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Regret minimization has played a key role in online learning, equilibrium computation in games, and reinforcement learning (RL). In this paper, we describe a general model-free RL method for no-regret learning based on repeated…

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

Machine Learning · Computer Science 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

We study interpersonal trust by means of the all-or-nothing public goods game between agents on a network. The agents are endowed with the simple yet adaptive learning rule, exponential moving average, by which they estimate the behavior of…

Computer Science and Game Theory · Computer Science 2024-12-31 Benedikt Valentin Meylahn

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

In many applications, learning systems are required to process continuous non-stationary data streams. We study this problem in an online learning framework and propose an algorithm that can deal with adversarial time-varying and nonlinear…

Machine Learning · Computer Science 2023-10-16 Pavel Kolev , Georg Martius , Michael Muehlebach

Dynamic mechanism design studies how mechanism designers should allocate resources among agents in a time-varying environment. We consider the problem where the agents interact with the mechanism designer according to an unknown Markov…

Machine Learning · Computer Science 2024-12-19 Shuang Qiu , Boxiang Lyu , Qinglin Meng , Zhaoran Wang , Zhuoran Yang , Michael I. Jordan

Conservative mechanism is a desirable property in decision-making problems which balance the tradeoff between the exploration and exploitation. We propose the novel \emph{conservative contextual combinatorial cascading bandit…

Machine Learning · Computer Science 2021-04-26 Kun Wang , Canzhe Zhao , Shuai Li , Shuo Shao

Learning to control an environment without hand-crafted rewards or expert data remains challenging and is at the frontier of reinforcement learning research. We present an unsupervised learning algorithm to train agents to achieve…

Machine Learning · Computer Science 2018-11-29 David Warde-Farley , Tom Van de Wiele , Tejas Kulkarni , Catalin Ionescu , Steven Hansen , Volodymyr Mnih

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

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

Regret analysis is challenging in Multi-Agent Reinforcement Learning (MARL) primarily due to the dynamical environments and the decentralized information among agents. We attempt to solve this challenge in the context of decentralized…

Machine Learning · Computer Science 2020-01-29 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

In order to make good decision under uncertainty an agent must learn from observations. To do so, two of the most common frameworks are Contextual Bandits and Markov Decision Processes (MDPs). In this paper, we study whether there exist…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

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

We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…

Machine Learning · Computer Science 2023-06-23 Qiwen Cui , Kaiqing Zhang , Simon S. Du

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

Aligning large language models (LLMs) with human preferences is inherently multi-objective: different users and evaluation criteria impose heterogeneous and often conflicting requirements on model outputs. We propose CAGE (Common-Agency…

Computer Science and Game Theory · Computer Science 2026-05-15 Baiting Chen , Tong Zhu , Rui Yu , Xiaowu Dai

The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

Machine Learning · Computer Science 2022-05-16 Ilai Bistritz , Zhengyuan Zhou , Xi Chen , Nicholas Bambos , Jose Blanchet

Artificial intelligence is commonly defined as the ability to achieve goals in the world. In the reinforcement learning framework, goals are encoded as reward functions that guide agent behaviour, and the sum of observed rewards provide a…

Machine Learning · Computer Science 2016-05-26 Marlos C. Machado , Michael Bowling