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Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

Machine Learning · Computer Science 2020-03-20 Kartik Ahuja , Karthikeyan Shanmugam , Kush R. Varshney , Amit Dhurandhar

Safety is a fundamental challenge in reinforcement learning (RL), particularly in real-world applications such as autonomous driving, robotics, and healthcare. To address this, Constrained Markov Decision Processes (CMDPs) are commonly used…

Machine Learning · Computer Science 2026-02-18 Chang Liu , Yunfan Li , Lin F. Yang

Multi-agent interactions are increasingly important in the context of reinforcement learning, and the theoretical foundations of policy gradient methods have attracted surging research interest. We investigate the global convergence of…

Optimization and Control · Mathematics 2023-03-21 Sarath Pattathil , Kaiqing Zhang , Asuman Ozdaglar

Nash Q-learning may be considered one of the first and most known algorithms in multi-agent reinforcement learning (MARL) for learning policies that constitute a Nash equilibrium of an underlying general-sum Markov game. Its original proof…

Machine Learning · Computer Science 2023-03-02 Pedro Cisneros-Velarde , Sanmi Koyejo

Reinforcement learning (RL) problems are often phrased in terms of Markov decision processes (MDPs). In this thesis we go beyond MDPs and consider RL in environments that are non-Markovian, non-ergodic and only partially observable. Our…

Artificial Intelligence · Computer Science 2016-11-29 Jan Leike

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

Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in…

Computer Science and Game Theory · Computer Science 2025-11-18 Ioannis Anagnostides , Emanuel Tewolde , Brian Hu Zhang , Ioannis Panageas , Vincent Conitzer , Tuomas Sandholm

Multi-agent hierarchical reinforcement learning (MAHRL) has been studied as an effective means to solve intelligent decision problems in complex and large-scale environments. However, most current MAHRL algorithms follow the traditional way…

Artificial Intelligence · Computer Science 2024-11-05 Chanjuan Liu , Jinmiao Cong , Bingcai Chen , Yaochu Jin , Enqiang Zhu

Recent studies in multi-agent communicative reinforcement learning (MACRL) have demonstrated that multi-agent coordination can be greatly improved by allowing communication between agents. Meanwhile, adversarial machine learning (ML) has…

Machine Learning · Computer Science 2022-01-27 Wanqi Xue , Wei Qiu , Bo An , Zinovi Rabinovich , Svetlana Obraztsova , Chai Kiat Yeo

Multi-behavior recommendation faces a critical challenge in practice: auxiliary behaviors (e.g., clicks, carts) are often noisy, weakly correlated, or semantically misaligned with the target behavior (e.g., purchase), which leads to biased…

Information Retrieval · Computer Science 2026-01-22 Miaomiao Cai , Zhijie Zhang , Junfeng Fang , Zhiyong Cheng , Xiang Wang , Meng Wang

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

Autonomous driving (AD) requires safe and reliable decision-making among interacting agents, e.g., vehicles, bicycles, and pedestrians. Multi-agent reinforcement learning (MARL) modeled by Markov games (MGs) provides a suitable framework to…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Huiwen Yan , Mushuang Liu

We study multi-objective reinforcement learning (RL) where an agent's reward is represented as a vector. In settings where an agent competes against opponents, its performance is measured by the distance of its average return vector to a…

Machine Learning · Computer Science 2021-02-08 Tiancheng Yu , Yi Tian , Jingzhao Zhang , Suvrit Sra

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the…

Machine Learning · Statistics 2023-05-10 Barna Pásztor , Ilija Bogunovic , Andreas Krause

We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their…

Multiagent Systems · Computer Science 2025-12-12 Zachary Roch , Yue Wang

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

This paper aims to develop a paradigm that models the learning behavior of intelligent agents (including but not limited to autonomous vehicles, connected and automated vehicles, or human-driven vehicles with intelligent navigation systems…

Machine Learning · Computer Science 2022-03-01 Zhenyu Shou , Xu Chen , Yongjie Fu , Xuan Di

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Tamer Başar