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The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

Many real-world problems come with action spaces represented as feature vectors. Although high-dimensional control is a largely unsolved problem, there has recently been progress for modest dimensionalities. Here we report on a successful…

Artificial Intelligence · Computer Science 2015-12-17 Peter Sunehag , Richard Evans , Gabriel Dulac-Arnold , Yori Zwols , Daniel Visentin , Ben Coppin

The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

Machine Learning · Statistics 2015-06-04 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

Machine Learning · Computer Science 2022-10-28 Bingyan Wang , Yuling Yan , Jianqing Fan

Online, sample-based planning algorithms for POMDPs have shown great promise in scaling to problems with large state spaces, but they become intractable for large action and observation spaces. This is particularly problematic in multiagent…

Artificial Intelligence · Computer Science 2014-12-23 Christopher Amato , Frans A. Oliehoek

Distributed optimal control is known to be challenging and can become intractable even for linear-quadratic regulator problems. In this work, we study a special class of such problems where distributed state feedback controllers can give…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Johan Olsson , Runyu Zhang , Emma Tegling , Na Li

This paper considers a multi-agent Markov Decision Process (MDP), where there are $n$ agents and each agent $i$ is associated with a state $s_i$ and action $a_i$ taking values from a finite set. Though the global state space size and action…

Optimization and Control · Mathematics 2019-09-17 Guannan Qu , Na Li

General-purpose, intelligent, learning agents cycle through sequences of observations, actions, and rewards that are complex, uncertain, unknown, and non-Markovian. On the other hand, reinforcement learning is well-developed for small…

Machine Learning · Computer Science 2009-12-30 Marcus Hutter

We optimize finite horizon multi-agent reach-avoid Markov decision process (MDP) via \emph{local feedback policies}. The global feedback policy solution yields global optimality but its communication complexity, memory usage and computation…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Adam Casselman , Abraham P. Vinod , Sarah H. Q. Li

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

In real-world applications with large state and action spaces, reinforcement learning (RL) typically employs function approximations to represent core components like the policies, value functions, and dynamics models. Although powerful…

Machine Learning · Computer Science 2026-01-29 Chenxiao Gao , Haotian Sun , Na Li , Dale Schuurmans , Bo Dai

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Given a Markov decision process (MDP), we seek to learn representations for a range of policies to facilitate behavior steering at test time. As policies of an MDP are uniquely determined by their occupancy measures, we propose modeling…

Machine Learning · Computer Science 2026-02-02 Beiming Li , Sergio Rozada , Alejandro Ribeiro

This paper proposes a multi-agent reinforcement learning based medium access framework for wireless networks. The access problem is formulated as a Markov Decision Process (MDP), and solved using reinforcement learning with every network…

Machine Learning · Computer Science 2021-04-30 Hrishikesh Dutta , Subir Biswas

As we deploy autonomous agents in safety-critical domains, it becomes important to develop an understanding of their internal mechanisms and representations. We outline an approach to imitation learning for reverse-engineering black box…

Artificial Intelligence · Computer Science 2020-06-23 Tom Bewley , Jonathan Lawry , Arthur Richards

Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of…

Machine Learning · Computer Science 2025-11-14 Shuze Chen , Tianyi Peng

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

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

Multi-agent Markov Decision Processes (MMDPs) arise in a variety of applications including target tracking, control of multi-robot swarms, and multiplayer games. A key challenge in MMDPs occurs when the state and action spaces grow…

Multiagent Systems · Computer Science 2021-03-31 Dinuka Sahabandu , Luyao Niu , Andrew Clark , Radha Poovendran
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