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Related papers: Multi-Agent Off-Policy TD Learning: Finite-Time An…

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Variance reduction techniques have been successfully applied to temporal-difference (TD) learning and help to improve the sample complexity in policy evaluation. However, the existing work applied variance reduction to either the less…

Machine Learning · Computer Science 2023-05-23 Shaocong Ma , Yi Zhou , Shaofeng Zou

Gradient-based temporal difference (GTD) algorithms are widely used in off-policy learning scenarios. Among them, the two time-scale TD with gradient correction (TDC) algorithm has been shown to have superior performance. In contrast to…

Machine Learning · Computer Science 2019-09-27 Tengyu Xu , Shaofeng Zou , Yingbin Liang

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

Motivated by the emerging use of multi-agent reinforcement learning (MARL) in engineering applications such as networked robotics, swarming drones, and sensor networks, we investigate the policy evaluation problem in a fully decentralized…

Machine Learning · Computer Science 2020-01-31 Jun Sun , Gang Wang , Georgios B. Giannakis , Qinmin Yang , Zaiyue Yang

Actor-critic (AC) algorithms have been widely adopted in decentralized multi-agent systems to learn the optimal joint control policy. However, existing decentralized AC algorithms either do not preserve the privacy of agents or are not…

Machine Learning · Computer Science 2022-02-04 Ziyi Chen , Yi Zhou , Rongrong Chen , Shaofeng Zou

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

This paper is concerned with the problem of policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes. We investigate the sample complexities required to guarantee a predefined estimation…

Machine Learning · Statistics 2024-05-03 Gen Li , Weichen Wu , Yuejie Chi , Cong Ma , Alessandro Rinaldo , Yuting Wei

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

Recently, min-max optimization problems have received increasing attention due to their wide range of applications in machine learning (ML). However, most existing min-max solution techniques are either single-machine or distributed…

Machine Learning · Computer Science 2023-03-07 Zhuqing Liu , Xin Zhang , Songtao Lu , Jia Liu

Temporal difference (TD) learning algorithms with neural network function parameterization have well-established empirical success in many practical large-scale reinforcement learning tasks. However, theoretical understanding of these…

Machine Learning · Computer Science 2024-05-08 Zhifa Ke , Zaiwen Wen , Junyu Zhang

Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement…

Machine Learning · Computer Science 2018-11-07 Jalaj Bhandari , Daniel Russo , Raghav Singal

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

In actor-critic framework for fully decentralized multi-agent reinforcement learning (MARL), one of the key components is the MARL policy evaluation (PE) problem, where a set of $N$ agents work cooperatively to evaluate the value function…

Machine Learning · Computer Science 2024-03-26 Fnu Hairi , Zifan Zhang , Jia Liu

Doubly robust methods hold considerable promise for off-policy evaluation in Markov decision processes (MDPs) under sequential ignorability: They have been shown to converge as $1/\sqrt{T}$ with the horizon $T$, to be statistically…

Machine Learning · Statistics 2025-09-30 Mohammad Mehrabi , Stefan Wager

In this paper, we develop a novel variant of off-policy natural actor-critic algorithm with linear function approximation and we establish a sample complexity of $\mathcal{O}(\epsilon^{-3})$, outperforming all the previously known…

Machine Learning · Computer Science 2022-04-13 Zaiwei Chen , Sajad Khodadadian , Siva Theja Maguluri

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We study the convergence of off-policy TD(0) with linear function approximation when used to approximate the expected discounted reward in a Markov chain. It is well known that the combination of off-policy learning and function…

Machine Learning · Statistics 2026-04-02 Maik Overmars , Jasper Goseling , Richard Boucherie

Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing, multi-robot coordination and information gathering scenarios…

Artificial Intelligence · Computer Science 2011-11-02 Claudia V. Goldman , Shlomo Zilberstein

We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz
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