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Current value-based multi-agent reinforcement learning methods optimize individual Q values to guide individuals' behaviours via centralized training with decentralized execution (CTDE). However, such expected, i.e., risk-neutral, Q value…

Machine Learning · Computer Science 2021-03-23 Wei Qiu , Xinrun Wang , Runsheng Yu , Xu He , Rundong Wang , Bo An , Svetlana Obraztsova , Zinovi Rabinovich

Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDPs) with a long-run CVaR criterion effectively mitigate cost…

Optimization and Control · Mathematics 2026-03-11 Qixin Wang , Hao Cao , Jian-Qiang Hu , Mingjie Hu , Li Xia

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

Machine Learning · Computer Science 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…

Artificial Intelligence · Computer Science 2021-11-15 Chris Gagne , Peter Dayan

This paper presents a novel approach to Multi-Agent Reinforcement Learning (MARL) that combines cooperative task decomposition with the learning of reward machines (RMs) encoding the structure of the sub-tasks. The proposed method helps…

Artificial Intelligence · Computer Science 2025-02-17 Leo Ardon , Daniel Furelos-Blanco , Alessandra Russo

Multi-Agent Reinforcement Learning (MARL) has gained significant traction for solving complex real-world tasks, but the inherent stochasticity and uncertainty in these environments pose substantial challenges to efficient and robust policy…

Machine Learning · Computer Science 2025-01-22 Somnath Hazra , Pallab Dasgupta , Soumyajit Dey

We study the problem of learning multi-task, multi-agent policies for cooperative, temporal objectives, under centralized training, decentralized execution. In this setting, using automata to represent tasks enables the decomposition of…

Multiagent Systems · Computer Science 2025-11-05 Beyazit Yalcinkaya , Marcell Vazquez-Chanlatte , Ameesh Shah , Hanna Krasowski , Sanjit A. Seshia

Tail-end risk measures such as static conditional value-at-risk (CVaR) are used in safety-critical applications to prevent rare, yet catastrophic events. Unlike risk-neutral objectives, the static CVaR of the return depends on entire…

Machine Learning · Computer Science 2026-02-04 Aneri Muni , Vincent Taboga , Esther Derman , Pierre-Luc Bacon , Erick Delage

In safety-critical decision-making, the environment may evolve over time, and the learner adjusts its risk level accordingly. This work investigates risk-averse online optimization in dynamic environments with varying risk levels, employing…

Optimization and Control · Mathematics 2025-12-30 Siyi Wang , Zifan Wang , Karl H. Johansson

Multi-agent reinforcement learning tasks put a high demand on the volume of training samples. Different from its single-agent counterpart, distributed value-based multi-agent reinforcement learning faces the unique challenges of demanding…

Machine Learning · Computer Science 2021-12-06 Siyang Wu , Tonghan Wang , Chenghao Li , Yang Hu , Chongjie Zhang

Multi-Agent Reinforcement Learning (MARL) has emerged as a powerfulparadigm for cooperative decision-making in connected autonomous vehicles(CAVs); however, existing approaches often fail to guarantee stability, optimality,and…

General Mathematics · Mathematics 2025-11-25 Mazyar Taghavi , Javad Vahidi

This paper studies a class of multi-agent reinforcement learning (MARL) problems where the reward that an agent receives depends on the states of other agents, but the next state only depends on the agent's own current state and action. We…

Multiagent Systems · Computer Science 2023-05-16 Xin Liu , Honghao Wei , Lei Ying

Deep Reinforcement Learning has made significant progress in multi-agent systems in recent years. In this review article, we have focused on presenting recent approaches on Multi-Agent Reinforcement Learning (MARL) algorithms. In…

Machine Learning · Computer Science 2021-05-03 Afshin OroojlooyJadid , Davood Hajinezhad

We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve the joint success. This problem is widely encountered in many areas including traffic…

Machine Learning · Computer Science 2019-10-01 Chao Qu , Shie Mannor , Huan Xu , Yuan Qi , Le Song , Junwu Xiong

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Machine Learning · Computer Science 2020-02-17 Tasuku Soma , Yuichi Yoshida

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

The recent advancements in wireless technology enable connected autonomous vehicles (CAVs) to gather information about their environment by vehicle-to-vehicle (V2V) communication. In this work, we design an information-sharing-based…

Artificial Intelligence · Computer Science 2022-09-07 Songyang Han , Shanglin Zhou , Jiangwei Wang , Lynn Pepin , Caiwen Ding , Jie Fu , Fei Miao

Multi-Agent Reinforcement Learning (MARL) is a challenging subarea of Reinforcement Learning due to the non-stationarity of the environments and the large dimensionality of the combined action space. Deep MARL algorithms have been applied…

Machine Learning · Computer Science 2021-07-27 Yuanchao Xu , Amal Feriani , Ekram Hossain

Multi-Agent Reinforcement Learning (MARL) is a widely used technique for optimization in decentralised control problems. However, most applications of MARL are in static environments, and are not suitable when agent behaviour and…

Multiagent Systems · Computer Science 2014-09-17 Andrei Marinescu , Ivana Dusparic , Adam Taylor , Vinny Cahill , Siobhán Clarke

This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…

Multiagent Systems · Computer Science 2025-08-11 Ainur Zhaikhan , Malek Khammassi , Ali H. Sayed
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