Related papers: Convergence of Multi-Scale Reinforcement Q-Learnin…

To model complex real-world systems, such as traders in stock markets, or the dissemination of contagious diseases, graphon mean-field games (GMFG) have been proposed to model many agents. Despite the empirical success, our understanding of…

We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…

Entropy regularized algorithms such as Soft Q-learning and Soft Actor-Critic, recently showed state-of-the-art performance on a number of challenging reinforcement learning (RL) tasks. The regularized formulation modifies the standard RL…

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

We approach the task of network congestion control in datacenters using Reinforcement Learning (RL). Successful congestion control algorithms can dramatically improve latency and overall network throughput. Until today, no such…

In this paper, we present a framework to understand the convergence of commonly used Q-learning reinforcement learning algorithms in practice. Two salient features of such algorithms are: (i)~the Q-table is recursively updated using an…

Multi-rotor UAVs suffer from a restricted range and flight duration due to limited battery capacity. Autonomous landing on a 2D moving platform offers the possibility to replenish batteries and offload data, thus increasing the utility of…

We explore a Federated Reinforcement Learning (FRL) problem where $N$ agents collaboratively learn a common policy without sharing their trajectory data. To date, existing FRL work has primarily focused on agents operating in the same or…

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Mean-Field Games are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

The deployment of multi-agent systems in dynamic, adversarial environments like robotic soccer necessitates real-time decision-making, sophisticated cooperation, and scalable algorithms to avoid the curse of dimensionality. While…

In this paper, we prove the existence of classical solutions for second order stationary mean-field game systems. These arise in ergodic (mean-field) optimal control, convex degenerate problems in calculus of variations, and in the study of…

Mean-field control (MFC) offers a scalable solution to the curse of dimensionality in multi-agent systems but traditionally hinges on the restrictive assumption of exchangeability via dense, all-to-all interactions. In this work, we bridge…

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…

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

Many applications, e.g., in shared mobility, require coordinating a large number of agents. Mean-field reinforcement learning addresses the resulting scalability challenge by optimizing the policy of a representative agent interacting with…

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…