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In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this question by providing…

Machine Learning · Computer Science 2022-11-22 Sharan Vaswani , Lin F. Yang , Csaba Szepesvári

We provide non-asymptotic bounds for the well-known temporal difference learning algorithm TD(0) with linear function approximators. These include high-probability bounds as well as bounds in expectation. Our analysis suggests that a…

Machine Learning · Computer Science 2015-09-02 Nathaniel Korda , L. A. Prashanth

Temporal-Difference learning (TD) [Sutton, 1988] with function approximation can converge to solutions that are worse than those obtained by Monte-Carlo regression, even in the simple case of on-policy evaluation. To increase our…

Machine Learning · Computer Science 2018-07-10 Hugo Penedones , Damien Vincent , Hartmut Maennel , Sylvain Gelly , Timothy Mann , Andre Barreto

We study the finite-time behaviour of the popular temporal difference (TD) learning algorithm when combined with tail-averaging. We derive finite time bounds on the parameter error of the tail-averaged TD iterate under a step-size choice…

Machine Learning · Computer Science 2024-09-20 Gandharv Patil , Prashanth L. A. , Dheeraj Nagaraj , Doina Precup

In edge computing systems, autonomous agents must make fast local decisions while competing for shared resources. Existing MARL methods often resume to centralized critics or frequent communication, which fail under limited observability…

Machine Learning · Computer Science 2025-10-24 Andrea Fox , Francesco De Pellegrini , Eitan Altman

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

We consider the off-policy evaluation problem of reinforcement learning using deep convolutional neural networks. We analyze the deep fitted Q-evaluation method for estimating the expected cumulative reward of a target policy, when the data…

Machine Learning · Computer Science 2022-10-05 Xiang Ji , Minshuo Chen , Mengdi Wang , Tuo Zhao

Planning for distributed agents with partial state information is considered from a decision- theoretic perspective. We describe generalizations of both the MDP and POMDP models that allow for decentralized control. For even a small number…

Artificial Intelligence · Computer Science 2013-01-18 Daniel S Bernstein , Shlomo Zilberstein , Neil Immerman

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…

Machine Learning · Computer Science 2022-02-22 Haotian Gu , Xin Guo , Xiaoli Wei , Renyuan Xu

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…

Optimization and Control · Mathematics 2025-04-01 Erhan Bayraktar , Nicole Bauerle , Ali Devran Kara

In decentralized multi-robot navigation, ensuring safe and efficient movement with limited environmental awareness remains a challenge. While robots traditionally navigate based on local observations, this approach falters in complex…

Robotics · Computer Science 2024-06-27 Senthil Hariharan Arul , Amrit Singh Bedi , Dinesh Manocha

Finding feasible, collision-free paths for multiagent systems can be challenging, particularly in non-communicating scenarios where each agent's intent (e.g. goal) is unobservable to the others. In particular, finding time efficient paths…

Multiagent Systems · Computer Science 2016-09-29 Yu Fan Chen , Miao Liu , Michael Everett , Jonathan P. How

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

Optimization and Control · Mathematics 2023-03-10 Erhan Bayraktar , Ali Devran Kara

The performance of algorithms for decentralized optimization is affected by both the optimization error and the consensus error, the latter of which arises from the variation between agents' local models. Classically, algorithms employ…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Aaron Fainman , Stefan Vlaski

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Systems and Control · Computer Science 2018-12-27 Adithya M. Devraj , Sean P. Meyn

This paper addresses the challenge of network synchronization under limited communication, involving heterogeneous agents with different dynamics and various network topologies, to achieve consensus. We investigate the distributed adaptive…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Moh. Kamalul Wafi , Milad Siami

The problem of on-line off-policy evaluation (OPE) has been actively studied in the last decade due to its importance both as a stand-alone problem and as a module in a policy improvement scheme. However, most Temporal Difference (TD) based…

Machine Learning · Statistics 2017-02-24 Assaf Hallak , Shie Mannor

Current approaches to multi-agent cooperation rely heavily on centralized mechanisms or explicit communication protocols to ensure convergence. This paper studies the problem of distributed multi-agent learning without resorting to…

Multiagent Systems · Computer Science 2025-08-19 Caroline Wang , Ishan Durugkar , Elad Liebman , Peter Stone