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We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player maintains a Bayesian posterior over the game model,…

Machine Learning · Computer Science 2026-03-24 Chang-Wei Yueh , Andy Zhao , Ashutosh Nayyar , Rahul Jain

There exist many algorithms for learning how to play repeated bimatrix games. Most of these algorithms are justified in terms of some sort of theoretical guarantee. On the other hand, little is known about the empirical performance of these…

Computer Science and Game Theory · Computer Science 2014-02-03 Erik Zawadzki , Asher Lipson , Kevin Leyton-Brown

Finding the optimal signal timing strategy is a difficult task for the problem of large-scale traffic signal control (TSC). Multi-Agent Reinforcement Learning (MARL) is a promising method to solve this problem. However, there is still room…

Machine Learning · Computer Science 2021-09-14 Xiaoqiang Wang , Liangjun Ke , Zhimin Qiao , Xinghua Chai

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

Machine Learning · Computer Science 2026-02-05 He Wang , Xingyu Xu , Yuejie Chi

Pursuit-evasion is a multi-agent sequential decision problem wherein a group of agents known as pursuers coordinate their traversal of a spatial domain to locate an agent trying to evade them. Pursuit evasion problems arise in a number of…

Machine Learning · Computer Science 2018-11-13 Zhen Li , Nicholas J. Meyer , Eric B. Laber , Robert Brigantic

Thompson sampling for multi-armed bandit problems is known to enjoy favorable performance in both theory and practice. However, it suffers from a significant limitation computationally, arising from the need for samples from posterior…

Machine Learning · Computer Science 2020-06-19 Eric Mazumdar , Aldo Pacchiano , Yi-an Ma , Peter L. Bartlett , Michael I. Jordan

The problem of two-sided matching markets has a wide range of real-world applications and has been extensively studied in the literature. A line of recent works have focused on the problem setting where the preferences of one-side market…

Machine Learning · Computer Science 2022-05-03 Fang Kong , Junming Yin , Shuai Li

Recent literature has made much progress in understanding \emph{online LQR}: a modern learning-theoretic take on the classical control problem in which a learner attempts to optimally control an unknown linear dynamical system with fully…

Machine Learning · Computer Science 2020-10-06 Max Simchowitz

Rapid urbanization in cities like Bangalore has led to severe traffic congestion, making efficient Traffic Signal Control (TSC) essential. Multi-Agent Reinforcement Learning (MARL), often modeling each traffic signal as an independent agent…

Machine Learning · Computer Science 2026-05-19 Sayambhu Sen , Shalabh Bhatnagar

This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…

Optimization and Control · Mathematics 2025-12-05 Hanfang Zhang , Bing-Chang Wang , Shuo Chen

Curricula for goal-conditioned reinforcement learning agents typically rely on poor estimates of the agent's epistemic uncertainty or fail to consider the agents' epistemic uncertainty altogether, resulting in poor sample efficiency. We…

Machine Learning · Computer Science 2022-10-07 Julian Alverio , Boris Katz , Andrei Barbu

We consider Thompson sampling for linear bandit problems with finitely many independent arms, where rewards are sampled from normal distributions that are linearly dependent on unknown parameter vectors and with unknown variance.…

Machine Learning · Computer Science 2023-03-07 Björn Lindenberg , Karl-Olof Lindahl

We study the multi-agent multi-armed bandit (MAMAB) problem, where $m$ agents are factored into $\rho$ overlapping groups. Each group represents a hyperedge, forming a hypergraph over the agents. At each round of interaction, the learner…

Machine Learning · Computer Science 2023-12-27 Tianyuan Jin , Hao-Lun Hsu , William Chang , Pan Xu

This paper proposes to leverage the emerging~learning techniques and devise a multi-agent online source {seeking} algorithm under unknown environment. Of particular significance in our problem setups are: i) the underlying environment is…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

We introduce a new algorithm for online linear-quadratic control in a known system subject to adversarial disturbances. Existing regret bounds for this setting scale as $\sqrt{T}$ unless strong stochastic assumptions are imposed on the…

Machine Learning · Computer Science 2020-06-24 Dylan J. Foster , Max Simchowitz

We address the challenge of learning factored policies in cooperative MARL scenarios. In particular, we consider the situation in which a team of agents collaborates to optimize a common cost. The goal is to obtain factored policies that…

Machine Learning · Computer Science 2021-04-28 Lucas Cassano , Ali H. Sayed

This paper considers a strongly connected network of agents, each capable of partially observing and controlling a discrete-time linear time-invariant (LTI) system that is jointly observable and controllable. Additionally, agents…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Camilla Fioravanti , Evagoras Makridis , Gabriele Oliva , Maria Vrakopoulou , Themistoklis Charalambous

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant