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Emerging research in Pluralistic Artificial Intelligence (AI) alignment seeks to address how intelligent systems can be designed and deployed in accordance with diverse human needs and values. We contribute to this pursuit with a dynamic…

Machine Learning · Computer Science 2024-11-01 Hadassah Harland , Richard Dazeley , Peter Vamplew , Hashini Senaratne , Bahareh Nakisa , Francisco Cruz

Analysing learning in Multi-Agent Reinforcement Learning (MARL) environments is challenging, in particular with respect to \textit{individual} decision-making. Practitioners frequently struggle to compare training runs due to the inherent…

Multiagent Systems · Computer Science 2026-05-29 James Rudd-Jones , María Pérez-Ortiz , Mirco Musolesi

Multiagent reinforcement learning algorithms (MARL) have been demonstrated on complex tasks that require the coordination of a team of multiple agents to complete. Existing works have focused on sharing information between agents via…

Machine Learning · Computer Science 2019-03-18 Samir Wadhwania , Dong-Ki Kim , Shayegan Omidshafiei , Jonathan P. How

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

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

Multi-agent reinforcement learning (MARL) models multiple agents that interact and learn within a shared environment. This paradigm is applicable to various industrial scenarios such as autonomous driving, quantitative trading, and…

Artificial Intelligence · Computer Science 2023-06-14 Xianliang Yang , Zhihao Liu , Wei Jiang , Chuheng Zhang , Li Zhao , Lei Song , Jiang Bian

We consider the problem of robust multi-agent reinforcement learning (MARL) for cooperative communication and coordination tasks. MARL agents, mainly those trained in a centralized way, can be brittle because they can adopt policies that…

Multiagent Systems · Computer Science 2020-12-16 T. van der Heiden , C. Salge , E. Gavves , H. van Hoof

Balancing safety, efficiency, and operational costs in highway driving poses a challenging decision-making problem for heavy-duty vehicles. A central difficulty is that conventional scalar reward formulations, obtained by aggregating these…

Machine Learning · Computer Science 2026-01-27 Deepthi Pathare , Leo Laine , Morteza Haghir Chehreghani

Preference-aligned robot navigation in human environments is typically achieved through learning-based approaches, utilizing user feedback or demonstrations for personalization. However, personal preferences are subject to change and might…

Robotics · Computer Science 2025-10-21 Jorge de Heuvel , Tharun Sethuraman , Maren Bennewitz

Reinforcement Learning (RL) has shown excellent performance in solving decision-making and control problems of autonomous driving, which is increasingly applied in diverse driving scenarios. However, driving is a multi-attribute problem,…

Robotics · Computer Science 2026-03-31 Guizhe Jin , Zhuoren Li , Bo Leng , Wei Han , Lu Xiong , Chen Sun

It has long been recognized that multi-agent reinforcement learning (MARL) faces significant scalability issues due to the fact that the size of the state and action spaces are exponentially large in the number of agents. In this paper, we…

Optimization and Control · Mathematics 2020-06-12 Guannan Qu , Yiheng Lin , Adam Wierman , Na Li

In this work, we propose a multi-agent actor-critic reinforcement learning (RL) algorithm to accelerate the multi-level Monte Carlo Markov Chain (MCMC) sampling algorithms. The policies (actors) of the agents are used to generate the…

Machine Learning · Computer Science 2020-11-19 Eric Chung , Yalchin Efendiev , Wing Tat Leung , Sai-Mang Pun , Zecheng Zhang

In this work, we consider the problem of computing optimal actions for Reinforcement Learning (RL) agents in a co-operative setting, where the objective is to optimize a common goal. However, in many real-life applications, in addition to…

Artificial Intelligence · Computer Science 2021-01-08 P. Parnika , Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Shalabh Bhatnagar

Traditional reinforcement learning (RL) methods typically employ a fixed control loop, where each cycle corresponds to an action. This rigidity poses challenges in practical applications, as the optimal control frequency is task-dependent.…

Machine Learning · Computer Science 2024-06-04 Dong Wang , Giovanni Beltrame

Autonomous agents must often deal with conflicting requirements, such as completing tasks using the least amount of time/energy, learning multiple tasks, or dealing with multiple opponents. In the context of reinforcement learning~(RL),…

Machine Learning · Computer Science 2019-10-30 Santiago Paternain , Luiz F. O. Chamon , Miguel Calvo-Fullana , Alejandro Ribeiro

This paper investigates multi-objective reinforcement learning (MORL), which focuses on learning Pareto optimal policies in the presence of multiple reward functions. Despite MORL's significant empirical success, there is still a lack of…

Machine Learning · Computer Science 2024-07-25 Shuang Qiu , Dake Zhang , Rui Yang , Boxiang Lyu , Tong Zhang

In this paper, we study the continuous-time multi-asset mean-variance (MV) portfolio selection using a reinforcement learning (RL) algorithm, specifically the soft actor-critic (SAC) algorithm, in the time-varying financial market. A family…

Mathematical Finance · Quantitative Finance 2025-05-13 Yu Li , Yuhan Wu , Shuhua Zhang

Multi-agent actor-critic algorithms are an important part of the Reinforcement Learning paradigm. We propose three fully decentralized multi-agent natural actor-critic (MAN) algorithms in this work. The objective is to collectively find a…

Machine Learning · Computer Science 2022-04-05 Prashant Trivedi , Nandyala Hemachandra

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

Standard cooperative multi-agent reinforcement learning (MARL) methods aim to find the optimal team cooperative policy to complete a task. However there may exist multiple different ways of cooperating, which usually are very needed by…

Machine Learning · Computer Science 2023-08-29 Mingxi Tan , Andong Tian , Ludovic Denoyer