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We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

In this paper, we consider delay minimization for interference networks with renewable energy source, where the transmission power of a node comes from both the conventional utility power (AC power) and the renewable energy source. We…

Information Theory · Computer Science 2015-06-04 Huang Huang , Vincent K. N. Lau

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

The problem of mixed static and dynamic obstacle avoidance is essential for path planning in highly dynamic environment. However, the paths formed by grid edges can be longer than the true shortest paths in the terrain since their headings…

Artificial Intelligence · Computer Science 2021-03-01 Junxiao Xue , Xiangyan Kong , Bowei Dong , Mingliang Xu

Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the…

Optimization and Control · Mathematics 2023-04-24 Feihu Huang , Songcan Chen

This paper studies decentralized optimization problem $f(\mathbf{x})=\frac{1}{m}\sum_{i=1}^m f_i(\mathbf{x})$, where each local function has the form of $f_i(\mathbf{x}) = {\mathbb E}\left[F(\mathbf{x};{\boldsymbol \xi}_i)\right]$ which is…

Optimization and Control · Mathematics 2025-09-29 Luo Luo , Xue Cui , Tingkai Jia , Cheng Chen

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

Optimization and Control · Mathematics 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

We consider a constrained Markov Decision Problem (CMDP) where the goal of an agent is to maximize the expected discounted sum of rewards over an infinite horizon while ensuring that the expected discounted sum of costs exceeds a certain…

Machine Learning · Computer Science 2024-11-01 Washim Uddin Mondal , Vaneet Aggarwal

This paper considers the decentralized composite optimization problem. We propose a novel decentralized variance-reduction proximal-gradient algorithmic framework, called PMGT-VR, which is based on a combination of several techniques…

Optimization and Control · Mathematics 2021-06-08 Haishan Ye , Wei Xiong , Tong Zhang

Cooperative multi-agent policy gradient (MAPG) algorithms have recently attracted wide attention and are regarded as a general scheme for the multi-agent system. Credit assignment plays an important role in MAPG and can induce cooperation…

Machine Learning · Computer Science 2023-03-07 Wubing Chen , Wenbin Li , Xiao Liu , Shangdong Yang , Yang Gao

Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…

Machine Learning · Computer Science 2022-09-07 W. J. A. van Heeswijk

With the advancement of data-driven techniques, addressing continuous con-trol challenges has become more efficient. However, the reliance of these methods on historical data introduces the potential for unexpected decisions in novel…

Robotics · Computer Science 2023-10-23 Xi Xiong , Lu Liu

In decentralized multi-agent deep reinforcement learning (MADRL), communication can help agents to gain a better understanding of the environment to better coordinate their behaviors. Nevertheless, communication may involve uncertainty,…

Machine Learning · Computer Science 2025-02-11 Changxi Zhu , Mehdi Dastani , Shihan Wang

This paper seeks to establish a framework for directing a society of simple, specialized, self-interested agents to solve what traditionally are posed as monolithic single-agent sequential decision problems. What makes it challenging to use…

Machine Learning · Computer Science 2020-08-17 Michael Chang , Sidhant Kaushik , S. Matthew Weinberg , Thomas L. Griffiths , Sergey Levine

This paper develops an efficient multi-agent deep reinforcement learning algorithm for cooperative controls in powergrids. Specifically, we consider the decentralized inverter-based secondary voltage control problem in distributed…

Systems and Control · Electrical Eng. & Systems 2021-08-03 Dong Chen , Kaian Chen. Zhaojian Li , Tianshu Chu , Rui Yao , Feng Qiu , Kaixiang Lin

We consider the decentralized optimization problem, where a network of $n$ agents aims to collaboratively minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph.…

Optimization and Control · Mathematics 2023-12-07 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…

Machine Learning · Computer Science 2026-03-13 Taeho Lee , Donghwan Lee
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