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We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We present a unified framework for Large Language Model (LLM) fine-tuning that integrates Imitation Learning and Reinforcement Learning. By analyzing the gradient of a composite objective combining trajectory-level KL divergence with task…

Machine Learning · Computer Science 2025-12-30 Yingru Li , Ziniu Li , Jiacai Liu

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…

Machine Learning · Computer Science 2026-02-03 Zhengjia Zhuo , Anupam Gupta , Viswanath Nagarajan

Neural networks allow Q-learning reinforcement learning agents such as deep Q-networks (DQN) to approximate complex mappings from state spaces to value functions. However, this also brings drawbacks when compared to other function…

Machine Learning · Computer Science 2018-06-21 Jack Shannon , Marek Grzes

To date, distributional reinforcement learning (distributional RL) methods have exclusively focused on the discounted setting, where an agent aims to optimize a discounted sum of rewards over time. In this work, we extend distributional RL…

Machine Learning · Computer Science 2026-01-14 Juan Sebastian Rojas , Chi-Guhn Lee

In reinforcement learning (RL), the goal is to obtain an optimal policy, for which the optimality criterion is fundamentally important. Two major optimality criteria are average and discounted rewards. While the latter is more popular, it…

Machine Learning · Computer Science 2022-09-05 Vektor Dewanto , Marcus Gallagher

Recently, deep neural networks (DNNs) have shown advantages in accelerating optimization algorithms. One approach is to unfold finite number of iterations of conventional optimization algorithms and to learn parameters in the algorithms.…

Machine Learning · Computer Science 2021-04-23 Byung Hyun Lee , Se Young Chun

Reinforcement learning (RL) has transformed sequential decision making, yet traditional algorithms like Deep Q-Networks (DQNs) and Proximal Policy Optimization (PPO) often struggle with efficient exploration, stability, and adaptability in…

Machine Learning · Computer Science 2025-05-13 Umberto Gonçalves de Sousa

We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The objective is to ensure that the time-averaged reward vector…

Systems and Control · Electrical Eng. & Systems 2025-11-18 Rahul Misra , Manuela L. Bujorianu , Rafał Wisniewski

The study of unsupervised learning can be generally divided into two categories: imitation learning and reinforcement learning. In imitation learning the machine learns by mimicking the behavior of an expert system whereas in reinforcement…

Machine Learning · Computer Science 2020-04-07 Xiao Lei Zhang , Anish Agarwal

We consider Markov Decision Problems defined over continuous state and action spaces, where an autonomous agent seeks to learn a map from its states to actions so as to maximize its long-term discounted accumulation of rewards. We address…

Machine Learning · Computer Science 2018-04-23 Alec Koppel , Ekaterina Tolstaya , Ethan Stump , Alejandro Ribeiro

Resource allocation remains NP-hard due to combinatorial complexity. While deep reinforcement learning (DRL) methods, such as the Rainbow Deep Q-Network (DQN), improve scalability through prioritized replay and distributional heads,…

Artificial Intelligence · Computer Science 2025-12-08 Truong Thanh Hung Nguyen , Truong Thinh Nguyen , Hung Cao

We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…

Networking and Internet Architecture · Computer Science 2018-02-21 Shangxing Wang , Hanpeng Liu , Pedro Henrique Gomes , Bhaskar Krishnamachari

This paper provides a theoretical understanding of Deep Q-Network (DQN) with the $\varepsilon$-greedy exploration in deep reinforcement learning. Despite the tremendous empirical achievement of the DQN, its theoretical characterization…

Machine Learning · Computer Science 2023-10-26 Shuai Zhang , Hongkang Li , Meng Wang , Miao Liu , Pin-Yu Chen , Songtao Lu , Sijia Liu , Keerthiram Murugesan , Subhajit Chaudhury

Deep Q-learning method is one of the most popularly used deep reinforcement learning algorithms which uses deep neural networks to approximate the estimation of the action-value function. Training of the deep Q-network (DQN) is usually…

Machine Learning · Computer Science 2020-10-20 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Takeshi Kamio , Hideki Asai

This paper proposes a set of new error criteria and learning approaches, Adaptive Normalized Risk-Averting Training (ANRAT), to attack the non-convex optimization problem in training deep neural networks (DNNs). Theoretically, we…

Machine Learning · Computer Science 2016-06-10 Zhiguang Wang , Tim Oates , James Lo

Reinforcement learning has seen great advancements in the past five years. The successful introduction of deep learning in place of more traditional methods allowed reinforcement learning to scale to very complex domains achieving…

Machine Learning · Computer Science 2019-06-12 Kacper Kielak

Discrete-action reinforcement learning algorithms often falter in tasks with high-dimensional discrete action spaces due to the vast number of possible actions. A recent advancement leverages value-decomposition, a concept from multi-agent…

Machine Learning · Computer Science 2024-03-11 David Ireland , Giovanni Montana