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Reinforcement learning (RL) has shown great effectiveness in quadrotor control, enabling specialized policies to develop even human-champion-level performance in single-task scenarios. However, these specialized policies often struggle with…

Robotics · Computer Science 2024-12-18 Jiaxu Xing , Ismail Geles , Yunlong Song , Elie Aljalbout , Davide Scaramuzza

In many computational science and engineering applications, the output of a system of interest corresponding to a given input can be queried at different levels of fidelity with different costs. Typically, low-fidelity data is cheap and…

Machine Learning · Computer Science 2022-06-13 Sami Khairy , Prasanna Balaprakash

The safety constraints commonly used by existing safe reinforcement learning (RL) methods are defined only on expectation of initial states, but allow each certain state to be unsafe, which is unsatisfying for real-world safety-critical…

Machine Learning · Computer Science 2021-06-15 Haitong Ma , Yang Guan , Shegnbo Eben Li , Xiangteng Zhang , Sifa Zheng , Jianyu Chen

Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…

Machine Learning · Computer Science 2022-04-01 Ziang Song , Song Mei , Yu Bai

Reinforcement Learning (RL) has emerged as an efficient method of choice for solving complex sequential decision making problems in automatic control, computer science, economics, and biology. In this paper we present a model-free RL…

Logic in Computer Science · Computer Science 2019-09-13 Mohammadhosein Hasanbeig , Yiannis Kantaros , Alessandro Abate , Daniel Kroening , George J. Pappas , Insup Lee

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Machine Learning · Computer Science 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

In the field of safe reinforcement learning (RL), finding a balance between satisfying safety constraints and optimizing reward performance presents a significant challenge. A key obstacle in this endeavor is the estimation of safety…

Machine Learning · Computer Science 2024-06-14 Zhepeng Cen , Yihang Yao , Zuxin Liu , Ding Zhao

In this paper, we propose a novel model-free reinforcement learning algorithm to compute the optimal policies for a multi-agent system with $N$ cooperative agents where each agent privately observes it's own private type and publicly…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

We study reinforcement learning (RL) for learning a Quantal Stackelberg Equilibrium (QSE) in an episodic Markov game with a leader-follower structure. In specific, at the outset of the game, the leader announces her policy to the follower…

Machine Learning · Computer Science 2023-07-27 Siyu Chen , Mengdi Wang , Zhuoran Yang

This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…

Machine Learning · Computer Science 2022-07-26 Runyu Zhang , Qinghua Liu , Huan Wang , Caiming Xiong , Na Li , Yu Bai

Motivated by broad applications in reinforcement learning and federated learning, we study local stochastic approximation over a network of agents, where their goal is to find the root of an operator composed of the local operators at the…

Machine Learning · Computer Science 2020-06-25 Thinh T. Doan

Optimizing objective functions subject to constraints is fundamental in many real-world applications. However, these constraints are often not readily defined and must be inferred from expert agent behaviors, a problem known as Inverse…

Machine Learning · Computer Science 2025-05-19 Bo Yue , Jian Li , Guiliang Liu

We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…

Machine Learning · Computer Science 2021-11-03 Yiheng Lin , Guannan Qu , Longbo Huang , Adam Wierman

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

Machine Learning · Computer Science 2024-06-04 Jiawei Huang , Niao He , Andreas Krause

Learning a world model for model-free Reinforcement Learning (RL) agents can significantly improve the sample efficiency by learning policies in imagination. However, building a world model for Multi-Agent RL (MARL) can be particularly…

Machine Learning · Computer Science 2025-09-03 Yang Zhang , Chenjia Bai , Bin Zhao , Junchi Yan , Xiu Li , Xuelong Li

We consider a multi-agent Markov strategic interaction over an infinite horizon where agents can be of multiple types. We model the strategic interaction as a mean-field game in the asymptotic limit when the number of agents of each type…

Multiagent Systems · Computer Science 2021-01-01 Arnob Ghosh , Vaneet Aggarwal

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

Machine Learning · Computer Science 2024-06-26 Yudan Wang , Shaofeng Zou , Yue Wang

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar
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