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Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

Machine Learning · Computer Science 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

Motivated by the sequence form formulation of Koller et al. (GEB'96), this paper defines {\em bilinear games}, and proposes efficient algorithms for its rank based subclasses. Bilinear games are two-player non-cooperative single-shot games…

Computer Science and Game Theory · Computer Science 2011-09-29 Jugal Garg , Albert Xin Jiang , Ruta Mehta

We present a new method for obtaining norm bounds for random matrices, where each entry is a low-degree polynomial in an underlying set of independent real-valued random variables. Such matrices arise in a variety of settings in the…

Probability · Mathematics 2024-12-12 Madhur Tulsiani , June Wu

The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…

Optimization and Control · Mathematics 2015-09-15 G. Li , B. S. Mordukhovich , T. T. A. Nghia , T. S. Pham

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

This paper describes an approximate method for global optimization of polynomial programming problems with bounded variables. The method uses a reformulation and linearization technique to transform the original polynomial optimization…

Optimization and Control · Mathematics 2012-05-30 Joseph W. Norman

Recent results of Ye and Hansen, Miltersen and Zwick show that policy iteration for one or two player (perfect information) zero-sum stochastic games, restricted to instances with a fixed discount rate, is strongly polynomial. We show that…

Optimization and Control · Mathematics 2013-10-21 Marianne Akian , Stéphane Gaubert

We develop new techniques for proving lower bounds on the least singular value of random matrices with limited randomness. The matrices we consider have entries that are given by polynomials of a few underlying base random variables. This…

Data Structures and Algorithms · Computer Science 2025-09-29 Aditya Bhaskara , Eric Evert , Vaidehi Srinivas , Aravindan Vijayaraghavan

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

In this paper we develop algorithms for approximating matrix multiplication with respect to the spectral norm. Let A\in{\RR^{n\times m}} and B\in\RR^{n \times p} be two matrices and \eps>0. We approximate the product A^\top B using two…

Data Structures and Algorithms · Computer Science 2010-10-28 Avner Magen , Anastasios Zouzias

Policy iteration is a family of algorithms that are used to find an optimal policy for a given Markov Decision Problem (MDP). Simple Policy iteration (SPI) is a type of policy iteration where the strategy is to change the policy at exactly…

Machine Learning · Computer Science 2019-12-02 Sarthak Consul , Bhishma Dedhia , Kumar Ashutosh , Parthasarathi Khirwadkar

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

Despite the recent advancement in multi-agent reinforcement learning (MARL), the MARL agents easily overfit the training environment and perform poorly in the evaluation scenarios where other agents behave differently. Obtaining…

Multiagent Systems · Computer Science 2022-10-19 Wei Qiu , Xiao Ma , Bo An , Svetlana Obraztsova , Shuicheng Yan , Zhongwen Xu

We propose to classify the power of algorithms by the complexity of the problems that they can be used to solve. Instead of restricting to the problem a particular algorithm was designed to solve explicitly, however, we include problems…

Discrete Mathematics · Computer Science 2014-04-03 Yann Disser , Martin Skutella

In this paper we study a model-based approach to calculating approximately optimal policies in Markovian Decision Processes. In particular, we derive novel bounds on the loss of using a policy derived from a factored linear model, a class…

Machine Learning · Statistics 2016-09-22 Bernardo Ávila Pires , Csaba Szepesvári

We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…

Data Structures and Algorithms · Computer Science 2022-11-16 Sungjin Im , Benjamin Moseley , Hung Q. Ngo , Kirk Pruhs , Alireza Samadian

The efficiency of Gr\"obner basis computation, the standard engine for solving systems of polynomial equations, depends on the choice of monomial ordering. Despite a near-continuum of possible monomial orders, most implementations rely on…

Symbolic Computation · Computer Science 2026-02-04 R. Caleb Bunch , Alperen A. Ergür , Melika Golestani , Jessie Tong , Malia Walewski , Yunus E. Zeytuncu

The rank aggregation problem has received significant recent attention within the computer science community. Its applications today range far beyond the original aim of building metasearch engines to problems in machine learning,…

Discrete Mathematics · Computer Science 2015-10-06 Daniel Freund , David P. Williamson

Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-11-28 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm , Manolis Zampetakis
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