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This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by…

Optimization and Control · Mathematics 2024-12-13 Na Xiang , Jingtao Shi

Designing reward functions for efficiently guiding reinforcement learning (RL) agents toward specific behaviors is a complex task. This is challenging since it requires the identification of reward structures that are not sparse and that…

Machine Learning · Computer Science 2023-11-01 Dhawal Gupta , Yash Chandak , Scott M. Jordan , Philip S. Thomas , Bruno Castro da Silva

Autonomous vehicles have shown promising potential to be a groundbreaking technology for improving the safety of road users. For these vehicles, as well as many other safety-critical robotic technologies, to be deployed in real-world…

Machine Learning · Computer Science 2025-10-14 Emran Yasser Moustafa , Ivana Dusparic

Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…

Optimization and Control · Mathematics 2023-11-08 Tommaso Giovannelli , Griffin Dean Kent , Luis Nunes Vicente

Model-based offline Reinforcement Learning (RL) allows agents to fully utilise pre-collected datasets without requiring additional or unethical explorations. However, applying model-based offline RL to online systems presents challenges,…

Machine Learning · Computer Science 2024-06-04 Xuehui Yu , Yi Guan , Rujia Shen , Xin Li , Chen Tang , Jingchi Jiang

In goal-conditioned hierarchical reinforcement learning (HRL), a high-level policy specifies a subgoal for the low-level policy to reach. Effective HRL hinges on a suitable subgoal represen tation function, abstracting state space into…

Machine Learning · Computer Science 2024-06-25 Vivienne Huiling Wang , Tinghuai Wang , Wenyan Yang , Joni-Kristian Kämäräinen , Joni Pajarinen

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex nonlinear constraints. In domains such as power systems,…

Machine Learning · Computer Science 2025-02-21 Andrew Rosemberg , Alexandre Street , Davi M. Valladão , Pascal Van Hentenryck

The high-dimensional or sparse reward task of a reinforcement learning (RL) environment requires a superior potential controller such as hierarchical reinforcement learning (HRL) rather than an atomic RL because it absorbs the complexity of…

Machine Learning · Computer Science 2021-07-20 JaeYoon Kim , Junyu Xuan , Christy Liang , Farookh Hussain

Controlling a non-statically bipedal robot is challenging due to the complex dynamics and multi-criterion optimization involved. Recent works have demonstrated the effectiveness of deep reinforcement learning (DRL) for simulation and…

Robotics · Computer Science 2021-12-23 Changxin Huang , Guangrun Wang , Zhibo Zhou , Ronghui Zhang , Liang Lin

In a growing retail electricity market, demand response (DR) is becoming an integral part of the system to enhance economic and operational performances. This is rendered as incentive-based DR (IBDR) in the proposed study. It presents a…

Systems and Control · Electrical Eng. & Systems 2023-06-02 Vipin Chandra Pandey , Nikhil Gupta , Khaleequr Rehman Niazi , Anil Swarnkar , Tanuj Rawat , Charalambos Konstantinou

We introduce a reinforcement learning framework for economic design where the interaction between the environment designer and the participants is modeled as a Stackelberg game. In this game, the designer (leader) sets up the rules of the…

Computer Science and Game Theory · Computer Science 2024-07-22 Gianluca Brero , Alon Eden , Darshan Chakrabarti , Matthias Gerstgrasser , Amy Greenwald , Vincent Li , David C. Parkes

We propose ContextRL, a novel framework that leverages context augmentation to overcome these bottlenecks. Specifically, to enhance Identifiability, we provide the reward model with full reference solutions as context, enabling fine-grained…

In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…

Machine Learning · Computer Science 2024-06-14 Robert Loftin , Mustafa Mert Çelikok , Herke van Hoof , Samuel Kaski , Frans A. Oliehoek

We consider a setting involving $N$ agents, where each agent interacts with an environment modeled as a Markov Decision Process (MDP). The agents' MDPs differ in their reward functions, capturing heterogeneous objectives/tasks. The…

Machine Learning · Computer Science 2024-09-10 Feng Zhu , Robert W. Heath , Aritra Mitra

This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…

Machine Learning · Computer Science 2020-06-23 Ruben Solozabal , Josu Ceberio , Martin Takáč

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

Reinforcement Learning from Verifiable Rewards (RLVR) suffers from exploration inefficiency, where models struggle to generate successful rollouts, resulting in minimal learning signal. This challenge is particularly severe for tasks that…

Machine Learning · Computer Science 2026-03-20 Saaket Agashe , Jayanth Srinivasa , Gaowen Liu , Ramana Kompella , Xin Eric Wang

The combination of exponentially large action spaces, stochastic dynamics, and long-horizon decision-making under limited resources makes Sequential Stochastic Combinatorial Optimization (SSCO) particularly challenging for reinforcement…

Machine Learning · Computer Science 2026-05-19 Vivienne Huiling Wang , Tinghuai Wang , Joni Pajarinen