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This paper revisits the temporal difference (TD) learning algorithm for the policy evaluation tasks in reinforcement learning. Typically, the performance of TD(0) and TD($\lambda$) is very sensitive to the choice of stepsizes. Oftentimes,…

Optimization and Control · Mathematics 2021-10-12 Tao Sun , Han Shen , Tianyi Chen , Dongsheng Li

Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by…

Machine Learning · Computer Science 2020-12-15 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

We consider a distributed setup for reinforcement learning, where each agent has a copy of the same Markov Decision Process but transitions are sampled from the corresponding Markov chain independently by each agent. We show that in this…

Machine Learning · Computer Science 2024-06-04 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

We introduce an expressive framework and algorithms for the semi-decentralized control of cooperative agents in environments with communication uncertainty. Whereas semi-Markov control admits a distribution over time for agent actions,…

Artificial Intelligence · Computer Science 2026-03-13 Mahdi Al-Husseini , Mykel J. Kochenderfer , Kyle H. Wray

Temporal-difference (TD) learning is widely regarded as one of the most popular algorithms in reinforcement learning (RL). Despite its widespread use, it has only been recently that researchers have begun to actively study its finite time…

Machine Learning · Computer Science 2025-04-16 Han-Dong Lim , Donghwan Lee

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the…

Optimization and Control · Mathematics 2022-02-23 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

We consider the problem of decentralized deep learning where multiple agents collaborate to learn from a distributed dataset. While there exist several decentralized deep learning approaches, the majority consider a central parameter-server…

Machine Learning · Computer Science 2020-12-01 Aditya Balu , Zhanhong Jiang , Sin Yong Tan , Chinmay Hedge , Young M Lee , Soumik Sarkar

Decentralized Actor-Critic (AC) algorithms have been widely utilized for multi-agent reinforcement learning (MARL) and have achieved remarkable success. Apart from its empirical success, the theoretical convergence property of decentralized…

Machine Learning · Computer Science 2023-01-31 Qijun Luo , Xiao Li

We study the problem of joint optimization involving coding and control policies for a controlled Markovian sytem over a finite-rate noiseless communication channel. While structural results on the optimal encoding and control have been…

Optimization and Control · Mathematics 2026-03-18 Evelyn Hubbard , Liam Cregg , Serdar Yüksel

We study off-policy evaluation and learning from sequential data in a structured class of Markov decision processes that arise from repeated interactions with an exogenous sequence of arrivals with contexts, which generate unknown…

Machine Learning · Computer Science 2021-10-20 Nathan Kallus , Angela Zhou

We show two average-reward off-policy control algorithms, Differential Q-learning (Wan, Naik, & Sutton 2021a) and RVI Q-learning (Abounadi Bertsekas & Borkar 2001), converge in weakly communicating MDPs. Weakly communicating MDPs are the…

Machine Learning · Computer Science 2022-11-08 Yi Wan , Richard S. Sutton

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

We consider a multi-agent reinforcement learning problem where each agent seeks to maximize a shared reward while interacting with other agents, and they may or may not be able to communicate. Typically the agents do not have access to…

Multiagent Systems · Computer Science 2021-04-26 Alex Tong Lin , Mark J. Debord , Katia Estabridis , Gary Hewer , Guido Montufar , Stanley Osher

We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…

Machine Learning · Computer Science 2024-06-13 Fan Chen , Constantinos Daskalakis , Noah Golowich , Alexander Rakhlin

We present existence and discrete-time approximation results on optimal control policies for continuous-time stochastic control problems under a variety of information structures. These include fully observed models, partially observed…

Optimization and Control · Mathematics 2025-03-13 Somnath Pradhan , Serdar Yüksel

This paper considers the problem of adaptively searching for an unknown target using multiple agents connected through a time-varying network topology. Agents are equipped with sensors capable of fast information processing, and we propose…

Multiagent Systems · Computer Science 2016-11-17 Theodoros Tsiligkaridis

We provide a new non-asymptotic analysis of distributed TD(0) with linear function approximation. Our approach relies on "one-shot averaging," where $N$ agents run local copies of TD(0) and average the outcomes only once at the very end. We…

Machine Learning · Computer Science 2022-01-31 Rui Liu , Alex Olshevsky

In this work, we consider a cooperative multi-agent Markov decision process (MDP) involving m agents. At each decision epoch, all the m agents independently select actions in order to maximize a common long-term objective. In the policy…

Machine Learning · Computer Science 2024-05-01 Lakshmi Mandal , Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

Traffic signal control (TSC) is a challenging problem within intelligent transportation systems and has been tackled using multi-agent reinforcement learning (MARL). While centralized approaches are often infeasible for large-scale TSC…

Multiagent Systems · Computer Science 2023-10-05 Rohit Bokade , Xiaoning Jin , Christopher Amato
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