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The interaction between an artificial agent and its environment is bi-directional. The agent extracts relevant information from the environment, and affects the environment by its actions in return to accumulate high expected reward.…

Systems and Control · Computer Science 2018-06-06 Stas Tiomkin , Naftali Tishby

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for…

Trading and Market Microstructure · Quantitative Finance 2020-01-06 Wenhang Bao

The challenge of developing powerful and general Reinforcement Learning (RL) agents has received increasing attention in recent years. Much of this effort has focused on the single-agent setting, in which an agent maximizes a predefined…

Machine Learning · Computer Science 2020-10-21 Jiachen Yang , Ang Li , Mehrdad Farajtabar , Peter Sunehag , Edward Hughes , Hongyuan Zha

Modern multi-agent reinforcement learning (RL) algorithms hold great potential for solving a variety of real-world problems. However, they do not fully exploit cross-agent knowledge to reduce sample complexity and improve performance.…

Artificial Intelligence · Computer Science 2023-04-13 Haozhi Wang , Yinchuan Li , Qing Wang , Yunfeng Shao , Jianye Hao

Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world…

Artificial Intelligence · Computer Science 2025-05-15 Montaser Mohammedalamen , Michael Bowling

Fairness in multi-agent systems (MAS) focuses on equitable reward distribution among agents in scenarios involving sensitive attributes such as race, gender, or socioeconomic status. This paper introduces fairness in Proximal Policy…

Multiagent Systems · Computer Science 2025-09-03 Gabriele La Malfa , Jie M. Zhang , Michael Luck , Elizabeth Black

We study lifelong reinforcement learning (RL) in a regret minimization setting of linear contextual Markov decision process (MDP), where the agent needs to learn a multi-task policy while solving a streaming sequence of tasks. We propose an…

Machine Learning · Computer Science 2022-06-02 Sanae Amani , Lin F. Yang , Ching-An Cheng

Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

Empowerment is an information-theoretic method that can be used to intrinsically motivate learning agents. It attempts to maximize an agent's control over the environment by encouraging visiting states with a large number of reachable next…

Machine Learning · Computer Science 2020-01-09 Felix Leibfried , Sergio Pascual-Diaz , Jordi Grau-Moya

While our understanding of fairness in machine learning has significantly progressed, our understanding of fairness in reinforcement learning (RL) remains nascent. Most of the attention has been on fairness in one-shot classification tasks;…

Machine Learning · Computer Science 2024-05-14 Anka Reuel , Devin Ma

We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

In Reinforcement Learning (RL), it is commonly assumed that an immediate reward signal is generated for each action taken by the agent, helping the agent maximize cumulative rewards to obtain the optimal policy. However, in many real-world…

Machine Learning · Computer Science 2024-10-29 Yuting Tang , Xin-Qiang Cai , Yao-Xiang Ding , Qiyu Wu , Guoqing Liu , Masashi Sugiyama

Multitask Representation Learning (MRL) has emerged as a prevalent technique to improve sample efficiency in Reinforcement Learning (RL). Empirical studies have found that training agents on multiple tasks simultaneously within online and…

Machine Learning · Computer Science 2025-03-04 Rui Lu , Yang Yue , Andrew Zhao , Simon Du , Gao Huang

We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from…

Machine Learning · Computer Science 2023-02-07 Yuheng Zhang , Yu Bai , Nan Jiang

Fairness in classification tasks has traditionally focused on bias removal from neural representations, but recent trends favor algorithmic methods that embed fairness into the training process. These methods steer models towards fair…

Machine Learning · Computer Science 2024-07-16 Leon Eshuijs , Shihan Wang , Antske Fokkens

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

We consider the problem of learning to behave optimally in a Markov Decision Process when a reward function is not specified, but instead we have access to a set of demonstrators of varying performance. We assume the demonstrators are…

Machine Learning · Computer Science 2019-08-01 Pablo Samuel Castro , Shijian Li , Daqing Zhang

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani