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This work studies the learning ability of consensus and diffusion distributed learners from continuous streams of data arising from different but related statistical distributions. Four distinctive features for diffusion learners are…

Optimization and Control · Mathematics 2016-07-19 Zaid J. Towfic , Jianshu Chen , Ali H. Sayed

Exploration efficiency is a challenging problem in multi-agent reinforcement learning (MARL), as the policy learned by confederate MARL depends on the collaborative approach among multiple agents. Another important problem is the less…

Machine Learning · Computer Science 2019-12-30 Qisheng Wang , Qichao Wang

Multi-Agent Reinforcement Learning (MARL) has gained significant traction for solving complex real-world tasks, but the inherent stochasticity and uncertainty in these environments pose substantial challenges to efficient and robust policy…

Machine Learning · Computer Science 2025-01-22 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

Machine Learning · Computer Science 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

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

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

This paper investigates model robustness in reinforcement learning (RL) to reduce the sim-to-real gap in practice. We adopt the framework of distributionally robust Markov decision processes (RMDPs), aimed at learning a policy that…

Machine Learning · Computer Science 2025-09-09 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Matthieu Geist , Yuejie Chi

We consider a team of reinforcement learning agents that concurrently learn to operate in a common environment. We identify three properties - adaptivity, commitment, and diversity - which are necessary for efficient coordinated exploration…

Artificial Intelligence · Computer Science 2018-12-18 Maria Dimakopoulou , Benjamin Van Roy

How do you incentivize self-interested agents to $\textit{explore}$ when they prefer to $\textit{exploit}$? We consider complex exploration problems, where each agent faces the same (but unknown) MDP. In contrast with traditional…

Machine Learning · Computer Science 2023-02-21 Max Simchowitz , Aleksandrs Slivkins

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

Machine Learning · Computer Science 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang

In this paper we consider the problem of how a reinforcement learning agent that is tasked with solving a sequence of reinforcement learning problems (a sequence of Markov decision processes) can use knowledge acquired early in its lifetime…

Machine Learning · Computer Science 2019-02-05 Francisco M. Garcia , Philip S. Thomas

We study the robustness of deep reinforcement learning algorithms against distribution shifts within contextual multi-stage stochastic combinatorial optimization problems from the operations research domain. In this context, risk-sensitive…

Machine Learning · Computer Science 2024-02-16 Tobias Enders , James Harrison , Maximilian Schiffer

Reinforcement learning is typically treated as a uniform, data-driven optimization process, where updates are guided by rewards and temporal-difference errors without explicitly exploiting global structure. In contrast, dynamic programming…

Machine Learning · Computer Science 2026-04-21 Ivo Nowak

Reinforcement learning (RL) is a powerful framework for decision-making in uncertain environments, but it often requires large amounts of data to learn an optimal policy. We address this challenge by incorporating prior model knowledge to…

Machine Learning · Computer Science 2026-01-29 J. S. van Hulst , W. P. M. H. Heemels , D. J. Antunes

In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

Machine Learning · Statistics 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

Growth in the penetration of renewable energy sources makes supply more uncertain and leads to an increase in the system imbalance. This trend, together with the single imbalance pricing, opens an opportunity for balance responsible parties…

Machine Learning · Computer Science 2024-01-02 Seyed Soroush Karimi Madahi , Bert Claessens , Chris Develder

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger