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In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Many engineering problems have multiple objectives, and the overall aim is to optimize a non-linear function of these objectives. In this paper, we formulate the problem of maximizing a non-linear concave function of multiple long-term…

Machine Learning · Computer Science 2025-09-23 Qinbo Bai , Mridul Agarwal , Vaneet Aggarwal

Two-player games such as board games have long been used as traditional benchmarks for reinforcement learning. This work revisits a policy optimization method with reverse Kullback-Leibler regularization and entropy regularization and…

Machine Learning · Computer Science 2026-05-22 Kazuki Ota , Takayuki Osa , Motoki Omura , Tatsuya Harada

Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…

Machine Learning · Computer Science 2026-05-29 Christoph Dann , Yishay Mansour , Mehryar Mohri

Mirror descent (MD), a well-known first-order method in constrained convex optimization, has recently been shown as an important tool to analyze trust-region algorithms in reinforcement learning (RL). However, there remains a considerable…

Machine Learning · Computer Science 2021-06-08 Manan Tomar , Lior Shani , Yonathan Efroni , Mohammad Ghavamzadeh

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

Reinforcement learning is the method of choice to train models in sampling-based setups with binary outcome feedback, such as navigation, code generation, and mathematical problem solving. In such settings, models implicitly induce a…

Reinforcement learning (RL) has emerged as a powerful approach for tackling complex problems. The recent introduction of multi-objective reinforcement learning (MORL) has further expanded the scope of RL by enabling agents to make…

Machine Learning · Computer Science 2023-10-26 Florian Felten , Daniel Gareev , El-Ghazali Talbi , Grégoire Danoy

We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to Mean Field Game (MFG) or Mean Field Control (MFC) problems…

Optimization and Control · Mathematics 2024-05-02 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…

Artificial Intelligence · Computer Science 2017-11-08 Marc Lanctot , Vinicius Zambaldi , Audrunas Gruslys , Angeliki Lazaridou , Karl Tuyls , Julien Perolat , David Silver , Thore Graepel

The standard reinforcement learning (RL) formulation considers the expectation of the (discounted) cumulative reward. This is limiting in applications where we are concerned with not only the expected performance, but also the distribution…

Machine Learning · Computer Science 2019-06-13 Changjian Li , Krzysztof Czarnecki

This work studies a Reinforcement Learning (RL) problem in which we are given a set of trajectories collected with K baseline policies. Each of these policies can be quite suboptimal in isolation, and have strong performance in…

Machine Learning · Computer Science 2024-03-29 Teodor V. Marinov , Alekh Agarwal , Mircea Trofin

Solving multi-objective optimization problems is important in various applications where users are interested in obtaining optimal policies subject to multiple, yet often conflicting objectives. A typical approach to obtain optimal policies…

Systems and Control · Electrical Eng. & Systems 2019-09-27 Huixin Zhan , Yongcan Cao

We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition…

Computer Science and Game Theory · Computer Science 2018-06-07 Ehsan Asadi Kangarshahi , Ya-Ping Hsieh , Mehmet Fatih Sahin , Volkan Cevher

Generalization in reinforcement learning (RL) is of importance for real deployment of RL algorithms. Various schemes are proposed to address the generalization issues, including transfer learning, multi-task learning and meta learning, as…

Machine Learning · Computer Science 2022-10-07 Chang Yang , Ruiyu Wang , Xinrun Wang , Zhen Wang

This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents…

Artificial Intelligence · Computer Science 2023-04-14 Talal Algumaei , Ruben Solozabal , Reda Alami , Hakim Hacid , Merouane Debbah , Martin Takac

In this paper we study two-player bilinear zero-sum games with constrained strategy spaces. An instance of natural occurrences of such constraints is when mixed strategies are used, which correspond to a probability simplex constraint. We…

Computer Science and Game Theory · Computer Science 2022-06-10 Andre Wibisono , Molei Tao , Georgios Piliouras

Sequential decision making in the real world often requires finding a good balance of conflicting objectives. In general, there exist a plethora of Pareto-optimal policies that embody different patterns of compromises between objectives,…

Machine Learning · Computer Science 2024-10-08 Takuya Kanazawa , Chetan Gupta

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan