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Robust reinforcement learning aims to produce policies that have strong guarantees even in the face of environments/transition models whose parameters have strong uncertainty. Existing work uses value-based methods and the usual primitive…

Artificial Intelligence · Computer Science 2018-02-12 Daniel J. Mankowitz , Timothy A. Mann , Pierre-Luc Bacon , Doina Precup , Shie Mannor

Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple…

Machine Learning · Computer Science 2023-03-01 Maria-Florina Balcan , Rattana Pukdee , Pradeep Ravikumar , Hongyang Zhang

One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

Machine Learning · Computer Science 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

A growing body of computational studies shows that simple machine learning agents converge to cooperative behaviors in social dilemmas, such as collusive price-setting in oligopoly markets, raising questions about what drives this outcome.…

Computer Science and Game Theory · Computer Science 2025-12-23 Quentin Bertrand , Juan Duque , Emilio Calvano , Gauthier Gidel

Reinforcement Learning (RL) algorithms have led to recent successes in solving complex games, such as Atari or Starcraft, and to a huge impact in real-world applications, such as cybersecurity or autonomous driving. In the side of the…

Machine Learning · Computer Science 2021-02-15 Rubén Majadas , Javier García , Fernando Fernández

Learning in high dimensional continuous tasks is challenging, mainly when the experience replay memory is very limited. We introduce a simple yet effective experience sharing mechanism for deterministic policies in continuous action domains…

Machine Learning · Computer Science 2022-07-28 Baturay Saglam , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

Recent developments have established the vulnerability of deep Reinforcement Learning (RL) to policy manipulation attacks via adversarial perturbations. In this paper, we investigate the robustness and resilience of deep RL to training-time…

Artificial Intelligence · Computer Science 2017-12-29 Vahid Behzadan , Arslan Munir

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Computer Science and Game Theory · Computer Science 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

Reinforcement learning (RL) algorithms have proven transformative in a range of domains. To tackle real-world domains, these systems often use neural networks to learn policies directly from pixels or other high-dimensional sensory input.…

Machine Learning · Computer Science 2025-10-02 Nishil Patel , Sebastian Lee , Stefano Sarao Mannelli , Sebastian Goldt , Andrew Saxe

The majority of distributed learning literature focuses on convergence to Nash equilibria. Correlated equilibria, on the other hand, can often characterize more efficient collective behavior than even the best Nash equilibrium. However,…

Computer Science and Game Theory · Computer Science 2015-12-08 Holly P. Borowski , Jason R. Marden , Jeff S. Shamma

Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation,…

Machine Learning · Computer Science 2024-01-17 Marc Velay , Bich-Liên Doan , Arpad Rimmel , Fabrice Popineau , Fabrice Daniel

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

Machine Learning · Computer Science 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat

As autonomous AI agents increasingly mediate online platform markets, a fundamental question emerges: do these markets generate stable strategic outcomes? In repeated strategic environments, the Nash equilibrium provides a natural benchmark…

Artificial Intelligence · Computer Science 2026-04-28 Enoch Hyunwook Kang

In this article we study the problem of training intelligent agents using Reinforcement Learning for the purpose of game development. Unlike systems built to replace human players and to achieve super-human performance, our agents aim to…

Machine Learning · Computer Science 2021-04-22 Alessandro Sestini , Alexander Kuhnle , Andrew D. Bagdanov

The use of reinforcement learning algorithms in financial trading is becoming increasingly prevalent. However, the autonomous nature of these algorithms can lead to unexpected outcomes that deviate from traditional game-theoretical…

Trading and Market Microstructure · Quantitative Finance 2026-02-16 Fabrizio Lillo , Andrea Macrì

The increased complexity of state-of-the-art reinforcement learning (RL) algorithms have resulted in an opacity that inhibits explainability and understanding. This has led to the development of several post-hoc explainability methods that…

Machine Learning · Computer Science 2022-03-25 Charl Maree , Christian Omlin

Incentive mechanism design is crucial for enabling federated learning. We deal with clustering problem of agents contributing to federated learning setting. Assuming agents behave selfishly, we model their interaction as a stable coalition…

Computer Science and Game Theory · Computer Science 2021-05-10 Cengis Hasan

Autonomous pricing algorithms are increasingly influencing competition in digital markets; however, their behavior under realistic demand conditions remains largely unexamined. This paper offers a thorough analysis of four pricing…

Machine Learning · Computer Science 2025-12-03 Aheer Sravon , Md. Ibrahim , Devdyuti Mazumder , Ridwan Al Aziz

Reinforcement learning often uses neural networks to solve complex control tasks. However, neural networks are sensitive to input perturbations, which makes their deployment in safety-critical environments challenging. This work lifts…

Machine Learning · Computer Science 2024-08-20 Manuel Wendl , Lukas Koller , Tobias Ladner , Matthias Althoff