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相关论文: Towards Global Optimality for Practical Average Re…

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While standard reinforcement learning optimizes a single reward signal, many applications require optimizing a nonlinear utility $f(J_1^\pi,\dots,J_M^\pi)$ over multiple objectives, where each $J_m^\pi$ denotes the expected discounted…

机器学习 · 计算机科学 2026-03-10 Swetha Ganesh , Vaneet Aggarwal

Multi-Agent Reinforcement Learning (MARL) has shown clear effectiveness in coordinating multiple agents across simulated benchmarks and constrained scenarios. However, its deployment in real-world multi-agent systems (MAS) remains limited,…

人工智能 · 计算机科学 2025-07-15 Siyi Hu , Mohamad A Hady , Jianglin Qiao , Jimmy Cao , Mahardhika Pratama , Ryszard Kowalczyk

We study the model-based reward-free reinforcement learning with linear function approximation for episodic Markov decision processes (MDPs). In this setting, the agent works in two phases. In the exploration phase, the agent interacts with…

机器学习 · 计算机科学 2022-01-03 Weitong Zhang , Dongruo Zhou , Quanquan Gu

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

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…

机器学习 · 计算机科学 2025-12-05 Kailiang Liu , Ying Chen , Ralf Borndörfer , Thorsten Koch

In multi-timescale multi-agent reinforcement learning (MARL), agents interact across different timescales. In general, policies for time-dependent behaviors, such as those induced by multiple timescales, are non-stationary. Learning…

机器学习 · 计算机科学 2023-07-19 Patrick Emami , Xiangyu Zhang , David Biagioni , Ahmed S. Zamzam

We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…

机器学习 · 计算机科学 2022-10-07 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We propose a fully distributed actor-critic algorithm approximated by deep neural networks, named \textit{Diff-DAC}, with application to single-task and to average multitask reinforcement learning (MRL). Each agent has access to data from…

While reinforcement learning (RL) provides a framework for learning through trial and error, translating RL algorithms into the real world has remained challenging. A major hurdle to real-world application arises from the development of…

机器学习 · 计算机科学 2022-05-12 Archit Sharma , Rehaan Ahmad , Chelsea Finn

We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…

Recent advances in reinforcement learning (RL) have renewed interest in reward design for shaping agent behavior, but manually crafting reward functions is tedious and error-prone. A principled alternative is to specify behavioral…

人工智能 · 计算机科学 2026-03-23 Milad Kazemi , Mateo Perez , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Alvaro Velasquez

Reinforcement learning considers the problem of finding policies that maximize an expected cumulative reward in a Markov decision process with unknown transition probabilities. In this paper we consider the problem of finding optimal…

机器学习 · 计算机科学 2020-10-19 Santiago Paternain , Juan Andres Bazerque , Alejandro Ribeiro

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…

Conditional value-at-risk (CVaR) is a prominent risk measure in financial engineering, energy systems, and supply chain management. In these domains, Markov decision processes (MDPs) with a long-run CVaR criterion effectively mitigate cost…

最优化与控制 · 数学 2026-03-11 Qixin Wang , Hao Cao , Jian-Qiang Hu , Mingjie Hu , Li Xia

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

机器学习 · 计算机科学 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Multi-agent reinforcement learning has drawn increasing attention in practice, e.g., robotics and automatic driving, as it can explore optimal policies using samples generated by interacting with the environment. However, high reward…

机器学习 · 计算机科学 2022-10-17 Jifeng Hu , Yanchao Sun , Hechang Chen , Sili Huang , haiyin piao , Yi Chang , Lichao Sun

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

最优化与控制 · 数学 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter

We posit a new mechanism for cooperation in multi-agent reinforcement learning (MARL) based upon any nonlinear function of the team's long-term state-action occupancy measure, i.e., a \emph{general utility}. This subsumes the cumulative…

机器学习 · 统计学 2021-06-25 Junyu Zhang , Amrit Singh Bedi , Mengdi Wang , Alec Koppel

In standard Reinforcement Learning (RL) settings, the interaction between the agent and the environment is typically modeled as a Markov Decision Process (MDP), which assumes that the agent observes the system state instantaneously, selects…

机器学习 · 计算机科学 2025-06-18 John Wikman , Alexandre Proutiere , David Broman

Accurately simulating diverse behaviors of heterogeneous agents in various scenarios is fundamental to autonomous driving simulation. This task is challenging due to the multi-modality of behavior distribution, the high-dimensionality of…

机器人学 · 计算机科学 2024-10-27 Baotian He , Yibing Li