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We study the design of computationally efficient algorithms with provable guarantees, that are robust to adversarial (test time) perturbations. While there has been an proliferation of recent work on this topic due to its connections to…

Machine Learning · Computer Science 2019-11-13 Pranjal Awasthi , Abhratanu Dutta , Aravindan Vijayaraghavan

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

Machine Learning · Computer Science 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

Many emerging agentic paradigms require agents to collaborate with one another (or people) to achieve shared goals. Unfortunately, existing approaches to learning policies for such collaborative problems produce brittle solutions that fail…

Machine Learning · Computer Science 2026-03-02 Chengrui Qu , Yizhou Zhang , Nicolas Lanzetti , Eric Mazumdar

We apply diffusion strategies to develop a fully-distributed cooperative reinforcement learning algorithm in which agents in a network communicate only with their immediate neighbors to improve predictions about their environment. The…

Multiagent Systems · Computer Science 2014-11-06 Sergio Valcarcel Macua , Jianshu Chen , Santiago Zazo , Ali H. Sayed

We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel problem, that we subsequently cast as a generalized Nash…

Multiagent Systems · Computer Science 2025-11-13 Francesco Morri , Hélène Le Cadre , Pierre Gruet , Luce Brotcorne

A key challenge in the field of reinforcement learning is to develop agents that behave cautiously in novel situations. It is generally impossible to anticipate all situations that an autonomous system may face or what behavior would best…

Artificial Intelligence · Computer Science 2025-10-14 Montaser Mohammedalamen , Dustin Morrill , Alexander Sieusahai , Yash Satsangi , Michael Bowling

Game-theoretic solution concepts, such as the Nash equilibrium, have been key to finding stable joint actions in multi-player games. However, it has been shown that the dynamics of agents' interactions, even in simple two-player games with…

Multiagent Systems · Computer Science 2025-05-20 Natalia Koliou , George Vouros

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

Machine Learning · Computer Science 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Offline reinforcement learning, which learns solely from datasets without environmental interaction, has gained attention. This approach, similar to traditional online deep reinforcement learning, is particularly promising for robot control…

Robotics · Computer Science 2025-07-21 Shingo Ayabe , Takuto Otomo , Hiroshi Kera , Kazuhiko Kawamoto

Reinforcement Learning is a powerful framework for training agents to navigate different situations, but it is susceptible to changes in environmental dynamics. However, solving Markov Decision Processes that are robust to changes is…

Machine Learning · Computer Science 2024-06-21 Etash Kumar Guha

Empirical game-theoretic analysis (EGTA) has recently been applied successfully to analyze the behavior of large numbers of competing traders in a continuous double auction market. Multiagent simulation methods like EGTA are useful for…

Artificial Intelligence · Computer Science 2016-04-25 Mason Wright

Reinforcement learning has received significant interest in recent years, due primarily to the successes of deep reinforcement learning at solving many challenging tasks such as playing Chess, Go and online computer games. However, with the…

Machine Learning · Computer Science 2022-03-24 Laura L. Pullum

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Reinforcement learning algorithms, just like any other Machine learning algorithm pose a serious threat from adversaries. The adversaries can manipulate the learning algorithm resulting in non-optimal policies. In this paper, we analyze the…

Machine Learning · Computer Science 2021-03-12 Aqeel Anwar , Arijit Raychowdhury

When online sellers use AI learning algorithms to automatically compete on e-commerce platforms, there is concern that they will learn to coordinate on higher than competitive prices. However, this concern was primarily raised in…

General Economics · Economics 2025-11-03 Hangcheng Zhao , Ron Berman

We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply ARL, we turn the well-studied single-agent model of…

Trading and Market Microstructure · Quantitative Finance 2020-07-09 Thomas Spooner , Rahul Savani

Learning from raw high dimensional data via interaction with a given environment has been effectively achieved through the utilization of deep neural networks. Yet the observed degradation in policy performance caused by imperceptible…

Machine Learning · Computer Science 2023-01-19 Ezgi Korkmaz