Related papers: Towards Global Optimality for Practical Average Re…
Model-Free Reinforcement Learning (MFRL), leveraging the policy gradient theorem, has demonstrated considerable success in continuous control tasks. However, these approaches are plagued by high gradient variance due to zeroth-order…
This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…
Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
Multi-agent credit assignment is a fundamental challenge for cooperative multi-agent reinforcement learning (MARL), where a team of agents learn from shared reward signals. The Individual-Global-Max (IGM) condition is a widely used…
This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…
We consider online reinforcement learning in Mean-Field Games (MFGs). Unlike traditional approaches, we alleviate the need for a mean-field oracle by developing an algorithm that approximates the Mean-Field Equilibrium (MFE) using the…
Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world…
Multi-Agent Reinforcement Learning (MARL) algorithms are widely adopted in tackling complex tasks that require collaboration and competition among agents in dynamic Multi-Agent Systems (MAS). However, learning such tasks from scratch is…
Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…
Learning sparse coordination graphs adaptive to the coordination dynamics among agents is a long-standing problem in cooperative multi-agent learning. This paper studies this problem and proposes a novel method using the variance of payoff…
Modern offline Reinforcement Learning (RL) methods find performant actor-critics, however, fine-tuning these actor-critics online with value-based RL algorithms typically causes immediate drops in performance. We provide evidence consistent…
In this paper, we propose a new mutual information framework for multi-agent reinforcement learning to enable multiple agents to learn coordinated behaviors by regularizing the accumulated return with the simultaneous mutual information…
Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…
Cooperative multi-agent reinforcement learning (MARL) is typically framed as a decentralised partially observable Markov decision process (Dec-POMDP), a setting whose hardness stems from two key challenges: partial observability and…
Policy gradient methods, which have been extensively studied in the last decade, offer an effective and efficient framework for reinforcement learning problems. However, their performances can often be unsatisfactory, suffering from…
Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…
Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…
The availability of challenging benchmarks has played a key role in the recent progress of machine learning. In cooperative multi-agent reinforcement learning, the StarCraft Multi-Agent Challenge (SMAC) has become a popular testbed for…
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability and high consequences. Accordingly, the…