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This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…

Machine Learning · Computer Science 2025-09-30 Yilie Huang

This paper proposes a new actor-critic-style algorithm called Dual Actor-Critic or Dual-AC. It is derived in a principled way from the Lagrangian dual form of the Bellman optimality equation, which can be viewed as a two-player game between…

Machine Learning · Computer Science 2018-01-01 Bo Dai , Albert Shaw , Niao He , Lihong Li , Le Song

A key aspect of intelligence is the ability to demonstrate a broad spectrum of behaviors for adapting to unexpected situations. Over the past decade, advancements in deep reinforcement learning have led to groundbreaking achievements to…

Machine Learning · Computer Science 2024-06-04 Luca Grillotti , Maxence Faldor , Borja G. León , Antoine Cully

Large language models (LLMs) exhibit strong reasoning and conversational abilities, but ensuring reliable behavior in multi-turn interactions remains challenging. In many real-world applications, agents must succeed in one-shot settings…

Computation and Language · Computer Science 2026-04-02 Shuli Jiang , Zhaoyang Zhang , Yi Zhang , Shuo Yang , Wei Xia , Stefano Soatto

Autonomous vehicles are suited for continuous area patrolling problems. However, finding an optimal patrolling strategy can be challenging for many reasons. Firstly, patrolling environments are often complex and can include unknown…

Artificial Intelligence · Computer Science 2023-06-12 Chenhao Tong , Aaron Harwood , Maria A. Rodriguez , Richard O. Sinnott

Ubiquitous mobile computing have enabled ride-hailing services to collect vast amounts of behavioral data of riders and drivers and optimize supply and demand matching in real time. While these mobility service providers have some degree of…

Machine Learning · Computer Science 2021-02-16 Takuma Oda

Cooperative autonomous robotic systems have significant potential for executing complex multi-task missions across space, air, ground, and maritime domains. But they commonly operate in remote, dynamic and hazardous environments, requiring…

Robotics · Computer Science 2025-11-14 Elim Kwan , Rehman Qureshi , Liam Fletcher , Colin Laganier , Victoria Nockles , Richard Walters

We investigate the problem of wireless routing in integrated access backhaul (IAB) networks consisting of fiber-connected and wireless base stations and multiple users. The physical constraints of these networks prevent the use of a central…

Networking and Internet Architecture · Computer Science 2023-05-26 Shahaf Yamin , Haim Permuter

We derive a learning framework to generate routing/pickup policies for a fleet of autonomous vehicles tasked with servicing stochastically appearing requests on a city map. We focus on policies that 1) give rise to coordination amongst the…

Multiagent Systems · Computer Science 2023-07-07 Daniel Garces , Sushmita Bhattacharya , Stephanie Gil , Dimitri Bertsekas

We study the problem of distributed optimal resource allocation on networks with actions defined on discrete spaces, with applications to adaptive under-frequency load-shedding in power systems. In this context, the primary objective is to…

Optimization and Control · Mathematics 2024-12-25 Adel Aghajan , Miguel Jimenez-Aparicio , Michael E. Ropp , Jorge I. Poveda

Collaborative vehicle routing occurs when carriers collaborate through sharing their transportation requests and performing transportation requests on behalf of each other. This achieves economies of scale, thus reducing cost, greenhouse…

Machine Learning · Computer Science 2023-10-27 Stephen Mak , Liming Xu , Tim Pearce , Michael Ostroumov , Alexandra Brintrup

Multi-agent reinforcement learning (MARL) provides a framework for problems involving multiple interacting agents. Despite apparent similarity to the single-agent case, multi-agent problems are often harder to train and analyze…

Machine Learning · Computer Science 2024-04-04 Michał Zawalski , Błażej Osiński , Henryk Michalewski , Piotr Miłoś

Scalable and realistic simulation of multi-agent traffic behavior is critical for advancing autonomous driving technologies. Although existing data-driven simulators have made significant strides in this domain, they predominantly rely on…

Computer Vision and Pattern Recognition · Computer Science 2026-03-03 Muleilan Pei , Shaoshuai Shi , Shaojie Shen

We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master…

Machine Learning · Computer Science 2019-09-12 Shangtong Zhang , Shimon Whiteson

In this work, we consider the task of collision-free trajectory planning for connected self-driving vehicles. We specifically consider communication-critical situations--situations where single-agent systems have blindspots that require…

Robotics · Computer Science 2023-05-09 Nathaniel Moore Glaser , Zsolt Kira

Opponent modelling has proven effective in enhancing the decision-making of the controlled agent by constructing models of opponent agents. However, existing methods often rely on access to the observations and actions of opponents, a…

Artificial Intelligence · Computer Science 2024-03-25 Jing Sun , Shuo Chen , Cong Zhang , Yining Ma , Jie Zhang

Electric autonomous vehicles (EAVs) are getting attention in future autonomous mobility-on-demand (AMoD) systems due to their economic and societal benefits. However, EAVs' unique charging patterns (long charging time, high charging…

Multiagent Systems · Computer Science 2023-08-01 Sihong He , Shuo Han , Fei Miao

This work considers the problem of learning cooperative policies in multi-agent settings with partially observable and non-stationary environments without a communication channel. We focus on improving information sharing between agents and…

Machine Learning · Computer Science 2021-09-03 Eshagh Kargar , Ville Kyrki

We study vehicle dispatching in autonomous mobility on demand (AMoD) systems, where a central operator assigns vehicles to customer requests or rejects these with the aim of maximizing its total profit. Recent approaches use multi-agent…

Machine Learning · Computer Science 2024-05-21 Heiko Hoppe , Tobias Enders , Quentin Cappart , Maximilian Schiffer

The deployment of robots in uncontrolled environments requires them to operate robustly under previously unseen scenarios, like irregular terrain and wind conditions. Unfortunately, while rigorous safety frameworks from robust optimal…

Machine Learning · Computer Science 2024-06-11 Kai-Chieh Hsu , Duy Phuong Nguyen , Jaime Fernández Fisac