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Continuous control is a widely applicable area of reinforcement learning. The main players of this area are actor-critic methods that utilize policy gradients of neural approximators as a common practice. The focus of our study is to show…

Machine Learning · Computer Science 2020-09-08 Recep Yusuf Bekci , Mehmet Gümüş

We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…

Econometrics · Economics 2022-06-20 Jonas Metzger

We present a general framework for evolutionary learning to emergent unbiased state representation without any supervision. Evolutionary frameworks such as self-play converge to bad local optima in case of multi-agent reinforcement learning…

Machine Learning · Statistics 2023-02-03 Shohei Ohsawa

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Action and observation delays commonly occur in many Reinforcement Learning applications, such as remote control scenarios. We study the anatomy of randomly delayed environments, and show that partially resampling trajectory fragments in…

Machine Learning · Computer Science 2021-05-06 Simon Ramstedt , Yann Bouteiller , Giovanni Beltrame , Christopher Pal , Jonathan Binas

We formulate an efficient approximation for multi-agent batch reinforcement learning, the approximated multi-agent fitted Q iteration (AMAFQI). We present a detailed derivation of our approach. We propose an iterative policy search and show…

Machine Learning · Computer Science 2023-04-06 Antoine Lesage-Landry , Duncan S. Callaway

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth

Soft actor-critic is a successful successor over soft Q-learning. While lived under maximum entropy framework, their relationship is still unclear. In this paper, we prove that in the limit they converge to the same solution. This is…

Machine Learning · Computer Science 2023-05-30 Jianfei Ma

We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is…

Optimization and Control · Mathematics 2025-01-27 Mo Zhou , Jianfeng Lu

An agent trained within a closed system can master any desired capability, as long as the following three conditions hold: (a) it receives sufficiently informative and aligned feedback, (b) its coverage of experience/data is broad enough,…

Artificial Intelligence · Computer Science 2024-11-27 Tom Schaul

We consider the issue of multiple agents learning to communicate through reinforcement learning within partially observable environments, with a focus on information asymmetry in the second part of our work. We provide a review of the…

Machine Learning · Computer Science 2019-11-14 Mohamed Salah Zaïem , Etienne Bennequin

We study multi-agent reinforcement learning in the setting of episodic Markov decision processes, where multiple agents cooperate via communication through a central server. We propose a provably efficient algorithm based on value iteration…

Machine Learning · Computer Science 2023-06-27 Yifei Min , Jiafan He , Tianhao Wang , Quanquan Gu

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

Actor-Critic models are a class of model-free deep reinforcement learning (RL) algorithms that have demonstrated effectiveness across various robot learning tasks. While considerable research has focused on improving training stability and…

Robotics · Computer Science 2025-10-01 Hanlan Yang , Itamar Mishani , Luca Pivetti , Zachary Kingston , Maxim Likhachev

The safety constraints commonly used by existing safe reinforcement learning (RL) methods are defined only on expectation of initial states, but allow each certain state to be unsafe, which is unsatisfying for real-world safety-critical…

Machine Learning · Computer Science 2021-06-15 Haitong Ma , Yang Guan , Shegnbo Eben Li , Xiangteng Zhang , Sifa Zheng , Jianyu Chen

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

Dynamical Systems · Mathematics 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin

Quantum computing has a superior advantage in tackling specific problems, such as integer factorization and Simon's problem. For more general tasks in machine learning, by applying variational quantum circuits, more and more quantum…

Quantum Physics · Physics 2021-12-23 Qingfeng Lan

Log-linear learning has been extensively studied in both the game theoretic and distributed control literature. It is appealing for many applications because it often guarantees that the agents' collective behavior will converge in…

Computer Science and Game Theory · Computer Science 2015-11-19 Holly Borowski , Jason Marden

Extracting relevant information from a stream of high-dimensional observations is a central challenge for deep reinforcement learning agents. Actor-critic algorithms add further complexity to this challenge, as it is often unclear whether…