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We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…

Machine Learning · Computer Science 2024-03-12 Min Cheng , Ruida Zhou , P. R. Kumar , Chao Tian

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected…

Machine Learning · Computer Science 2020-05-26 Rui Zhao , Xudong Sun , Volker Tresp

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…

Computer Science and Game Theory · Computer Science 2013-06-13 Mario Bravo , Mathieu Faure

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Machine Learning · Computer Science 2026-05-12 Avik Kar , Siddharth Chandak , Rahul Singh , Soumitra Sinhahajari , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

Machine Learning · Computer Science 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

Recently, empowered with the powerful capabilities of neural networks, reinforcement learning (RL) has successfully tackled numerous challenging tasks. However, while these models demonstrate enhanced decision-making abilities, they are…

Machine Learning · Computer Science 2025-10-09 Zhengpeng Xie , Yulong Zhang

We consider a setting involving $N$ agents, where each agent interacts with an environment modeled as a Markov Decision Process (MDP). The agents' MDPs differ in their reward functions, capturing heterogeneous objectives/tasks. The…

Machine Learning · Computer Science 2024-09-10 Feng Zhu , Robert W. Heath , Aritra Mitra

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…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

Many reality tasks such as robot coordination can be naturally modelled as multi-agent cooperative system where the rewards are sparse. This paper focuses on learning decentralized policies for such tasks using sub-optimal demonstration. To…

Artificial Intelligence · Computer Science 2021-08-20 Peixi Peng , Junliang Xing

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

Computer Science and Game Theory · Computer Science 2026-05-08 Philip Jordan , Maryam Kamgarpour

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

To improve efficiency and reduce failures in autonomous vehicles, research has focused on developing robust and safe learning methods that take into account disturbances in the environment. Existing literature in robust reinforcement…

Machine Learning · Computer Science 2019-03-12 Xiaobai Ma , Katherine Driggs-Campbell , Mykel J. Kochenderfer

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Computer Science and Game Theory · Computer Science 2023-12-22 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

We contribute the first provable guarantees of global convergence to Nash equilibria (NE) in two-player zero-sum convex Markov games (cMGs) by using independent policy gradient methods. Convex Markov games, recently defined by Gemp et al.…

Computer Science and Game Theory · Computer Science 2025-06-23 Fivos Kalogiannis , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ian Gemp , Georgios Piliouras
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