Related papers: Maximum Correntropy Value Decomposition for Multi-…

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

As a well-established adaptation criterion, the maximum correntropy criterion (MCC) has been receiving increasing attention due to its robust against outliers. In this paper, a new complex recursive maximum correntropy (CRMC) algorithm…

The Mean-Variance-Skewness-Kurtosis (MVSK) portfolio optimization model is a quartic nonconvex polynomial minimization problem over a polytope, which can be formulated as a Difference-of-Convex (DC) program. In this manuscript, we…

This dissertation makes three main contributions. First, We identify a new connection between policy gradient and dynamic programming in MMDPs and propose the Coordinate Ascent Dynamic Programming (CADP) algorithm to compute a Markov policy…

Adaptive learning rate methods have been successfully applied in many fields, especially in training deep neural networks. Recent results have shown that adaptive methods with exponential increasing weights on squared past gradients (i.e.,…

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the…

In cooperative multiagent reinforcement learning (MARL), centralized training with decentralized execution (CTDE) has recently attracted more attention due to the physical demand. However, the most dilemma therein is the inconsistency…

Despite substantial progress in applying neural networks (NN) to multi-agent reinforcement learning (MARL) areas, they still largely suffer from a lack of transparency and interoperability. However, its implicit cooperative mechanism is not…

Model merging has recently gained attention as an economical and scalable approach to incorporate task-specific weights from various tasks into a unified multi-task model. For example, in Task Arithmetic (TA), adding the fine-tuned weights…

Exploiting low-precision computations has become a standard strategy in deep learning to address the growing computational costs imposed by ever larger models and datasets. However, naively performing all computations in low precision can…

Extending deep Q-learning to cooperative multi-agent settings is challenging due to the exponential growth of the joint action space, the non-stationary environment, and the credit assignment problem. Value decomposition allows deep…

By leveraging the concept of mobile edge computing (MEC), massive amount of data generated by a large number of Internet of Things (IoT) devices could be offloaded to MEC server at the edge of wireless network for further computational…

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

The Partitioning Min-Max Weighted Matching (PMMWM) problem is an NP-hard problem that combines the problem of partitioning a group of vertices of a bipartite graph into disjoint subsets with limited size and the classical Min-Max Weighted…

Deep convolutional neural networks (CNNs) with a large number of parameters require intensive computational resources, and thus are hard to be deployed in resource-constrained platforms. Decomposition-based methods, therefore, have been…

The Centralized Training with Decentralized Execution (CTDE) paradigm has gained significant attention in multi-agent reinforcement learning (MARL) and is the foundation of many recent algorithms. However, decentralized policies operate…

Reinforcement learning is widely used in applications where one needs to perform sequential decisions while interacting with the environment. The problem becomes more challenging when the decision requirement includes satisfying some safety…

Many advances in cooperative multi-agent reinforcement learning (MARL) are based on two common design principles: value decomposition and parameter sharing. A typical MARL algorithm of this fashion decomposes a centralized Q-function into…

Many sequential decision-making problems need optimization of different objectives which possibly conflict with each other. The conventional way to deal with a multi-task problem is to establish a scalar objective function based on a linear…

We study safe reinforcement learning in finite-horizon linear mixture constrained Markov decision processes (CMDPs) with adversarial rewards under full-information feedback and an unknown transition kernel. We propose a primal-dual policy…