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Individual rationality, which involves maximizing expected individual returns, does not always lead to high-utility individual or group outcomes in multi-agent problems. For instance, in multi-agent social dilemmas, Reinforcement Learning…

Deep Reinforcement Learning (DRL) algorithms for continuous action spaces are known to be brittle toward hyperparameters as well as \cut{being}sample inefficient. Soft Actor Critic (SAC) proposes an off-policy deep actor critic algorithm…

Machine Learning · Computer Science 2019-06-10 Patrick Nadeem Ward , Ariella Smofsky , Avishek Joey Bose

Traditional reinforcement learning methods optimize agents without considering safety, potentially resulting in unintended consequences. In this paper, we propose an optimal actor-free policy that optimizes a risk-sensitive criterion based…

Machine Learning · Computer Science 2023-07-04 Ruoqi Zhang , Jens Sjölund

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 focus on a simulation-based optimization problem of choosing the best design from the feasible space. Although the simulation model can be queried with finite samples, its internal processing rule cannot be utilized in the optimization…

Machine Learning · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia , Jiaqi Yan

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

Direct policy optimization in reinforcement learning is usually solved with policy-gradient algorithms, which optimize policy parameters via stochastic gradient ascent. This paper provides a new theoretical interpretation and justification…

Machine Learning · Computer Science 2023-10-24 Adrien Bolland , Gilles Louppe , Damien Ernst

Recent advances in deep reinforcement learning have demonstrated the capability of learning complex control policies from many types of environments. When learning policies for safety-critical applications, it is essential to be sensitive…

Machine Learning · Computer Science 2019-11-12 Yichuan Charlie Tang , Jian Zhang , Ruslan Salakhutdinov

This paper explores the problem of simultaneously learning a value function and policy in deep actor-critic reinforcement learning models. We find that the common practice of learning these functions jointly is sub-optimal, due to an…

Machine Learning · Computer Science 2022-11-15 Matthew Aitchison , Penny Sweetser

Optimizing dynamic risk with stochastic policies is challenging in both policy updates and value learning. The former typically requires transition perturbation, while the latter may rely on model-based approaches. To address these…

Machine Learning · Computer Science 2026-05-11 Yudong Luo , Erick Delage

Goal Recognition aims to infer an agent's goal from a sequence of observations. Existing approaches often rely on manually engineered domains and discrete representations. Deep Recognition using Actor-Critic Optimization (DRACO) is a novel…

Machine Learning · Computer Science 2025-01-06 Ben Nageris , Felipe Meneguzzi , Reuth Mirsky

Policy Dual Averaging (PDA) offers a principled Policy Mirror Descent (PMD) framework that more naturally admits value function approximation than standard PMD, enabling the use of approximate advantage (or Q-) functions while retaining…

Machine Learning · Computer Science 2026-03-12 Ji Gao , Caleb Ju , Guanghui Lan , Zhaohui Tong

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

Reinforcement learning has gathered much attention in recent years due to its rapid development and rich applications, especially on control systems and robotics. When tackling real-world applications with reinforcement learning method, the…

Machine Learning · Computer Science 2025-10-02 Andy Wu , Chun-Cheng Lin , Rung-Tzuo Liaw , Yuehua Huang , Chihjung Kuo , Chia Tong Weng

The incorporation of macro-actions (temporally extended actions) into multi-agent decision problems has the potential to address the curse of dimensionality associated with such decision problems. Since macro-actions last for stochastic…

Artificial Intelligence · Computer Science 2019-05-30 Kunal Menda , Yi-Chun Chen , Justin Grana , James W. Bono , Brendan D. Tracey , Mykel J. Kochenderfer , David Wolpert

Reinforcement learning (RL) has shown remarkable success in solving complex decision-making and control tasks. However, many model-free RL algorithms experience performance degradation due to inaccurate value estimation, particularly the…

Machine Learning · Computer Science 2025-08-07 Jingliang Duan , Wenxuan Wang , Liming Xiao , Jiaxin Gao , Shengbo Eben Li , Chang Liu , Ya-Qin Zhang , Bo Cheng , Keqiang Li

Object manipulation, which focuses on learning to perform tasks on similar parts across different types of objects, can be divided into an approaching stage and a manipulation stage. However, previous works often ignore this characteristic…

Robotics · Computer Science 2025-12-17 Bin Fan , Jian-Jian Jiang , Zhuohao Li , Xiao-Ming Wu , Yi-Xiang He , YiHan Yang , Shengbang Liu , Wei-Shi Zheng

Cooperative multi-agent systems can be naturally used to model many real world problems, such as network packet routing and the coordination of autonomous vehicles. There is a great need for new reinforcement learning methods that can…

Artificial Intelligence · Computer Science 2024-12-12 Jakob Foerster , Gregory Farquhar , Triantafyllos Afouras , Nantas Nardelli , Shimon Whiteson