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We study policy gradient for mean-field control in continuous time in a reinforcement learning setting. By considering randomised policies with entropy regularisation, we derive a gradient expectation representation of the value function,…

Machine Learning · Statistics 2023-03-14 Noufel Frikha , Maximilien Germain , Mathieu Laurière , Huyên Pham , Xuanye Song

This paper introduces a novel reinforcement learning (RL) strategy designed to facilitate rapid autonomy transfer by utilizing pre-trained critic value functions from multiple environments. Unlike traditional methods that require extensive…

Federated reinforcement learning (RL) enables collaborative decision making of multiple distributed agents without sharing local data trajectories. In this work, we consider a multi-task setting, in which each agent has its own private…

Machine Learning · Computer Science 2024-08-19 Tong Yang , Shicong Cen , Yuting Wei , Yuxin Chen , Yuejie Chi

Reinforcement Learning aims at identifying and evaluating efficient control policies from data. In many real-world applications, the learner is not allowed to experiment and cannot gather data in an online manner (this is the case when…

Machine Learning · Computer Science 2024-07-02 Daniele Foffano , Alessio Russo , Alexandre Proutiere

We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…

Artificial Intelligence · Computer Science 2023-08-01 Xiaoshan Lin , Abbasali Koochakzadeh , Yasin Yazicioglu , Derya Aksaray

Learning stationary policies in infinite-horizon general-sum Markov games (MGs) remains a fundamental open problem in Multi-Agent Reinforcement Learning (MARL). While stationary strategies are preferred for their practicality, computing…

Multiagent Systems · Computer Science 2026-02-16 Yizhou Zhang , Eric Mazumdar

In this paper, we establish the global optimality and convergence rate of an off-policy actor critic algorithm in the tabular setting without using density ratio to correct the discrepancy between the state distribution of the behavior…

Machine Learning · Computer Science 2025-02-07 Shangtong Zhang , Remi Tachet , Romain Laroche

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

We investigate the discounting mismatch in actor-critic algorithm implementations from a representation learning perspective. Theoretically, actor-critic algorithms usually have discounting for both actor and critic, i.e., there is a…

Machine Learning · Computer Science 2022-01-27 Shangtong Zhang , Romain Laroche , Harm van Seijen , Shimon Whiteson , Remi Tachet des Combes

Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an…

Machine Learning · Computer Science 2019-02-26 Simone Parisi , Voot Tangkaratt , Jan Peters , Mohammad Emtiyaz Khan

While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…

Machine Learning · Computer Science 2024-03-08 Jiayi Huang , Han Zhong , Liwei Wang , Lin F. Yang

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly…

Machine Learning · Computer Science 2018-10-25 Esther Derman , Daniel J. Mankowitz , Timothy A. Mann , Shie Mannor

Temporal-difference learning with gradient correction (TDC) is a two time-scale algorithm for policy evaluation in reinforcement learning. This algorithm was initially proposed with linear function approximation, and was later extended to…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou , Yi Zhou

In this paper, we consider the risk-sensitive cost criterion with exponentiated costs for Markov decision processes and develop a model-free policy gradient algorithm in this setting. Unlike additive cost criteria such as average or…

Machine Learning · Computer Science 2025-08-05 Soumyajit Guin , Vivek S. Borkar , Shalabh Bhatnagar

In current model-free reinforcement learning (RL) algorithms, stability criteria based on sampling methods are commonly utilized to guide policy optimization. However, these criteria only guarantee the infinite-time convergence of the…

Robotics · Computer Science 2023-10-16 Shengjie Wang , Fengbo Lan , Xiang Zheng , Yuxue Cao , Oluwatosin Oseni , Haotian Xu , Tao Zhang , Yang Gao

Reward functions are central in specifying the task we want a reinforcement learning agent to perform. Given a task and desired optimal behavior, we study the problem of designing informative reward functions so that the designed rewards…

Machine Learning · Computer Science 2024-02-13 Rati Devidze , Parameswaran Kamalaruban , Adish Singla

There is a surge of interest in using formal languages such as Linear Temporal Logic (LTL) to precisely and succinctly specify complex tasks and derive reward functions for Reinforcement Learning (RL). However, existing methods often assign…

Robotics · Computer Science 2025-05-20 Minjae Kwon , Ingy ElSayed-Aly , Lu Feng

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

Optimization and Control · Mathematics 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…

Machine Learning · Computer Science 2019-05-29 Shariq Iqbal , Fei Sha

In the last decade, Deep Reinforcement Learning has evolved into a powerful tool for complex sequential decision-making problems. It combines deep learning's proficiency in processing rich input signals with reinforcement learning's…

Machine Learning · Computer Science 2024-12-11 Julien Roy