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Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

Machine Learning · Computer Science 2016-07-12 Ravi Kumar Kolla , Krishna Jagannathan , Aditya Gopalan

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

Plain reinforcement learning (RL) may be prone to loss of convergence, constraint violation, unexpected performance, etc. Commonly, RL agents undergo extensive learning stages to achieve acceptable functionality. This is in contrast to…

Dynamical Systems · Mathematics 2021-08-25 Pavel Osinenko , Dmitrii Dobriborsci

In this work we provide provable regret guarantees for an online meta-learning control algorithm in an iterative control setting, where in each iteration the system to be controlled is a linear deterministic system that is different and…

Machine Learning · Computer Science 2022-02-07 Deepan Muthirayan , Pramod Khargonekar

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

In many online sequential decision-making scenarios, a learner's choices affect not just their current costs but also the future ones. In this work, we look at one particular case of such a situation where the costs depend on the time…

Machine Learning · Computer Science 2023-12-12 Vijeth Hebbar , Cedric Langbort

How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…

Multiagent Systems · Computer Science 2021-05-13 Tomer Boyarski , Amir Leshem , Vikram Krishnamurthy

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

Artificial Intelligence · Computer Science 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

Classical theory in reinforcement learning (RL) predominantly focuses on the single task setting, where an agent learns to solve a task through trial-and-error experience, given access to data only from that task. However, many recent…

Machine Learning · Computer Science 2022-06-28 Aldo Pacchiano , Ofir Nachum , Nilseh Tripuraneni , Peter Bartlett

Realtime environments change even as agents perform action inference and learning, thus requiring high interaction frequencies to effectively minimize regret. However, recent advances in machine learning involve larger neural networks with…

Machine Learning · Computer Science 2024-12-20 Matthew Riemer , Gopeshh Subbaraj , Glen Berseth , Irina Rish

We consider a fair resource allocation problem in the no-regret setting against an unrestricted adversary. The objective is to allocate resources equitably among several agents in an online fashion so that the difference of the aggregate…

Machine Learning · Computer Science 2023-03-14 Abhishek Sinha , Ativ Joshi , Rajarshi Bhattacharjee , Cameron Musco , Mohammad Hajiesmaili

Robot decision-making increasingly relies on data-driven human prediction models when operating around people. While these models are known to mispredict in out-of-distribution interactions, only a subset of prediction errors impact…

Robotics · Computer Science 2024-11-12 Kensuke Nakamura , Ran Tian , Andrea Bajcsy

Model-based reinforcement learning (MBRL) offers an intuitive way to increase the sample efficiency of model-free RL methods by simultaneously training a world model that learns to predict the future. These models constitute the large…

Artificial Intelligence · Computer Science 2025-12-19 Ashish Sundar , Chunbo Luo , Xiaoyang Wang

Model-based Reinforcement Learning (MBRL) holds promise for data-efficiency by planning with model-generated experience in addition to learning with experience from the environment. However, in complex or changing environments, models in…

Machine Learning · Computer Science 2022-05-24 Esra'a Saleh , John D. Martin , Anna Koop , Arash Pourzarabi , Michael Bowling

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

This work tackles the complexities of multi-player scenarios in \emph{unknown games}, where the primary challenge lies in navigating the uncertainty of the environment through bandit feedback alongside strategic decision-making. We…

Machine Learning · Computer Science 2024-02-27 Yingru Li , Liangqi Liu , Wenqiang Pu , Hao Liang , Zhi-Quan Luo

Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many algorithms suffering from high ``burn-in'' costs and…

Machine Learning · Computer Science 2026-03-26 Guy Zamir , Matthew Zurek , Yudong Chen
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