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Online learning constitutes a mathematical and compelling framework to analyze sequential decision making problems in adversarial environments. The learner repeatedly chooses an action, the environment responds with an outcome, and then the…

Machine Learning · Computer Science 2012-10-05 Mehrdad Mahdavi , Tianbao Yang , Rong Jin

In multi-agent reinforcement learning, the behaviors that agents learn in a single Markov Game (MG) are typically confined to the given agent number. Every single MG induced by varying the population may possess distinct optimal joint…

Machine Learning · Computer Science 2023-06-06 Shenao Zhang , Li Shen , Lei Han , Li Shen

Motivated by the prevailing paradigm of using unsupervised learning for efficient exploration in reinforcement learning (RL) problems [tang2017exploration,bellemare2016unifying], we investigate when this paradigm is provably efficient. We…

Machine Learning · Computer Science 2020-12-02 Fei Feng , Ruosong Wang , Wotao Yin , Simon S. Du , Lin F. Yang

We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…

Machine Learning · Computer Science 2019-05-17 Wang Chi Cheung

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

Machine Learning · Statistics 2025-11-12 Zewu Zheng , Yuanyuan Lin

We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…

Machine Learning · Computer Science 2018-05-28 Pratik Gajane , Ronald Ortner , Peter Auer

High sample complexity remains a barrier to the application of reinforcement learning (RL), particularly in multi-agent systems. A large body of work has demonstrated that exploration mechanisms based on the principle of optimism under…

Machine Learning · Computer Science 2021-08-02 Robert Loftin , Aadirupa Saha , Sam Devlin , Katja Hofmann

We consider a class of concave continuous games in which the corresponding admissible strategy profile of each player underlies affine coupling constraints. We propose a novel algorithm that leads the relevant population dynamic toward Nash…

Computer Science and Game Theory · Computer Science 2019-10-22 Ezra Tampubolon , Holger Boche

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Machine Learning · Computer Science 2024-05-07 Yingjie Fei , Ruitu Xu

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

Sequential decision making using Markov Decision Process underpins many realworld applications. Both model-based and model free methods have achieved strong results in these settings. However, real-world tasks must balance reward…

Machine Learning · Computer Science 2026-04-01 Janaka Chathuranga Brahmanage , Akshat Kumar

This work designs and analyzes a novel set of algorithms for multi-agent reinforcement learning (MARL) based on the principle of information-directed sampling (IDS). These algorithms draw inspiration from foundational concepts in…

Information Theory · Computer Science 2024-05-01 Qiaosheng Zhang , Chenjia Bai , Shuyue Hu , Zhen Wang , Xuelong Li

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis

The naive application of Reinforcement Learning algorithms to continuous control problems -- such as locomotion and manipulation -- often results in policies which rely on high-amplitude, high-frequency control signals, known colloquially…

Robotics · Computer Science 2019-02-14 Steven Bohez , Abbas Abdolmaleki , Michael Neunert , Jonas Buchli , Nicolas Heess , Raia Hadsell

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

The standard Reinforcement Learning from Human Feedback (RLHF) framework primarily focuses on optimizing the performance of large language models using pre-collected prompts. However, collecting prompts that provide comprehensive coverage…

Computation and Language · Computer Science 2024-06-18 Rui Zheng , Hongyi Guo , Zhihan Liu , Xiaoying Zhang , Yuanshun Yao , Xiaojun Xu , Zhaoran Wang , Zhiheng Xi , Tao Gui , Qi Zhang , Xuanjing Huang , Hang Li , Yang Liu

Classical game-theoretic approaches for multi-agent systems in both the forward policy design problem and the inverse reward learning problem often make strong rationality assumptions: agents perfectly maximize expected utilities under…

Machine Learning · Computer Science 2021-03-23 Ran Tian , Liting Sun , Masayoshi Tomizuka

The domain of safe multi-agent reinforcement learning (MARL), despite its potential applications in areas ranging from drone delivery and vehicle automation to the development of zero-energy communities, remains relatively unexplored. The…

Multiagent Systems · Computer Science 2024-04-05 Raheeb Hassan , K. M. Shadman Wadith , Md. Mamun or Rashid , Md. Mosaddek Khan

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li
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