Related papers: Computational Performance of Deep Reinforcement Le…
This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…
Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…
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…
This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
Many real-world applications can be described as large-scale games of imperfect information. To deal with these challenging domains, prior work has focused on computing Nash equilibria in a handcrafted abstraction of the domain. In this…
In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…
Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…
This paper proposes new, end-to-end deep reinforcement learning algorithms for learning two-player zero-sum Markov games. Different from prior efforts on training agents to beat a fixed set of opponents, our objective is to find the Nash…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…
We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby revealing the heuristics used in decision-making. The method…
Due to the sparse rewards and high degree of environment variation, reinforcement learning approaches such as Deep Deterministic Policy Gradient (DDPG) are plagued by issues of high variance when applied in complex real world environments.…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
Multi-agent reinforcement learning systems aim to provide interacting agents with the ability to collaboratively learn and adapt to the behaviour of other agents. In many real-world applications, the agents can only acquire a partial view…
In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…
Reinforcement learning is a growing field in AI with a lot of potential. Intelligent behavior is learned automatically through trial and error in interaction with the environment. However, this learning process is often costly. Using…
The rise of microgrid-based architectures is heavily modifying the energy control landscape in distribution systems making distributed control mechanisms necessary to ensure reliable power system operations. In this paper, we propose the…