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We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi

Recent studies on online reinforcement learning (RL) have demonstrated the advantages of learning multiple behaviors from a single task, as in the case of few-shot adaptation to a new environment. Although this approach is expected to yield…

Machine Learning · Computer Science 2024-06-11 Takayuki Osa , Tatsuya Harada

This work introduces an online Bayesian game-theoretic method for behavior identification in multi-agent dynamical systems. By casting Hamilton-Jacobi-Bellman optimality conditions as linear-in-parameter residuals, the method enables fast…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Francesco Bianchin , Robert Lefringhausen , Sandra Hirche

We consider a deterministic game with alternate moves and complete information, of which the issue is always the victory of one of the two opponents. We assume that this game is the realization of a random model enjoying some independence…

Probability · Mathematics 2018-01-25 Sylvain Delattre , Nicolas Fournier

In this paper we are introducing a new reinforcement learning method for control problems in environments with delayed feedback. Specifically, our method employs stochastic planning, versus previous methods that used deterministic planning.…

Machine Learning · Computer Science 2024-02-02 Zhiyuan Yao , Ionut Florescu , Chihoon Lee

Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…

Machine Learning · Computer Science 2020-11-24 Tianhe Yu , Garrett Thomas , Lantao Yu , Stefano Ermon , James Zou , Sergey Levine , Chelsea Finn , Tengyu Ma

Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To…

Machine Learning · Computer Science 2021-10-06 Gaon An , Seungyong Moon , Jang-Hyun Kim , Hyun Oh Song

We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…

Machine Learning · Computer Science 2021-06-24 Rotem Zamir Aviv , Ido Hakimi , Assaf Schuster , Kfir Y. Levy

The rising popularity of driver-less cars has led to the research and development in the field of autonomous racing, and overtaking in autonomous racing is a challenging task. Vehicles have to detect and operate at the limits of dynamic…

Robotics · Computer Science 2021-07-22 Jayanth Bhargav , Johannes Betz , Hongrui Zheng , Rahul Mangharam

Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…

Optimization and Control · Mathematics 2022-04-20 Nian Liu , Lei Guo

Federated learning is a setting where agents, each with access to their own data source, combine models from local data to create a global model. If agents are drawing their data from different distributions, though, federated learning…

Computer Science and Game Theory · Computer Science 2020-12-18 Kate Donahue , Jon Kleinberg

Interactions among individuals in natural populations often occur in a dynamically changing environment. Understanding the role of environmental variation in population dynamics has long been a central topic in theoretical ecology and…

Populations and Evolution · Quantitative Biology 2021-05-18 Feng Huang , Ming Cao , Long Wang

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

Machine Learning · Computer Science 2021-03-09 Ruosong Wang , Yifan Wu , Ruslan Salakhutdinov , Sham M. Kakade

Online-learning research has mainly been focusing on minimizing one objective function. In many real-world applications, however, several objective functions have to be considered simultaneously. Recently, an algorithm for dealing with…

Machine Learning · Computer Science 2017-03-21 Guy Uziel , Ran El-Yaniv

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in many settings of interest, agent utility functions themselves vary as a…

Multiagent Systems · Computer Science 2021-10-01 Brandon C. Collins , Lisa Hines , Gia Barboza , Philip N. Brown

Game theory has by now found numerous applications in various fields, including economics, industry, jurisprudence, and artificial intelligence, where each player only cares about its own interest in a noncooperative or cooperative manner,…

Computer Science and Game Theory · Computer Science 2022-07-19 Xiuxian Li , Min Meng , Yiguang Hong , Jie Chen

We consider the problem of sequential prediction and provide tools to study the minimax value of the associated game. Classical statistical learning theory provides several useful complexity measures to study learning with i.i.d. data. Our…

Machine Learning · Computer Science 2014-08-13 Alexander Rakhlin , Karthik Sridharan , Ambuj Tewari

In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…

Optimization and Control · Mathematics 2020-03-31 Andreas Bärmann , Alexander Martin , Sebastian Pokutta , Oskar Schneider

Offline learning of strategies takes data efficiency to its extreme by restricting algorithms to a fixed dataset of state-action trajectories. We consider the problem in a mixed-motive multiagent setting, where the goal is to solve a game…

Artificial Intelligence · Computer Science 2026-03-03 Austin A. Nguyen , Michael P. Wellman