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While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

Intraday surgical scheduling is a multi-objective decision problem under uncertainty-balancing elective throughput, urgent and emergency demand, delays, sequence-dependent setups, and overtime. We formulate the problem as a cooperative…

Machine Learning · Computer Science 2025-12-05 Kailiang Liu , Ying Chen , Ralf Borndörfer , Thorsten Koch

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

In reinforcement learning (RL), when defining a Markov Decision Process (MDP), the environment dynamics is implicitly assumed to be stationary. This assumption of stationarity, while simplifying, can be unrealistic in many scenarios. In the…

Machine Learning · Computer Science 2021-10-15 Shagun Sodhani , Franziska Meier , Joelle Pineau , Amy Zhang

Non-stationarity is a fundamental challenge in multi-agent reinforcement learning (MARL), where agents update their behaviour as they learn. Many theoretical advances in MARL avoid the challenge of non-stationarity by coordinating the…

Computer Science and Game Theory · Computer Science 2025-03-19 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

We consider a multi-agent reinforcement learning problem where each agent seeks to maximize a shared reward while interacting with other agents, and they may or may not be able to communicate. Typically the agents do not have access to…

Multiagent Systems · Computer Science 2021-04-26 Alex Tong Lin , Mark J. Debord , Katia Estabridis , Gary Hewer , Guido Montufar , Stanley Osher

Multi-agent reinforcement learning (MARL) becomes more challenging in the presence of more agents, as the capacity of the joint state and action spaces grows exponentially in the number of agents. To address such a challenge of scale, we…

Machine Learning · Computer Science 2021-05-19 Yan Li , Lingxiao Wang , Jiachen Yang , Ethan Wang , Zhaoran Wang , Tuo Zhao , Hongyuan Zha

We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…

Machine Learning · Computer Science 2021-11-03 Yiheng Lin , Guannan Qu , Longbo Huang , Adam Wierman

This paper proposes a safe reinforcement learning (RL) framework based on forward-invariance-induced action-space design. The control problem is cast as a Markov decision process, but instead of relying on runtime shielding or penalty-based…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Chieh Tsai , Muhammad Junayed Hasan Zahed , Salim Hariri , Hossein Rastgoftar

Recent years have witnessed significant advances in reinforcement learning (RL), which has registered great success in solving various sequential decision-making problems in machine learning. Most of the successful RL applications, e.g.,…

Machine Learning · Computer Science 2021-04-30 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use…

Robotics · Computer Science 2024-04-03 Dong Wang , Giovanni Beltrame

Interactive segmentation has recently been explored to effectively and efficiently harvest high-quality segmentation masks by iteratively incorporating user hints. While iterative in nature, most existing interactive segmentation methods…

Computer Vision and Pattern Recognition · Computer Science 2023-03-21 Chaofan Ma , Qisen Xu , Xiangfeng Wang , Bo Jin , Xiaoyun Zhang , Yanfeng Wang , Ya Zhang

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

Decentralized cooperative multi-agent deep reinforcement learning (MARL) can be a versatile learning framework, particularly in scenarios where centralized training is either not possible or not practical. One of the critical challenges in…

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a…

Computer Science and Game Theory · Computer Science 2021-12-14 Muhammed O. Sayin , Kaiqing Zhang , David S. Leslie , Tamer Basar , Asuman Ozdaglar

Multi-agent Pathfinding (MAPF) problem generally asks to find a set of conflict-free paths for a set of agents confined to a graph and is typically solved in a centralized fashion. Conversely, in this work, we investigate the decentralized…

Artificial Intelligence · Computer Science 2023-10-03 Alexey Skrynnik , Anton Andreychuk , Maria Nesterova , Konstantin Yakovlev , Aleksandr Panov

This paper proposes a multi-agent reinforcement learning based medium access framework for wireless networks. The access problem is formulated as a Markov Decision Process (MDP), and solved using reinforcement learning with every network…

Machine Learning · Computer Science 2021-04-30 Hrishikesh Dutta , Subir Biswas

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva