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相关论文: Offline Learning in Markov Games with General Func…

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Autonomous driving (AD) requires safe and reliable decision-making among interacting agents, e.g., vehicles, bicycles, and pedestrians. Multi-agent reinforcement learning (MARL) modeled by Markov games (MGs) provides a suitable framework to…

系统与控制 · 电气工程与系统科学 2026-03-20 Huiwen Yan , Mushuang Liu

We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we show that the induced sequence of play (a) converges to Nash…

计算机科学与博弈论 · 计算机科学 2022-08-11 Benoit Duvocelle , Panayotis Mertikopoulos , Mathias Staudigl , Dries Vermeulen

Offline reinforcement learning (RL) has received increasing attention for learning policies from previously collected data without interaction with the real environment, which is particularly important in high-stakes applications. While a…

机器学习 · 计算机科学 2026-04-03 Qing Zhu , Xian Yu

This paper provides the first expert sample complexity characterization for learning a Nash equilibrium from expert data in Markov Games. We show that a new quantity named the single policy deviation concentrability coefficient is…

机器学习 · 计算机科学 2025-10-10 Till Freihaut , Luca Viano , Volkan Cevher , Matthieu Geist , Giorgia Ramponi

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

数理金融 · 定量金融 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…

计算机科学与博弈论 · 计算机科学 2025-04-10 Xinjie Liu , Jingqi Li , Filippos Fotiadis , Mustafa O. Karabag , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Cybersecurity defense involves interactions between adversarial parties (namely defenders and hackers), making multi-agent reinforcement learning (MARL) an ideal approach for modeling and learning strategies for these scenarios. This paper…

多智能体系统 · 计算机科学 2025-09-03 Qintong Xie , Edward Koh , Xavier Cadet , Peter Chin

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

机器学习 · 计算机科学 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

机器学习 · 计算机科学 2024-01-01 Laixi Shi , Yuejie Chi

Sequential decision making using Markov Decision Process underpins many realworld applications. Both model-based and model free methods have achieved strong results in these settings. However, real-world tasks must balance reward…

机器学习 · 计算机科学 2026-04-01 Janaka Chathuranga Brahmanage , Akshat Kumar

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…

计算机科学与博弈论 · 计算机科学 2021-12-14 Muhammed O. Sayin , Kaiqing Zhang , David S. Leslie , Tamer Basar , Asuman Ozdaglar

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

最优化与控制 · 数学 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

Offline reinforcement learning and offline inverse reinforcement learning aim to recover near-optimal value functions or reward models from a fixed batch of logged trajectories, yet current practice still struggles to enforce Bellman…

机器学习 · 计算机科学 2026-01-27 Enoch H. Kang , Kyoungseok Jang

Sequential decision-making agents struggle with long horizon tasks, since solving them requires multi-step reasoning. Most reinforcement learning (RL) algorithms address this challenge by improved credit assignment, introducing memory…

机器学习 · 计算机科学 2023-04-04 Bogdan Mazoure , Jake Bruce , Doina Precup , Rob Fergus , Ankit Anand

The goal of offline reinforcement learning (RL) is to find an optimal policy given prerecorded trajectories. Many current approaches customize existing off-policy RL algorithms, especially actor-critic algorithms in which policy evaluation…

机器学习 · 计算机科学 2021-10-07 Wonjoon Goo , Scott Niekum

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

机器学习 · 计算机科学 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

Evidence-based or data-driven dynamic treatment regimes are essential for personalized medicine, which can benefit from offline reinforcement learning (RL). Although massive healthcare data are available across medical institutions, they…

机器学习 · 统计学 2024-01-30 Doudou Zhou , Yufeng Zhang , Aaron Sonabend-W , Zhaoran Wang , Junwei Lu , Tianxi Cai

We propose a reinforcement learning (RL) framework for multi-objective decision-making, where the agent seeks to optimize a vector of rewards rather than a single scalar value. The objective is to ensure that the time-averaged reward vector…

系统与控制 · 电气工程与系统科学 2025-11-18 Rahul Misra , Manuela L. Bujorianu , Rafał Wisniewski

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

最优化与控制 · 数学 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

多智能体系统 · 计算机科学 2022-07-11 Kai Cui , Heinz Koeppl