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In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

This paper considers the challenging tasks of Multi-Agent Reinforcement Learning (MARL) under partial observability, where each agent only sees her own individual observations and actions that reveal incomplete information about the…

Machine Learning · Computer Science 2022-10-18 Qinghua Liu , Csaba Szepesvári , Chi Jin

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation…

Optimization and Control · Mathematics 2024-01-18 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Alejandro Ribeiro

Well-trained multi-agent systems can fail when deployed in real-world environments due to model mismatches between the training and deployment environments, caused by environment uncertainties including noise or adversarial attacks.…

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

In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…

Artificial Intelligence · Computer Science 2017-04-07 Yinlam Chow , Mohammad Ghavamzadeh , Lucas Janson , Marco Pavone

Safety is an essential requirement for reinforcement learning systems. The newly emerging framework of robust constrained Markov decision processes allows learning policies that satisfy long-term constraints while providing guarantees under…

Machine Learning · Computer Science 2025-12-19 David M. Bossens , Atsushi Nitanda

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

Multiagent Systems · Computer Science 2026-04-02 Wonseok Yang , Thinh T. Doan

Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…

Computer Science and Game Theory · Computer Science 2022-10-05 Shicong Cen , Yuejie Chi , Simon S. Du , Lin Xiao

This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

Active voltage control presents a promising avenue for relieving power congestion and enhancing voltage quality, taking advantage of the distributed controllable generators in the power network, such as roof-top photovoltaics. While…

Machine Learning · Computer Science 2024-09-04 Yang Qu , Jinming Ma , Feng Wu

While single-agent policy optimization in a fixed environment has attracted a lot of research attention recently in the reinforcement learning community, much less is known theoretically when there are multiple agents playing in a…

Machine Learning · Computer Science 2022-07-27 Shuang Qiu , Xiaohan Wei , Jieping Ye , Zhaoran Wang , Zhuoran Yang

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Tamer Başar

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

Offline constrained reinforcement learning (RL) aims to learn a policy that maximizes the expected cumulative reward subject to constraints on expected cumulative cost using an existing dataset. In this paper, we propose Primal-Dual-Critic…

Machine Learning · Computer Science 2023-10-23 Kihyuk Hong , Yuhang Li , Ambuj Tewari

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

Machine Learning · Computer Science 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by…

Neural and Evolutionary Computing · Computer Science 2008-11-07 William Macready , David Wolpert

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Machine Learning · Computer Science 2020-07-10 Yu Bai , Chi Jin

Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…

Machine Learning · Computer Science 2021-10-14 Chi Jin , Qinghua Liu , Tiancheng Yu