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We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…

Probability · Mathematics 2007-05-23 Rami Atar

We study off-policy reinforcement learning for controlling continuous-time Markov diffusion processes with discrete-time observations and actions. We consider model-free algorithms with function approximation that learn value and advantage…

Machine Learning · Computer Science 2026-04-17 Wenlong Mou

Lane-change maneuvers are commonly executed by drivers to follow a certain routing plan, overtake a slower vehicle, adapt to a merging lane ahead, etc. However, improper lane change behaviors can be a major cause of traffic flow disruptions…

Machine Learning · Computer Science 2020-05-22 Fei Ye , Xuxin Cheng , Pin Wang , Ching-Yao Chan , Jiucai Zhang

This paper aims to predict the traffic flow at one road segment based on nearby traffic volume and weather conditions. Our team also discover the impact of weather conditions and nearby traffic volume on the traffic flow at a target point.…

Machine Learning · Computer Science 2023-11-15 Anh Thi-Hoang Nguyen , Dung Ha Nguyen , Trong-Hop Do

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

The heavy traffic and related issues have always been concerns for modern cities. With the help of deep learning and reinforcement learning, people have proposed various policies to solve these traffic-related problems, such as smart…

Machine Learning · Computer Science 2021-05-27 Chang Liu , Guanjie Zheng , Zhenhui Li

A cascaded online learning flight control system has been developed and enhanced with respect to action smoothness. In this paper, we investigate the convergence performance of the control system, characterized by the increment of a…

Artificial Intelligence · Computer Science 2025-10-28 Yifei Li , Erik-Jan van Kampen

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

Machine Learning · Computer Science 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

Transportation and traffic are currently undergoing a rapid increase in terms of both scale and complexity. At the same time, an increasing share of traffic participants are being transformed into agents driven or supported by artificial…

Machine Learning · Computer Science 2018-10-24 Mark Schutera , Niklas Goby , Dirk Neumann , Markus Reischl

Approximating Martingale Process (AMP) is proven to be effective for variance reduction in reinforcement learning (RL) in specific cases such as Multiclass Queueing Networks. However, in the already proven cases, the state space is…

Machine Learning · Computer Science 2022-11-30 Charlie Ruan

In this article, we explore the feasibility of applying proximal policy optimization, a state-of-the-art deep reinforcement learning algorithm for continuous control tasks, on the dual-objective problem of controlling an underactuated…

Machine Learning · Computer Science 2019-12-20 Eivind Meyer , Haakon Robinson , Adil Rasheed , Omer San

Deep reinforcement learning has led to numerous notable results in robotics. However, deep neural networks (DNNs) are unintuitive, which makes it difficult to understand their predictions and strongly limits their potential for real-world…

Robotics · Computer Science 2022-03-02 Vilde B. Gjærum , Ella-Lovise H. Rørvik , Anastasios M. Lekkas

Several works have addressed the problem of incorporating constraints in the reinforcement learning (RL) framework, however majority of them can only guarantee the satisfaction of soft constraints. In this work, we address the problem of…

Machine Learning · Computer Science 2020-06-16 Kwangyeon Kim , Akshita Gupta , Hong-Cheol Choi , Inseok Hwang

We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

Machine Learning · Computer Science 2024-07-09 Wenlong Mou , Yuhua Zhu

A driving algorithm that aligns with good human driving practices, or at the very least collaborates effectively with human drivers, is crucial for developing safe and efficient autonomous vehicles. In practice, two main approaches are…

Multiagent Systems · Computer Science 2026-02-10 Zhihao Zhang , Keith Redmill , Chengyang Peng , Bowen Weng

Network routing is a distributed decision problem which naturally admits numerical performance measures, such as the average time for a packet to travel from source to destination. OLPOMDP, a policy-gradient reinforcement learning…

Machine Learning · Computer Science 2025-12-04 Nigel Tao , Jonathan Baxter , Lex Weaver