相关论文: Simulation-Based Optimistic Policy Iteration For M…

Motivated from Bertsekas' recent study on policy iteration (PI) for solving the problems of infinite-horizon discounted Markov decision processes (MDPs) in an on-line setting, we develop an off-line PI integrated with a multi-policy…

We study episodic reinforcement learning in non-stationary linear (a.k.a. low-rank) Markov Decision Processes (MDPs), i.e, both the reward and transition kernel are linear with respect to a given feature map and are allowed to evolve either…

This work studies a multi-agent Markov decision process (MDP) that can undergo agent dropout and the computation of policies for the post-dropout system based on control and sampling of the pre-dropout system. The central planner's…

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

We consider Markov Decision Processes (MDPs) in which every stationary policy induces the same graph structure for the underlying Markov chain and further, the graph has the following property: if we replace each recurrent class by a node,…

This paper presents an approach for accelerated learning of optimal plans for a given task represented using Linear Temporal Logic (LTL) in multi-agent systems. Given a set of options (temporally abstract actions) available to each agent,…

In this paper we discuss $\l$-policy iteration, a method for exact and approximate dynamic programming. It is intermediate between the classical value iteration (VI) and policy iteration (PI) methods, and it is closely related to optimistic…

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

In this paper we propose an on-line policy iteration (PI) algorithm for finite-state infinite horizon discounted dynamic programming, whereby the policy improvement operation is done on-line, only for the states that are encountered during…

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…

We study a long-run mean-variance team stochastic game (MV-TSG), where each agent shares a common mean-variance objective for the system and takes actions independently to maximize it. MV-TSG has two main challenges. First, the variance…

Model-free reinforcement learning algorithms combined with value function approximation have recently achieved impressive performance in a variety of application domains. However, the theoretical understanding of such algorithms is limited,…

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, partial state observations, and a multiagent structure. We discuss and compare algorithms that simultaneously or…

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

This paper proposes two cooperative optimal output tracking (COOT) algorithms based on policy iteration (PI) for discrete-time multi-agent systems with unknown model parameters. First, we establish a stabilizing PI framework that can start…

Multi-agent reinforcement learning (MARL) requires coordinated and stable policy updates among interacting agents. Heterogeneous-Agent Trust Region Policy Optimization (HATRPO) enforces per-agent trust region constraints using…

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…