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Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

Machine Learning · Computer Science 2024-05-22 Haobin Zhang , Zhuang Yang

Many complex domains, such as robotics control and real-time strategy (RTS) games, require an agent to learn a continuous control. In the former, an agent learns a policy over $\mathbb{R}^d$ and in the latter, over a discrete set of actions…

Machine Learning · Computer Science 2019-02-19 Carson Eisenach , Haichuan Yang , Ji Liu , Han Liu

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

Achieving convergence of multiple learning agents in general $N$-player games is imperative for the development of safe and reliable machine learning (ML) algorithms and their application to autonomous systems. Yet it is known that, outside…

Computer Science and Game Theory · Computer Science 2023-01-24 Aamal Abbas Hussain , Francesco Belardinelli , Georgios Piliouras

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Machine Learning · Statistics 2019-10-15 Elena Smirnova , Elvis Dohmatob

Although Multi Armed Bandit (MAB) on one hand and the policy gradient approach on the other hand are among the most used frameworks of Reinforcement Learning, the theoretical properties of the policy gradient algorithm used for MAB have not…

Machine Learning · Statistics 2026-01-06 Stefana Anita , Gabriel Turinici

Various acceleration approaches for Policy Gradient (PG) have been analyzed within the realm of Reinforcement Learning (RL). However, the theoretical understanding of the widely used momentum-based acceleration method on PG remains largely…

Machine Learning · Computer Science 2024-06-07 Yen-Ju Chen , Nai-Chieh Huang , Ching-Pei Lee , Ping-Chun Hsieh

Atomic-scale materials synthesis via layer deposition techniques present a unique opportunity to control material structures and yield systems that display unique functional properties that cannot be stabilized using traditional bulk…

Computational Physics · Physics 2020-06-30 Siyan Liu , Nikolay Borodinov , Lukas Vlcek , Dan Lu , Nouamane Laanait , Rama K. Vasudevan

In this work, we study $\gamma$-discounted infinite-horizon tabular Markov decision processes (MDPs) and introduce a framework called dynamic policy gradient (DynPG). The framework directly integrates dynamic programming with (any) policy…

Machine Learning · Computer Science 2024-11-08 Sara Klein , Xiangyuan Zhang , Tamer Başar , Simon Weissmann , Leif Döring

We analyze independent policy-gradient (PG) learning in $N$-player linear-quadratic (LQ) stochastic differential games. Each player employs a distributed policy that depends only on its own state and updates the policy independently using…

Optimization and Control · Mathematics 2026-02-19 Philipp Plank , Yufei Zhang

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Eduardo Sebastián , Maitrayee Keskar , Eeman Iqbal , Eduardo Montijano , Carlos Sagüés , Nikolay Atanasov

We explore a collaborative and cooperative multi-agent reinforcement learning setting where a team of reinforcement learning agents attempt to solve a single cooperative task in a multi-scenario setting. We propose a novel multi-agent…

Multiagent Systems · Computer Science 2019-08-27 Hassam Ullah Sheikh , Ladislau Bölöni

Many economic games and machine learning approaches can be cast as competitive optimization problems where multiple agents are minimizing their respective objective function, which depends on all agents' actions. While gradient descent is a…

Machine Learning · Computer Science 2021-11-17 Jeffrey Ma , Alistair Letcher , Florian Schäfer , Yuanyuan Shi , Anima Anandkumar

ReParameterization (RP) Policy Gradient Methods (PGMs) have been widely adopted for continuous control tasks in robotics and computer graphics. However, recent studies have revealed that, when applied to long-term reinforcement learning…

Machine Learning · Computer Science 2023-11-01 Shenao Zhang , Boyi Liu , Zhaoran Wang , Tuo Zhao

The growing adoption of large language models (LLMs) presents potential for deeper understanding of human behaviours within game theory frameworks. Addressing research gap on multi-player competitive games, this paper examines the strategic…

General Economics · Economics 2024-10-04 Siting Estee Lu

In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…

Machine Learning · Computer Science 2024-06-14 Robert Loftin , Mustafa Mert Çelikok , Herke van Hoof , Samuel Kaski , Frans A. Oliehoek

Value-alignment in normative multi-agent systems is used to promote a certain value and to ensure the consistent behavior of agents in autonomous intelligent systems with human values. However, the current literature is limited to…

Multiagent Systems · Computer Science 2023-05-15 Maha Riad , Vinicius Renan de Carvalho , Fatemeh Golpayegani

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar