Related papers: Actor critic learning algorithms for mean-field co…
Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…
In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…
This paper is devoted to the numerical resolution of McKean-Vlasov control problems via the class of mean-field neural networks introduced in our companion paper [25] in order to learn the solution on the Wasserstein space. We propose…
Being able to seamlessly generalize across different tasks is fundamental for robots to act in our world. However, learning representations that generalize quickly to new scenarios is still an open research problem in reinforcement…
Uncertainty quantification has been extensively used as a means to achieve efficient directed exploration in Reinforcement Learning (RL). However, state-of-the-art methods for continuous actions still suffer from high sample complexity…
Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…
Cooperative problems under continuous control have always been the focus of multi-agent reinforcement learning. Existing algorithms suffer from the problem of uneven learning degree with the increase of the number of agents. In this paper,…
We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…
Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…
This paper is a continuation work of Ren et al. (2026) aiming to further devise q-learning algorithms for mean-field control (MFC) with controlled common noise. Based on the relaxed control formulation, we first establish the martingale…
Most approaches to visual scene analysis have emphasised parallel processing of the image elements. However, one area in which the sequential nature of vision is apparent, is that of segmenting multiple, potentially similar and partially…
We introduce Wasserstein Policy Optimization (WPO), an actor-critic algorithm for reinforcement learning in continuous action spaces. WPO can be derived as an approximation to Wasserstein gradient flow over the space of all policies…
Current model-based reinforcement learning approaches use the model simply as a learned black-box simulator to augment the data for policy optimization or value function learning. In this paper, we show how to make more effective use of the…
While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…
Optimal control problems with free terminal time present many challenges including nonsmooth and discontinuous control laws, irregular value functions, many local optima, and the curse of dimensionality. To overcome these issues, we propose…
Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…
We focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…
Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence…