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Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the…

Machine Learning · Computer Science 2023-08-01 Qi Kuang , Zhoufan Zhu , Liwen Zhang , Fan Zhou

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Machine Learning · Computer Science 2025-01-03 Nianli Peng , Yilin Wang

Meta-gradient Reinforcement Learning (RL) allows agents to self-tune their hyper-parameters in an online fashion during training. In this paper, we identify a bias in the meta-gradient of current meta-gradient RL approaches. This bias comes…

Machine Learning · Computer Science 2022-11-22 Clément Bonnet , Laurence Midgley , Alexandre Laterre

We study the adaption of Soft Actor-Critic (SAC), which is considered as a state-of-the-art reinforcement learning (RL) algorithm, from continuous action space to discrete action space. We revisit vanilla discrete SAC and provide an…

Machine Learning · Computer Science 2024-11-21 Haibin Zhou , Tong Wei , Zichuan Lin , junyou li , Junliang Xing , Yuanchun Shi , Li Shen , Chao Yu , Deheng Ye

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

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However,…

Machine Learning · Computer Science 2018-10-26 Peter Jin , Kurt Keutzer , Sergey Levine

A widely-studied deep reinforcement learning (RL) technique known as Prioritized Experience Replay (PER) allows agents to learn from transitions sampled with non-uniform probability proportional to their temporal-difference (TD) error.…

Machine Learning · Computer Science 2022-09-02 Baturay Saglam , Furkan B. Mutlu , Dogan C. Cicek , Suleyman S. Kozat

Categorical Distributional Reinforcement Learning (CDRL) has demonstrated superior sample efficiency in learning complex tasks compared to conventional Reinforcement Learning (RL) approaches. However, the practical application of CDRL is…

Machine Learning · Computer Science 2025-02-07 David Valencia , Henry Williams , Yuning Xing , Trevor Gee , Bruce A MacDonald , Minas Liarokapis

Off-policy actor-critic algorithms have shown strong potential in deep reinforcement learning for continuous control tasks. Their success primarily comes from leveraging pessimistic state-action value function updates, which reduce function…

Machine Learning · Computer Science 2025-08-21 Bahareh Tasdighi , Nicklas Werge , Yi-Shan Wu , Melih Kandemir

Model-based reinforcement learning algorithms, which aim to learn a model of the environment to make decisions, are more sample efficient than their model-free counterparts. The sample efficiency of model-based approaches relies on whether…

Machine Learning · Computer Science 2021-12-21 Zhihai Wang , Jie Wang , Qi Zhou , Bin Li , Houqiang Li

We propose a fully distributed actor-critic algorithm approximated by deep neural networks, named \textit{Diff-DAC}, with application to single-task and to average multitask reinforcement learning (MRL). Each agent has access to data from…

In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical constraint on the variability of the system state to incorporate…

Optimization and Control · Mathematics 2025-10-28 Weijian Li , Andreas A. Malikopoulos

Reinforcement learning (RL) has achieved remarkable performance in numerous sequential decision making and control tasks. However, a common problem is that learned nearly optimal policy always overfits to the training environment and may…

Machine Learning · Computer Science 2020-10-01 Yangang Ren , Jingliang Duan , Shengbo Eben Li , Yang Guan , Qi Sun

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Recent advances in deep Reinforcement Learning (RL) have created unprecedented opportunities for intelligent automation, where a machine can autonomously learn an optimal policy for performing a given task. However, current deep RL…

Machine Learning · Computer Science 2021-05-27 Zohreh Raziei , Mohsen Moghaddam

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

Machine Learning · Computer Science 2019-03-25 Yan Zhang , Michael M. Zavlanos

Value decomposition (VD) methods have achieved remarkable success in cooperative multi-agent reinforcement learning (MARL). However, their reliance on the max operator for temporal-difference (TD) target calculation leads to systematic…

Multiagent Systems · Computer Science 2026-02-27 Yuanjun Li , Bin Zhang , Hao Chen , Zhouyang Jiang , Dapeng Li , Zhiwei Xu

Multi-objective reinforcement learning (MORL) algorithms extend conventional reinforcement learning (RL) to the more general case of problems with multiple, conflicting objectives, represented by vector-valued rewards. Widely-used scalar RL…

Machine Learning · Computer Science 2026-04-23 Peter Vamplew , Ethan , Watkins , Cameron Foale , Richard Dazeley

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang