Related papers: Decentralised Q-Learning for Multi-Agent Markov De…

Reinforcement learning typically assumes that agents observe feedback for their actions immediately, but in many real-world applications (like recommendation systems) feedback is observed in delay. This paper studies online learning in…

We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are…

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

In an episodic Markov Decision Process (MDP) problem, an online algorithm chooses from a set of actions in a sequence of $H$ trials, where $H$ is the episode length, in order to maximize the total payoff of the chosen actions. Q-learning,…

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Leveraging more test-time computation has proven to be an effective way to boost the reasoning capabilities of large language models (LLMs). Among various methods, the verify-and-improve paradigm stands out for enabling dynamic solution…

Factored decentralized Markov decision process (Dec-MDP) is a framework for modeling sequential decision making problems in multi-agent systems. In this paper, we formalize the learning of numerical methods for hyperbolic partial…

Action delays degrade the performance of reinforcement learning in many real-world systems. This paper proposes a formal definition of delay-aware Markov Decision Process and proves it can be transformed into standard MDP with augmented…

Regularized Markov Decision Processes serve as models of sequential decision making under uncertainty wherein the decision maker has limited information processing capacity and/or aversion to model ambiguity. With functional approximation,…

We study the tradeoff between consistency and robustness in the context of a single-trajectory time-varying Markov Decision Process (MDP) with untrusted machine-learned advice. Our work departs from the typical approach of treating advice…

This work studies a multi-agent Markov decision process (MDP) that can undergo agent dropout and the computation of policies for the post-dropout system based on control and sampling of the pre-dropout system. The central planner's…

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…

Modern AI systems increasingly operate inside markets and institutions where data, behavior, and incentives are endogenous. This paper develops an economic foundation for multi-agent learning by studying a principal-agent interaction in a…

A central task in control theory, artificial intelligence, and formal methods is to synthesize reward-maximizing strategies for agents that operate in partially unknown environments. In environments modeled by gray-box Markov decision…

Partially observable Markov decision processes (POMDPs) is a rich mathematical framework that embraces a large class of complex sequential decision-making problems under uncertainty with limited observations. However, the complexity of…

We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…

This paper analyzes reinforcement learning (RL) algorithms for Markov decision processes (MDPs) under the average-reward criterion. We focus on Q-learning algorithms based on relative value iteration (RVI), which are model-free stochastic…

Multi-agent Markov Decision Processes (MMDPs) arise in a variety of applications including target tracking, control of multi-robot swarms, and multiplayer games. A key challenge in MMDPs occurs when the state and action spaces grow…

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…

Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an…