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Related papers: Decentralized Natural Policy Gradient with Varianc…

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The domain of safe multi-agent reinforcement learning (MARL), despite its potential applications in areas ranging from drone delivery and vehicle automation to the development of zero-energy communities, remains relatively unexplored. The…

Multiagent Systems · Computer Science 2024-04-05 Raheeb Hassan , K. M. Shadman Wadith , Md. Mamun or Rashid , Md. Mosaddek Khan

We study the sequential decision making problem of maximizing the expected total reward while satisfying a constraint on the expected total utility. We employ the natural policy gradient method to solve the discounted infinite-horizon…

Optimization and Control · Mathematics 2025-10-16 Dongsheng Ding , Kaiqing Zhang , Jiali Duan , Tamer Başar , Mihailo R. Jovanović

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…

Artificial Intelligence · Computer Science 2017-10-04 Xiangxiang Chu , Hangjun Ye

Many strategic decision-making problems, such as environment design for warehouse robots, can be naturally formulated as bi-level reinforcement learning (RL), where a leader agent optimizes its objective while a follower solves a Markov…

Machine Learning · Computer Science 2026-04-01 Mikoto Kudo , Takumi Tanabe , Akifumi Wachi , Youhei Akimoto

We study a fully decentralized federated learning algorithm, which is a novel gradient descent algorithm executed on a communication-based network. For convenience, we refer to it as a network gradient descent (NGD) method. In the NGD…

Machine Learning · Computer Science 2022-05-18 Shuyuan Wu , Danyang Huang , Hansheng Wang

In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Machine Learning · Computer Science 2026-05-12 Avik Kar , Siddharth Chandak , Rahul Singh , Soumitra Sinhahajari , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

In this paper, we explore using deep reinforcement learning for problems with multiple agents. Most existing methods for deep multi-agent reinforcement learning consider only a small number of agents. When the number of agents increases,…

Machine Learning · Computer Science 2018-05-24 Arbaaz Khan , Clark Zhang , Daniel D. Lee , Vijay Kumar , Alejandro Ribeiro

Decentralized optimization problems consist of multiple agents connected by a network. The agents have each local cost function, and the goal is to minimize the sum of the functions cooperatively. It requires the agents communicate with…

Optimization and Control · Mathematics 2021-11-12 Jimyeong Kim , Woocheol Choi

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…

Optimization and Control · Mathematics 2024-02-27 Ola Shorinwa , Mac Schwager

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

Machine Learning · Computer Science 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan