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Reinforcement learning has demonstrated impressive performance in various challenging problems such as robotics, board games, and classical arcade games. However, its real-world applications can be hindered by the absence of robustness and…

Machine Learning · Computer Science 2024-07-02 Siemen Herremans , Ali Anwar , Siegfried Mercelis

A Robust Markov Decision Process (RMDP) is a sequential decision making model that accounts for uncertainty in the parameters of dynamic systems. This uncertainty introduces difficulties in learning an optimal policy, especially for…

Artificial Intelligence · Computer Science 2017-03-08 Shirli Di-Castro Shashua , Shie Mannor

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

Computational Physics · Physics 2020-12-09 Suraj Pawar , Romit Maulik

Decision-Focused Learning (DFL) is an emerging learning paradigm that tackles the task of training a machine learning (ML) model to predict missing parameters of an incomplete optimization problem, where the missing parameters are…

Machine Learning · Computer Science 2025-06-23 Yehya Farhat

Deep reinforcement learning (RL) models, despite their efficiency in learning an optimal policy in static environments, easily loses previously learned knowledge (i.e., catastrophic forgetting). It leads RL models to poor performance in…

Machine Learning · Computer Science 2025-09-08 Wonseo Jang , Dongjae Kim

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

Recent years have witnessed significant advances in reinforcement learning (RL), which has registered great success in solving various sequential decision-making problems in machine learning. Most of the successful RL applications, e.g.,…

Machine Learning · Computer Science 2021-04-30 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

The behaviour of multi-agent learning in competitive network games is often studied within the context of zero-sum games, in which convergence guarantees may be obtained. However, outside of this class the behaviour of learning is known to…

Computer Science and Game Theory · Computer Science 2023-12-20 Aamal Hussain , Francesco Belardinelli

Model-based multi-agent control requires agents to possess a model of the behavior of others to make strategic decisions. Solution concepts from game theory are often used to model the emergent collective behavior of self-interested agents…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Ada Yildirim , Bryce L. Ferguson

The primary focus of multi-agent reinforcement learning (MARL) has been to study interactions among a fixed number of agents embedded in an environment. However, in the real world, the number of agents is neither fixed nor known a priori.…

Machine Learning · Computer Science 2026-02-17 Shishir Sharma , Doina Precup , Theodore J. Perkins

In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…

Optimization and Control · Mathematics 2022-05-03 Feng Huang , Ming Cao , Long Wang

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

Methodology · Statistics 2018-05-21 Papa Ngom , Freedath Djibril Moussa , Jean de Dieu Nkurunziza

We consider the task of building strong but human-like policies in multi-agent decision-making problems, given examples of human behavior. Imitation learning is effective at predicting human actions but may not match the strength of expert…

Multiagent Systems · Computer Science 2022-02-18 Athul Paul Jacob , David J. Wu , Gabriele Farina , Adam Lerer , Hengyuan Hu , Anton Bakhtin , Jacob Andreas , Noam Brown

Autocurricular training is an important sub-area of multi-agent reinforcement learning~(MARL) that allows multiple agents to learn emergent skills in an unsupervised co-evolving scheme. The robotics community has experimented autocurricular…

Artificial Intelligence · Computer Science 2023-05-09 Boling Yang , Liyuan Zheng , Lillian J. Ratliff , Byron Boots , Joshua R. Smith

Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…

Machine Learning · Computer Science 2026-03-13 Taeho Lee , Donghwan Lee

Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

Computer Science and Game Theory · Computer Science 2025-07-24 Die Hu , Shuyue Hu , Chunjiang Mu , Shiqi Fan , Chen Chu , Jinzhuo Liu , Zhen Wang

Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and…

Computer Science and Game Theory · Computer Science 2021-11-24 Asuman Ozdaglar , Muhammed O. Sayin , Kaiqing Zhang

Reverse Kullback-Leibler (KL) divergence-based regularization with respect to a fixed reference policy is widely used in modern reinforcement learning to preserve the desired traits of the reference policy and sometimes to promote…

Machine Learning · Computer Science 2026-02-05 Anupam Nayak , Tong Yang , Osman Yagan , Gauri Joshi , Yuejie Chi

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

Machine Learning · Statistics 2024-03-21 Frank Shih , Faming Liang

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…