation of RL necessitates a lengthy active exploration process for each behavior, making it…

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However,…

Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

We consider the problem of using logged data to make predictions about what would happen if we changed the `rules of the game' in a multi-agent system. This task is difficult because in many cases we observe actions individuals take but not…

We study a general class of repeated auctions, such as the ones found in electricity markets, as multi-agent games between the bidders. In such a repeated setting, bidders can adapt their strategies online based on the data observed in the…

In this tutorial article, we give an overview of new challenges and representative results on distributed no-regret learning in multi-agent systems modeled as repeated unknown games. Four emerging game characteristics---dynamicity,…

Multi-agent adversarial inverse reinforcement learning (MA-AIRL) is a recent approach that applies single-agent AIRL to multi-agent problems where we seek to recover both policies for our agents and reward functions that promote expert-like…

We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…

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…

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

It is a common practice in the current literature of electricity markets to use game-theoretic approaches for strategic price bidding. However, they generally rely on the assumption that the strategic bidders have prior knowledge of rival…

No-regret learners seek to minimize the difference between the loss they cumulated through the actions they played, and the loss they would have cumulated in hindsight had they consistently modified their behavior according to some strategy…

This paper examines the convergence of no-regret learning in Cournot games with continuous actions. Cournot games are the essential model for many socio-economic systems, where players compete by strategically setting their output quantity.…