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A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom

Model-predictive-control (MPC) offers an optimal control technique to establish and ensure that the total operation cost of multi-energy systems remains at a minimum while fulfilling all system constraints. However, this method presumes an…

We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…

Machine Learning · Computer Science 2019-11-04 Orr Krupnik , Igor Mordatch , Aviv Tamar

Existing agents for solving tasks such as ML engineering rely on prompting powerful language models. As a result, these agents do not improve with more experience. In this paper, we show that agents backed by weaker models that improve via…

Machine Learning · Computer Science 2025-09-04 Sherry Yang , Joy He-Yueya , Percy Liang

Deep reinforcement learning (DRL) is a promising outer-loop intelligence paradigm which can deploy problem solving strategies for complex tasks. Consequently, DRL has been utilized for several scientific applications, specifically in cases…

Machine Learning · Computer Science 2023-04-05 Sahil Bhola , Suraj Pawar , Prasanna Balaprakash , Romit Maulik

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

Many sequential decision-making tasks involve optimizing multiple conflicting objectives, requiring policies that adapt to different user preferences. In multi-objective reinforcement learning (MORL), one widely studied approach} addresses…

Machine Learning · Computer Science 2026-04-28 Ying-Tu Chen , Wei Hung , Bing-Shu Wu , Zhang-Wei Hong , Ping-Chun Hsieh

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

In this work, we propose a multi-agent actor-critic reinforcement learning (RL) algorithm to accelerate the multi-level Monte Carlo Markov Chain (MCMC) sampling algorithms. The policies (actors) of the agents are used to generate the…

Machine Learning · Computer Science 2020-11-19 Eric Chung , Yalchin Efendiev , Wing Tat Leung , Sai-Mang Pun , Zecheng Zhang

Achieving safe and coordinated behavior in dynamic, constraint-rich environments remains a major challenge for learning-based control. Pure end-to-end learning often suffers from poor sample efficiency and limited reliability, while…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Max Studt , Georg Schildbach

Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…

Trading and Market Microstructure · Quantitative Finance 2019-11-15 Sumitra Ganesh , Nelson Vadori , Mengda Xu , Hua Zheng , Prashant Reddy , Manuela Veloso

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

Computation · Statistics 2021-05-04 Alex A. Gorodetsky , Gianluca Geraci , Mike Eldred , John D. Jakeman

Consider mutli-goal tasks that involve static environments and dynamic goals. Examples of such tasks, such as goal-directed navigation and pick-and-place in robotics, abound. Two types of Reinforcement Learning (RL) algorithms are used for…

Machine Learning · Computer Science 2019-01-08 Vikas Dhiman , Shurjo Banerjee , Jeffrey M. Siskind , Jason J. Corso

We study a Federated Reinforcement Learning (FedRL) problem in which $n$ agents collaboratively learn a single policy without sharing the trajectories they collected during agent-environment interaction. We stress the constraint of…

Machine Learning · Computer Science 2022-04-07 Hao Jin , Yang Peng , Wenhao Yang , Shusen Wang , Zhihua Zhang

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu