arXiv Machine Learning

Scalable Policy Optimization for Networked Multi-Agent Reinforcement Learning with Continuous State-Action Spaces

arXiv:2607. 18554v1 Announce Type: cross Abstract: We develop the Continuous Distributed Coupled Policy Gradient (CDCPG) algorithm for cooperative reinforcement learning in networked Markov decision processes with continuous state and action spaces.

arXiv Machine Learning
Sep 24

Limiting-Kernel Q($\lambda$): Bridging Short and Long Horizons

Limiting‑Kernel Q(λ) (LKQL) is an off‑policy value estimator that blends n‑step truncation with a long‑horizon approximation based on the limiting kernel. It maintains the computational efficiency of n‑step methods while improving policy evaluation accuracy, especially for long‑horizon tasks. The authors prove faster convergence of LKQL’s operator under aperiodicity and near‑on‑policy conditions, and demonstrate empirical gains on MuJoCo continuous‑control benchmarks.

By Tolga Ok, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani, Mohamad Amin Sharifi Kolarijani
arXiv Machine Learning
Sep 17

A Convergence Framework for Deep $V$-Learning: Error Propagation and Sharp Action-Gap Bounds

The paper presents a convergence framework for deep $V$‑learning over a finite horizon $H$, deriving explicit bounds on policy loss by decomposing the Bellman update error into six residuals. It shows how $L^s$ concentrability controls expected $L^1$ loss, quantifies the impact of shared sampling across horizon levels, and provides optimal and near‑optimal sample allocations for statistical error rates. The work also establishes sharp action‑gap bounds under a margin condition, transfers optimal‑gap results to frozen‑iterate gaps, and offers consistency guarantees for generative‑reset approximate‑ERM procedures with exact action scores.

By Yury Kolomeytsev
arXiv AI
Jun 16

Direction-Conditioned Policies via Compositional Subgoal Scoring for Online Goal-Conditioned Reinforcement Learning

arXiv:2606. 16515v1 Announce Type: cross Abstract: Hamilton-Jacobi-Bellman theory implies that the optimal goal-conditioned action depends on the goal only through the gradient of the goal-reaching distance at the current state, yet standard online GCRL still conditions the actor on the raw goal -- a signal that is geometrically uninformative when the goal is far from the data distribution.

By Swaminathan S K, Damiya Gondha, Theyanesh Eswaramoorthy Rajahkrishnan, Aritra Hazra
arXiv Machine Learning
Aug 24

Reinforcement Learning for Continuous-Time Jump Markov Decision Processes with Applications to Network Dynamic Pricing

The paper introduces reinforcement learning for Continuous-Time Jump Markov Decision Processes (CTJMDPs) with general discrete state spaces and continuous/discrete actions. It develops entropy‑regularized continuous‑time control and establishes theoretical foundations for q‑learning in this setting, providing model‑free algorithms that outperform naive discretization. Numerical tests on network dynamic pricing demonstrate the method’s ability to learn near‑optimal policies and scale to large networks.

By Huiling Meng, Ningyuan Chen, Xuefeng Gao
arXiv Machine Learning
Sep 15

High-Probability Nash Regret for Decentralized Learning in Markov $\alpha$-Potential Games: Episodic and Fully Online Asynchronous Algorithms with Applications to Markov Congestion Games

arXiv:2609. 14959v1 Announce Type: new Abstract: We study decentralized learning of Nash equilibria (NE) in infinite-horizon discounted Markov games under bandit feedback, focusing on Markov $\alpha$-potential games.

By S. Rasoul Etesami
arXiv Machine Learning
Sep 22

Personalized Federated Reinforcement Learning via Model-Agnostic Meta-Learning: Convergence of Exact and Hessian-Free Meta-Policy Gradients

arXiv:2609. 22833v1 Announce Type: new Abstract: We study personalized federated reinforcement learning, in which $n$ agents, each acting in its own Markov decision process, collaborate through a server to learn a shared MAML-style policy initialization that becomes effective for an individual agent once that agent adapts it with a single local policy-gradient step.

By Ali Beikmohammadi, Sarit Khirirat, Sindri Magn\'usson