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In this paper, we propose a novel model-free reinforcement learning algorithm to compute the optimal policies for a multi-agent system with $N$ cooperative agents where each agent privately observes it's own private type and publicly…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

Machine Learning · Computer Science 2026-01-14 Bert Verbruggen , Arne Vanhoyweghen , Vincent Ginis

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

Machine Learning · Statistics 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

Driven by the need to capture users' evolving interests and optimize their long-term experiences, more and more recommender systems have started to model recommendation as a Markov decision process and employ reinforcement learning to…

Information Retrieval · Computer Science 2021-11-02 Dell Zhang , Jun Wang

Delays are inherent to most dynamical systems. Besides shifting the process in time, they can significantly affect their performance. For this reason, it is usually valuable to study the delay and account for it. Because they are dynamical…

Machine Learning · Computer Science 2023-09-21 Pierre Liotet

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

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

Reinforcement learning (RL) is a fundamental framework for sequential decision-making, in which an agent learns an optimal policy through interactions with an unknown environment. In settings with function approximation, many existing RL…

Machine Learning · Computer Science 2026-05-05 Ruiquan Huang , Donghao Li , Yingbin Liang , Jing Yang

We consider a setting involving $N$ agents, where each agent interacts with an environment modeled as a Markov Decision Process (MDP). The agents' MDPs differ in their reward functions, capturing heterogeneous objectives/tasks. The…

Machine Learning · Computer Science 2024-09-10 Feng Zhu , Robert W. Heath , Aritra Mitra

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

In real-life scenarios, a Reinforcement Learning (RL) agent aiming to maximise their reward, must often also behave in a safe manner, including at training time. Thus, much attention in recent years has been given to Safe RL, where an agent…

Machine Learning · Statistics 2025-03-26 Edwin Hamel-De le Court , Francesco Belardinelli , Alexander W. Goodall

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Bart De Schutter

Racial equality is an important theme of international human rights law, but it has been largely obscured when the overall face recognition accuracy is pursued blindly. More facts indicate racial bias indeed degrades the fairness of…

Computer Vision and Pattern Recognition · Computer Science 2021-04-07 Mei Wang , Weihong Deng

Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…

Machine Learning · Computer Science 2019-06-13 Jacobo Roa-Vicens , Cyrine Chtourou , Angelos Filos , Francisco Rullan , Yarin Gal , Ricardo Silva

Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…

Machine Learning · Computer Science 2022-11-01 Kaiyang Guo , Yunfeng Shao , Yanhui Geng

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

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu
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