arXiv Machine Learning

Variance-Reduced Q-Learning over Static and Time-Varying Networks

arXiv:2607. 21876v1 Announce Type: new Abstract: We investigate a decentralized reinforcement learning problem involving multiple agents that interact with the same Markov Decision Process (MDP).

arXiv AI
Jul 17

Reinforcement Learning in Switching Non-Stationary Markov Decision Processes: Algorithms and Convergence Analysis

arXiv:2503. 18607v2 Announce Type: replace-cross Abstract: We introduce the Switching Non-Stationary Markov Decision Process (SNS-MDP) framework, in which the environment transitions among a finite set of MDPs governed by a latent Markov chain while the agent observes only the external state.

By Mohsen Amiri, Sindri Magn\'usson
arXiv Machine Learning
5d ago

Decentralized Multi-Player Q-Learning in Episodic Markov Decision Processes with Information Asymmetry

arXiv:2608. 12753v1 Announce Type: new Abstract: We study decentralized multi-player reinforcement learning in episodic tabular Markov decision processes (MDPs) under three forms of information asymmetry: (A) unobserved actions with common rewards, (B) observed actions with independent rewards, and (C) unobserved actions with independent rewards.

By Larissa Xu, King Bi, William Chang
arXiv Machine Learning
Jun 16

Learning Policy from a Single Trajectory in Average-Reward Markov Decision Process

arXiv:2606. 16729v1 Announce Type: new Abstract: While there is an extensive body of work characterizing the sample complexity of discounted cumulative-reward MDPs, finite sample analyses for average-reward MDPs have been limited, and most existing works rely on restrictive assumptions such as ergodicity or access to a generative model.

By Jongmin Lee, Ernest K. Ryu, Vaneet Aggarwal
arXiv Machine Learning
Jun 5

Multi-Agent Lipschitz Bandits

arXiv:2602. 16965v2 Announce Type: replace Abstract: We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward.

By Sourav Chakraborty, Amit Kiran Rege, Claire Monteleoni, Lijun Chen