Related papers: RLCFR: Minimize Counterfactual Regret by Deep Rein…

This paper presents Knowledge-Based Reinforcement Learning (KB-RL) as a method that combines a knowledge-based approach and a reinforcement learning (RL) technique into one method for intelligent problem solving. The proposed approach…

The CFR framework has been a powerful tool for solving large-scale extensive-form games in practice. However, the theoretical rate at which past CFR-based algorithms converge to the Nash equilibrium is on the order of $O(T^{-1/2})$, where…

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…

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…

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…

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

When applied in healthcare, reinforcement learning (RL) seeks to dynamically match the right interventions to subjects to maximize population benefit. However, the learned policy may disproportionately allocate efficacious actions to one…

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

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…

We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…

Existing value-factorized based Multi-Agent deep Reinforce-ment Learning (MARL) approaches are well-performing invarious multi-agent cooperative environment under thecen-tralized training and decentralized execution(CTDE) scheme,where all…

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Reward function is essential in reinforcement learning (RL), serving as the guiding signal to incentivize agents to solve given tasks, however, is also notoriously difficult to design. In many cases, only imperfect rewards are available,…

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

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…

Lifelong reinforcement learning provides a promising framework for developing versatile agents that can accumulate knowledge over a lifetime of experience and rapidly learn new tasks by building upon prior knowledge. However, current…