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Two-time-scale optimization is a framework introduced in Zeng et al. (2024) that abstracts a range of policy evaluation and policy optimization problems in reinforcement learning (RL). Akin to bi-level optimization under a particular type…

Optimization and Control · Mathematics 2026-01-21 Sihan Zeng , Thinh T. Doan

We consider constrained policy optimization in Reinforcement Learning, where the constraints are in form of marginals on state visitations and global action executions. Given these distributions, we formulate policy optimization as…

Machine Learning · Computer Science 2021-02-17 Arash Givchi , Pei Wang , Junqi Wang , Patrick Shafto

We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…

Artificial Intelligence · Computer Science 2018-02-23 Hamid Reza Maei

Deep reinforcement learning (DRL) is a booming area of artificial intelligence. Many practical applications of DRL naturally involve more than one collaborative learners, making it important to study DRL in a multi-agent context. Previous…

Machine Learning · Computer Science 2019-10-22 Gang Chen

Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of…

Machine Learning · Computer Science 2021-12-28 Yuwei Luo , Zhuoran Yang , Zhaoran Wang , Mladen Kolar

We propose a novel approach to address one aspect of the non-stationarity problem in multi-agent reinforcement learning (RL), where the other agents may alter their policies due to environment changes during execution. This violates the…

Machine Learning · Computer Science 2019-12-03 Yixiang Wang , Feng Wu

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

This paper presents a hierarchical reinforcement learning (RL) approach to address the agent grouping or pairing problem in cooperative multi-agent systems. The goal is to simultaneously learn the optimal grouping and agent policy. By…

Machine Learning · Computer Science 2025-01-14 Liyuan Hu

Reinforcement learning is a framework for learning to act sequentially in an unknown environment. We propose a natural approach for modeling policy structure in policy gradients. The key idea is to optimize for a subset of future rewards:…

Machine Learning · Computer Science 2026-03-09 Puneet Mathur , Branislav Kveton , Subhojyoti Mukherjee , Viet Dac Lai

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

Intelligent robots provide a new insight into efficiency improvement in industrial and service scenarios to replace human labor. However, these scenarios include dense and dynamic obstacles that make motion planning of robots challenging.…

Robotics · Computer Science 2021-02-08 Chengmin Zhou , Bingding Huang , Pasi Fränti

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

Multi-objective reinforcement learning (MORL) is the generalization of standard reinforcement learning (RL) approaches to solve sequential decision making problems that consist of several, possibly conflicting, objectives. Generally, in…

Artificial Intelligence · Computer Science 2019-10-08 Xi Chen , Ali Ghadirzadeh , Mårten Björkman , Patric Jensfelt

In this paper, a new population-guided parallel learning scheme is proposed to enhance the performance of off-policy reinforcement learning (RL). In the proposed scheme, multiple identical learners with their own value-functions and…

Machine Learning · Computer Science 2020-01-10 Whiyoung Jung , Giseung Park , Youngchul Sung

In Reinforcement Learning (RL), the goal of agents is to discover an optimal policy that maximizes the expected cumulative rewards. This objective may also be viewed as finding a policy that optimizes a linear function of its state-action…

Machine Learning · Computer Science 2023-08-30 Navdeep Kumar , Kaixin Wang , Kfir Levy , Shie Mannor

We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent the gradient of the value function with respect to a given…

Machine Learning · Computer Science 2022-07-26 Yanwei Jia , Xun Yu Zhou

We present a novel algorithm that efficiently computes near-optimal deterministic policies for constrained reinforcement learning (CRL) problems. Our approach combines three key ideas: (1) value-demand augmentation, (2) action-space…

Machine Learning · Computer Science 2024-11-01 Jeremy McMahan

Continual Reinforcement Learning (CRL) aims to develop lifelong learning agents to continuously acquire knowledge across diverse tasks while mitigating catastrophic forgetting. This requires efficiently managing the stability-plasticity…

Machine Learning · Computer Science 2026-02-02 Yuxuan Li , Qijun He , Mingqi Yuan , Wen-Tse Chen , Jeff Schneider , Jiayu Chen

Synchronizing decisions across multiple agents in realistic settings is problematic since it requires agents to wait for other agents to terminate and communicate about termination reliably. Ideally, agents should learn and execute…

Machine Learning · Computer Science 2022-10-12 Yuchen Xiao , Weihao Tan , Christopher Amato

We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…

Machine Learning · Computer Science 2018-02-28 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar