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Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Much of recent success in multiagent reinforcement learning has been in two-player zero-sum games. In these games, algorithms such as fictitious self-play and minimax tree search can converge to an approximate Nash equilibrium. While…

Multiagent Systems · Computer Science 2019-12-11 Alexander Shmakov , John Lanier , Stephen McAleer , Rohan Achar , Cristina Lopes , Pierre Baldi

We consider the problem of learning to exploit learning algorithms through repeated interactions in games. Specifically, we focus on the case of repeated two player, finite-action games, in which an optimizer aims to steer a no-regret…

Computer Science and Game Theory · Computer Science 2025-05-29 Yizhou Zhang , Yi-An Ma , Eric Mazumdar

Offline reinforcement learning enables learning from a fixed dataset, without further interactions with the environment. The lack of environmental interactions makes the policy training vulnerable to state-action pairs far from the training…

Machine Learning · Statistics 2022-10-11 Shentao Yang , Zhendong Wang , Huangjie Zheng , Yihao Feng , Mingyuan Zhou

In this paper, we formulate inverse reinforcement learning (IRL) as an expert-learner interaction whereby the optimal performance intent of an expert or target agent is unknown to a learner agent. The learner observes the states and…

Machine Learning · Computer Science 2023-01-06 Wenqian Xue , Bosen Lian , Jialu Fan , Tianyou Chai , Frank L. Lewis

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

Reinforcement learning is one of the most popular approaches for automated game playing. This method allows an agent to estimate the expected utility of its state in order to make optimal actions in an unknown environment. We seek to apply…

Artificial Intelligence · Computer Science 2020-04-09 Tai Vu , Leon Tran

In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…

Computer Science and Game Theory · Computer Science 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

Self-play, a learning paradigm where agents iteratively refine their policies by interacting with historical or concurrent versions of themselves or other evolving agents, has shown remarkable success in solving complex non-cooperative…

Artificial Intelligence · Computer Science 2025-10-21 Ruize Zhang , Zelai Xu , Chengdong Ma , Chao Yu , Wei-Wei Tu , Wenhao Tang , Shiyu Huang , Deheng Ye , Wenbo Ding , Yaodong Yang , Yu Wang

Modern reinforcement learning systems produce many high-quality policies throughout the learning process. However, to choose which policy to actually deploy in the real world, they must be tested under an intractable number of environmental…

Machine Learning · Computer Science 2023-06-14 Dustin Morrill , Thomas J. Walsh , Daniel Hernandez , Peter R. Wurman , Peter Stone

We investigate the repeated prisoner's dilemma game where both players alternately use reinforcement learning to obtain their optimal memory-one strategies. We theoretically solve the simultaneous Bellman optimality equations of…

Computer Science and Game Theory · Computer Science 2021-06-02 Yuki Usui , Masahiko Ueda

Batch reinforcement learning (RL) defines the task of learning from a fixed batch of data lacking exhaustive exploration. Worst-case optimality algorithms, which calibrate a value-function model class from logged experience and perform some…

Machine Learning · Statistics 2023-10-03 Wenzhuo Zhou , Annie Qu

In this paper we proposed reinforcement learning algorithms with the generalized reward function. In our proposed method we use Q-learning and SARSA algorithms with generalised reward function to train the reinforcement learning agent. We…

Artificial Intelligence · Computer Science 2016-02-17 Harshit Sethy , Amit Patel

In this paper, we present an online learning approach for two-player zero-sum linear quadratic games with unknown dynamics. We develop a framework combining regularized least squares model estimation, high probability confidence sets, and…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Shanting Wang , Weihao Sun , Andreas A. Malikopoulos

Many policy optimization approaches in reinforcement learning incorporate a Kullback-Leilbler (KL) divergence to the previous policy, to prevent the policy from changing too quickly. This idea was initially proposed in a seminal paper on…

Machine Learning · Computer Science 2024-03-19 Lingwei Zhu , Zheng Chen , Matthew Schlegel , Martha White

While traditionally a labour intensive task, the testing of game content is progressively becoming more automated. Among the many directions in which this automation is taking shape, automatic play-testing is one of the most promising…

Artificial Intelligence · Computer Science 2021-07-09 Jeppe Theiss Kristensen , Paolo Burelli

Sequence prediction models can be learned from example sequences with a variety of training algorithms. Maximum likelihood learning is simple and efficient, yet can suffer from compounding error at test time. Reinforcement learning such as…

Machine Learning · Computer Science 2019-07-02 Bowen Tan , Zhiting Hu , Zichao Yang , Ruslan Salakhutdinov , Eric Xing

Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for enhancing the reasoning capabilities of Large Language Models (LLMs). However, dominant approaches like Group Relative Policy Optimization (GRPO) face critical…

Machine Learning · Computer Science 2026-02-24 Kevin Han , Yuhang Zhou , Mingze Gao , Gedi Zhou , Serena Li , Abhishek Kumar , Xiangjun Fan , Weiwei Li , Lizhu Zhang

Much of the recent success of deep reinforcement learning has been driven by regularized policy optimization (RPO) algorithms with strong performance across multiple domains. In this family of methods, agents are trained to maximize…

Machine Learning · Computer Science 2022-03-24 Ted Moskovitz , Michael Arbel , Jack Parker-Holder , Aldo Pacchiano

Maneuvering in dense traffic is a challenging task for autonomous vehicles because it requires reasoning about the stochastic behaviors of many other participants. In addition, the agent must achieve the maneuver within a limited time and…

Artificial Intelligence · Computer Science 2020-05-26 Maxime Bouton , Alireza Nakhaei , David Isele , Kikuo Fujimura , Mykel J. Kochenderfer