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In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

Machine Learning · Computer Science 2026-01-27 Shaocong Ma , Heng Huang

This paper investigates the robustness of NLP against perturbed word forms. While neural approaches can achieve (almost) human-like accuracy for certain tasks and conditions, they often are sensitive to small changes in the input such as…

Computation and Language · Computer Science 2017-04-17 Georg Heigold , Günter Neumann , Josef van Genabith

This paper proposes an agent-based optimistic policy iteration (OPI) scheme for learning stationary optimal stochastic policies in multi-agent Markov Decision Processes (MDPs), in which agents incur a Kullback-Leibler (KL) divergence cost…

Artificial Intelligence · Computer Science 2024-10-22 Khaled Nakhleh , Ceyhun Eksin , Sabit Ekin

Among the great successes of Reinforcement Learning (RL), self-play algorithms play an essential role in solving competitive games. Current self-play algorithms optimize the agent to maximize expected win-rates against its current or…

Machine Learning · Computer Science 2023-12-18 Yuhua Jiang , Qihan Liu , Xiaoteng Ma , Chenghao Li , Yiqin Yang , Jun Yang , Bin Liang , Qianchuan Zhao

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

Reinforcement learning (RL) is one of the active fields in machine learning, demonstrating remarkable potential in tackling real-world challenges. Despite its promising prospects, this methodology has encountered with issues and challenges,…

Machine Learning · Computer Science 2024-11-21 Alireza Rashidi Laleh , Majid Nili Ahmadabadi

This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…

Machine Learning · Statistics 2025-03-18 Liyuan Hu , Mengbing Li , Chengchun Shi , Zhenke Wu , Piotr Fryzlewicz

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Optimization and Control · Mathematics 2017-07-25 Dario Bauso , Jian Gao , Hamidou Tembine

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

Robotics · Computer Science 2019-10-30 Matteo Turchetta , Andreas Krause , Sebastian Trimpe

This paper studies the robustness of reinforcement learning algorithms to errors in the learning process. Specifically, we revisit the benchmark problem of discrete-time linear quadratic regulation (LQR) and study the long-standing open…

Optimization and Control · Mathematics 2021-03-16 Bo Pang , Zhong-Ping Jiang

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement…

Machine Learning · Computer Science 2022-07-12 Pier Giuseppe Sessa , Maryam Kamgarpour , Andreas Krause

While the real world is inherently stochastic, Large Language Models (LLMs) are predominantly evaluated on single-round inference against fixed ground truths. In this work, we shift the lens to distribution alignment: assessing whether…

Computation and Language · Computer Science 2026-04-08 Yanbei Jiang , Amr Keleg , Ryandito Diandaru , Jey Han Lau , Lea Frermann , Biaoyan Fang , Fajri Koto

Large Language Models (LLMs) have shown impressive capabilities in multi-step reasoning and problem-solving.Recent works introduce multi-agent reflection frameworks where multiple LLM agents critique and refine each other's outputs using…

Artificial Intelligence · Computer Science 2025-11-26 Yuanhao Li , Mingshan Liu , Hongbo Wang , Yiding Zhang , Yifei Ma , Wei Tan

Multi-agent reinforcement learning (MARL), as a thriving field, explores how multiple agents independently make decisions in a shared dynamic environment. Due to environmental uncertainties, policies in MARL must remain robust to tackle the…

Machine Learning · Computer Science 2025-12-02 Na Li , Zewu Zheng , Wei Ni , Hangguan Shan , Wenjie Zhang , Xinyu Li

Autonomous agents are increasingly deployed in dynamic environments where their ability to perform a given task depends on both individual and team-level proficiency. While proficiency self-assessment (PSA) has been studied for single…

Applications · Statistics 2025-10-28 Anna Guerra , Francesco Guidi , Pau Closas , Davide Dardari , Petar M. Djuric

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

Among the many variants of RL, an important class of problems is where the state and action spaces are continuous -- autonomous robots, autonomous vehicles, optimal control are all examples of such problems that can lend themselves…

Artificial Intelligence · Computer Science 2024-10-16 Rajesh Mangannavar , Gopalakrishnan Srinivasaraghavan

Decision making in uncertain and risky environments is a prominent area of research. Standard economic theories fail to fully explain human behaviour, while a potentially promising alternative may lie in the direction of Reinforcement…

Computational Engineering, Finance, and Science · Computer Science 2016-09-21 Alvin Pastore , Umberto Esposito , Eleni Vasilaki