Related papers: The Advantage Regret-Matching Actor-Critic

Regret minimization is a powerful method for finding Nash equilibria in Normal-Form Games (NFGs) and Extensive-Form Games (EFGs), but it typically guarantees convergence only for the average strategy. However, computing the average strategy…

Regret analysis is challenging in Multi-Agent Reinforcement Learning (MARL) primarily due to the dynamical environments and the decentralized information among agents. We attempt to solve this challenge in the context of decentralized…

We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose Nonepisodic…

In the experts problem, on each of $T$ days, an agent needs to follow the advice of one of $n$ ``experts''. After each day, the loss associated with each expert's advice is revealed. A fundamental result in learning theory says that the…

Understanding the behavior of no-regret dynamics in general $N$-player games is a fundamental question in online learning and game theory. A folk result in the field states that, in finite games, the empirical frequency of play under…

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply ARL, we turn the well-studied single-agent model of…

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

When learning to behave in a stochastic environment where safety is critical, such as driving a vehicle in traffic, it is natural for human drivers to plan fallback strategies as a backup to use if ever there is an unexpected change in the…

In inverse reinforcement learning (IRL), an agent seeks to replicate expert demonstrations through interactions with the environment. Traditionally, IRL is treated as an adversarial game, where an adversary searches over reward models, and…

This work theoretically studies a ubiquitous reinforcement learning policy for controlling the canonical model of continuous-time stochastic linear-quadratic systems. We show that randomized certainty equivalent policy addresses the…

Online Reinforcement Learning (RL) is typically framed as the process of minimizing cumulative regret (CR) through interactions with an unknown environment. However, real-world RL applications usually involve a sequence of tasks, and the…

We consider the problem of estimating preferences of human agents from data of strategic systems where the agents repeatedly interact. Recently, it was demonstrated that a new estimation method called "quantal regret" produces more accurate…

Actor-critic methods constitute a central paradigm in reinforcement learning (RL), coupling policy evaluation with policy improvement. While effective across many domains, these methods rely on separate actor and critic networks, which…

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…

Sequential learning with feedback graphs is a natural extension of the multi-armed bandit problem where the problem is equipped with an underlying graph structure that provides additional information - playing an action reveals the losses…

In the trial-and-error mechanism of reinforcement learning (RL), a notorious contradiction arises when we expect to learn a safe policy: how to learn a safe policy without enough data and prior model about the dangerous region? Existing…

Large language models (LLMs) are increasingly deployed as "agents" for decision-making (DM) in interactive and dynamic environments. Yet, since they were not originally designed for DM, recent studies show that LLMs can struggle even in…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…