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A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

Single-Agent (SA) Reinforcement Learning systems have shown outstanding re-sults on non-stationary problems. However, Multi-Agent Reinforcement Learning(MARL) can surpass SA systems generally and when scaling. Furthermore, MAsystems can be…

Artificial Intelligence · Computer Science 2021-12-16 Philipp Dominic Siedler

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

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

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…

Data Structures and Algorithms · Computer Science 2023-03-10 Binghui Peng , Aviad Rubinstein

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

In this paper, we study the problem of reinforcement learning in multi-agent systems where communication among agents is limited. We develop a decentralized actor-critic learning framework in which each agent performs several local updates…

Machine Learning · Computer Science 2025-10-23 Xiaoxing Ren , Nicola Bastianello , Thomas Parisini , Andreas A. Malikopoulos

Large language models increasingly rely on either reinforcement learning or multi-agent prompting to improve reasoning, yet these two paradigms remain difficult to combine. Directly applying single-agent reinforcement learning to multi-turn…

Artificial Intelligence · Computer Science 2026-05-28 Chusen Li , Zhou Liu , Shuigeng Zhou , Wentao Zhang

We consider a multi-agent multi-armed bandit setting in which $n$ honest agents collaborate over a network to minimize regret but $m$ malicious agents can disrupt learning arbitrarily. Assuming the network is the complete graph, existing…

Machine Learning · Computer Science 2023-01-30 Daniel Vial , Sanjay Shakkottai , R. Srikant

We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

Machine Learning · Computer Science 2023-09-28 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Machine Learning · Computer Science 2024-05-07 Yingjie Fei , Ruitu Xu

Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning…

Machine Learning · Statistics 2013-12-30 Ian Osband , Daniel Russo , Benjamin Van Roy

Here we consider the communications tactics appropriate for a group of agents that need to "swarm" together in a highly adversarial environment. Specfically, whilst they need to cooperate by exchanging information with each other about…

Multiagent Systems · Computer Science 2023-04-07 Paul Kinsler , Sean Holman , Andrew Elliott , Cathryn N. Mitchell , R. Eddie Wilson

Communication is one of the effective means to improve the learning of cooperative policy in multi-agent systems. However, in most real-world scenarios, lossy communication is a prevalent issue. Existing multi-agent reinforcement learning…

Artificial Intelligence · Computer Science 2026-03-11 Guang Yang , Tianpei Yang , Jingwen Qiao , Yanqing Wu , Jing Huo , Xingguo Chen , Yang Gao

We study cooperative online learning in stochastic and adversarial Markov decision process (MDP). That is, in each episode, $m$ agents interact with an MDP simultaneously and share information in order to minimize their individual regret.…

Machine Learning · Computer Science 2022-09-02 Tal Lancewicki , Aviv Rosenberg , Yishay Mansour

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…

Machine Learning · Computer Science 2025-07-25 Yilie Huang , Yanwei Jia , Xun Yu Zhou

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

Inter-agent communication can significantly increase performance in multi-agent tasks that require co-ordination to achieve a shared goal. Prior work has shown that it is possible to learn inter-agent communication protocols using…

Artificial Intelligence · Computer Science 2021-12-09 Varun Kumar Vijay , Hassam Sheikh , Somdeb Majumdar , Mariano Phielipp

Increasing demand for algorithms that can learn quickly and efficiently has led to a surge of development within the field of artificial intelligence (AI). An important paradigm within AI is reinforcement learning (RL), where agents…

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