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Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…

Machine Learning · Computer Science 2023-03-02 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Liwei Wang , Tong Zhang

Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…

Machine Learning · Computer Science 2022-10-06 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Tong Zhang

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

We propose and study several inverse problems for the mean field games (MFG) system in a bounded domain. Our focus is on simultaneously recovering the running cost and the Hamiltonian within the MFG system by the associated boundary…

Optimization and Control · Mathematics 2024-03-05 Hongyu Liu , Shen Zhang

This paper presents a novel methodology to enforce motion safety guarantees even in the event of a sudden loss of control capabilities by any agent within a multi-agent system. This passive safety methodology permits the replacement of…

Optimization and Control · Mathematics 2023-05-29 Tommaso Guffanti , Simone D'Amico

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

Computer Science and Game Theory · Computer Science 2016-08-05 Karel Horák , Branislav Bošanský

Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Menno van Zutphen , Giannis Delimpaltadakis , Maurice Heemels , Duarte Antunes

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a…

Optimization and Control · Mathematics 2020-01-29 Leonardo J. Colombo , David Martín de Diego , Aradhana Nayak , Rodrigo T. Sato Martín de Almagro

This paper presents a new safety specification method that is robust against errors in the probability distribution of disturbances. Our proposed distributionally robust safe policy maximizes the probability of a system remaining in a…

Optimization and Control · Mathematics 2018-10-05 Insoon Yang

Markov Potential Games (MPGs) form an important sub-class of Markov games, which are a common framework to model multi-agent reinforcement learning problems. In particular, MPGs include as a special case the identical-interest setting where…

Machine Learning · Computer Science 2024-08-16 Pragnya Alatur , Anas Barakat , Niao He

Decomposition, i.e. independently analyzing possible subgames, has proven to be an essential principle for effective decision-making in perfect information games. However, in imperfect information games, decomposition has proven to be…

Computer Science and Game Theory · Computer Science 2014-04-22 Neil Burch , Michael Johanson , Michael Bowling

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

This paper addresses the problem of online inverse reinforcement learning for nonlinear systems with modeling uncertainties while in the presence of unknown disturbances. The developed approach observes state and input trajectories for an…

Systems and Control · Electrical Eng. & Systems 2021-07-07 Ryan Self , Moad Abudia , Rushikesh Kamalapurkar

In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 J. B. Satinover , D. Sornette

Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…

Computer Science and Game Theory · Computer Science 2024-04-01 Michael I. Jordan , Tianyi Lin , Zhengyuan Zhou

Game dynamics, which describe how agents' strategies evolve over time based on past interactions, can exhibit a variety of undesirable behaviours including convergence to suboptimal equilibria, cycling, and chaos. While central planners can…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Ilayda Canyakmaz , Iosif Sakos , Wayne Lin , Antonios Varvitsiotis , Georgios Piliouras

We develop a feedback controller that minimizes the observability of a set of adversarial sensors of a linear system, while adhering to strict closed-loop performance constraints. We quantify the effectiveness of adversarial sensors using…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Filippos Fotiadis , Ufuk Topcu