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We consider model-based reinforcement learning (MBRL) in 2-agent, high-fidelity continuous control problems -- an important domain for robots interacting with other agents in the same workspace. For non-trivial dynamical systems, MBRL…

Machine Learning · Computer Science 2019-11-04 Orr Krupnik , Igor Mordatch , Aviv Tamar

Exploiting the efficiency and stability of Position-Based Dynamics (PBD), we introduce a novel crowd simulation method that runs at interactive rates for hundreds of thousands of agents. Our method enables the detailed modeling of per-agent…

Graphics · Computer Science 2018-02-21 Tomer Weiss , Alan Litteneker , Chenfanfu Jiang , Demetri Terzopoulos

The control of a single agent in complex and uncertain multi-agent environments requires careful consideration of the interactions between the agents. In this context, this paper proposes a dual model predictive control (MPC) method using…

Optimization and Control · Mathematics 2025-09-03 T. M. J. T. Baltussen , A. Katriniok , E. Lefeber , R. Tóth , W. P. M. H. Heemels

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs). Our main goal is to provide fully automated, model-independent and tool-supported techniques and algorithms…

General Economics · Economics 2023-11-09 Andrea Vandin , Daniele Giachini , Francesco Lamperti , Francesca Chiaromonte

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

Background: Multiple imputation is often used to reduce bias and gain efficiency when there is missing data. The most appropriate imputation method depends on the model the analyst is interested in fitting. Several imputation approaches…

Methodology · Statistics 2022-11-29 Matthew J. Smith , Matteo Quartagno , Edmund Njeru Njagi

For autonomous agents to successfully operate in real world, the ability to anticipate future motions of surrounding entities in the scene can greatly enhance their safety levels since potentially dangerous situations could be avoided in…

Machine Learning · Computer Science 2019-06-04 Yeping Hu , Wei Zhan , Liting Sun , Masayoshi Tomizuka

Many interventions, such as vaccines in clinical trials or coupons in online marketplaces, must be assigned sequentially without full knowledge of their effects. Multi-armed bandit algorithms have proven successful in such settings.…

Machine Learning · Statistics 2026-05-07 Aidan Gleich , Eric Laber , Alexander Volfovsky

Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…

Machine Learning · Computer Science 2021-07-21 João Carvalho , Davide Tateo , Fabio Muratore , Jan Peters

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the…

Machine Learning · Statistics 2018-04-17 Kamil Ciosek , Shimon Whiteson

We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an $\epsilon$-approximate…

Machine Learning · Computer Science 2019-05-30 Pan Xu , Felicia Gao , Quanquan Gu

Despite its promise, reinforcement learning's real-world adoption has been hampered by the need for costly exploration to learn a good policy. Imitation learning (IL) mitigates this shortcoming by using an oracle policy during training as a…

Machine Learning · Computer Science 2020-12-08 Ching-An Cheng , Andrey Kolobov , Alekh Agarwal

Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of…

Machine Learning · Statistics 2019-10-30 Bulat Ibragimov , Gleb Gusev

Agent-based models (ABMs) provide an intuitive and powerful framework for studying social dynamics by modeling the interactions of individuals from the perspective of each individual. In addition to simulating and forecasting the dynamics…

Dynamical Systems · Mathematics 2024-02-22 Jan-Hendrik Niemann , Stefan Klus , Nataša Djurdjevac Conrad , Christof Schütte

Research in model-based reinforcement learning has made significant progress in recent years. Compared to single-agent settings, the exponential dimension growth of the joint state-action space in multi-agent systems dramatically increases…

Multiagent Systems · Computer Science 2023-04-03 Zifan Wu , Chao Yu , Chen Chen , Jianye Hao , Hankz Hankui Zhuo

This paper studies prediction with multiple candidate models, where the goal is to combine their outputs. This task is especially challenging in heterogeneous settings, where different models may be better suited to different inputs. We…

Machine Learning · Statistics 2025-10-28 Yuli Slavutsky , Sebastian Salazar , David M. Blei

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the…

Physics and Society · Physics 2013-03-19 Marco Patriarca , Anirban Chakraborti , Els Heinsalu , Guido Germano

This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit activations are limited by the availability of certain…

Machine Learning · Statistics 2025-02-10 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

We consider a sequential blocked matching (SBM) model where strategic agents repeatedly report ordinal preferences over a set of services to a central planner. The planner's goal is to elicit agents' true preferences and design a policy…

Computer Science and Game Theory · Computer Science 2022-03-24 Nicholas Bishop , Hau Chan , Debmalya Mandal , Long Tran-Thanh

Policy gradient methods are one of the most successful approaches for solving challenging reinforcement learning problems. Despite their empirical successes, many state-of-the-art policy gradient algorithms for discounted problems deviate…

Machine Learning · Computer Science 2026-04-02 Weizhen Wang , Jianping He , Xiaoming Duan