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Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic…

Multiagent Systems · Computer Science 2025-09-30 Yue Wang

Stochastic multi-agent systems are a central modeling framework for autonomous controllers, communication protocols, and cyber-physical infrastructures. In many such systems, however, transition probabilities are only estimated from data…

Logic in Computer Science · Computer Science 2026-02-17 Raphaël Berthon , Joost-Pieter Katoen , Munyque Mittelmann , Aniello Murano

We develop a variational approach to address risk-sensitive optimal control problems with an exponential-of-integral cost functional in a general linear-quadratic-Gaussian (LQG) single-agent setup, offering new insights into such problems.…

Optimization and Control · Mathematics 2025-03-28 Hanchao Liu , Dena Firoozi , Michèle Breton

Achieving the economical and stable operation of Multi-microgrids (MMG) systems is vital. However, there are still some challenging problems to be solved. Firstly, from the perspective of stable operation, it is necessary to minimize the…

Systems and Control · Electrical Eng. & Systems 2023-07-03 Yijian Wang , Yang Cui , Yang Li , Yang Xu

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

Computer Science and Game Theory · Computer Science 2026-05-08 Philip Jordan , Maryam Kamgarpour

This study investigates the mean-variance (MV) trade-off in reinforcement learning (RL), an instance of the sequential decision-making under uncertainty. Our objective is to obtain MV-efficient policies whose means and variances are located…

Machine Learning · Computer Science 2024-11-14 Masahiro Kato , Kei Nakagawa , Kenshi Abe , Tetsuro Morimura , Kentaro Baba

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

Multiagent Systems · Computer Science 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

Multiagent Systems · Computer Science 2025-10-07 Jushan Chen , Santiago Paternain

When self-adaptive systems encounter changes within their surrounding environments, they enact tactics to perform necessary adaptations. For example, a self-adaptive cloud-based system may have a tactic that initiates additional computing…

Artificial Intelligence · Computer Science 2020-04-24 Jeffrey Palmerino , Qi Yu , Travis Desell , Daniel E. Krutz

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

We introduce two Smoothed Policy Iteration algorithms (\textbf{SPI}s) as rules for learning policies and methods for computing Nash equilibria in second order potential Mean Field Games (MFGs). Global convergence is proved if the coupling…

Optimization and Control · Mathematics 2023-04-18 Qing Tang , Jiahao Song

Multi-Agent reinforcement learning has received lot of attention in recent years and have applications in many different areas. Existing methods involving Centralized Training and Decentralized execution, attempts to train the agents…

Machine Learning · Computer Science 2021-09-15 Satheesh K. Perepu , Kaushik Dey

We propose a multi-agent based computational framework for modeling decision-making and strategic interaction at micro level for smart vehicles in a smart world. The concepts of Markov game and best response dynamics are heavily leveraged.…

Multiagent Systems · Computer Science 2022-01-05 Qi Dai , Xunnong Xu , Wen Guo , Suzhou Huang , Dimitar Filev

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

This paper considers offline multi-agent reinforcement learning. We propose the strategy-wise concentration principle which directly builds a confidence interval for the joint strategy, in contrast to the point-wise concentration principle…

Machine Learning · Computer Science 2022-10-17 Qiwen Cui , Simon S. Du

We propose networked policy gradient play for solving Markov potential games with continuous and/or discrete state-action pairs. During the game, agents use parametrized and differentiable policies that depend on the current state and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Sarper Aydin , Ceyhun Eksin

Autonomous multi-agent systems such as hospital robots and package delivery drones often operate in highly uncertain environments and are expected to achieve complex temporal task objectives while ensuring safety. While learning-based…

Multiagent Systems · Computer Science 2024-11-19 Sheryl Paul , Anand Balakrishnan , Xin Qin , Jyotirmoy V. Deshmukh

Modern robotic systems frequently engage in complex multi-agent interactions, many of which are inherently multi-modal, i.e., they can lead to multiple distinct outcomes. To interact effectively, robots must recognize the possible…

Robotics · Computer Science 2025-08-12 Maulik Bhatt , Iman Askari , Yue Yu , Ufuk Topcu , Huazhen Fang , Negar Mehr