14 accepted papers
The analysis of Temporal Difference (TD) learning in the average-reward setting faces notable theoretical difficulties because the Bellman operator is not contractive with respect to any norm. This complicates standard analyses of stochastic updates that are effective in discounted settings. Althoug…
In this work, we propose *Natural Hypergradient Descent* (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation—namely, the need to compute or approximate Hessian inverses—we exploit the statistical structure of the inner o…
Independent learning (IL) is a popular approach for achieving scalability in large-scale multi-agent systems, yet it typically lacks global convergence guarantees. In this paper, we study two representative algorithms—independent $Q$-learning and independent natural actor-critic—within both value-ba…
We study the value of stochastic predictions in online optimal control with random disturbances. Prior work provides performance guarantees based on prediction error but ignores the stochastic dependence between predictions and disturbances. We introduce a general framework modeling their joint dist…
This work presents the first finite-time analysis of average-reward $Q$-learning with an asynchronous implementation. A key feature of the algorithm we study is the use of adaptive stepsizes that act as local clocks for each state-action pair. We show that the mean-square error of this $Q$-learning…
Factored Markov Decision Processes (FMDPs) offer a promising framework for overcoming the curse of dimensionality in reinforcement learning (RL) by decomposing high-dimensional MDPs into smaller and independently evolving components. Despite their potential, existing studies on FMDPs face three key…
Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can access multi-step predictions of future states, which provi…
We study the convergence behavior of a generalized Frank-Wolfe algorithm in constrained (stochastic) monotone variational inequality (MVI) problems. In recent years, there have been numerous efforts to design algorithms for solving constrained MVI problems due to their connections with optimization,…
In this work, we study two-player zero-sum stochastic games and develop a variant of the smoothed best-response learning dynamics that combines independent learning dynamics for matrix games with the minimax value iteration for stochastic games. The resulting learning dynamics are payoff-based, conv…
We introduce a class of networked Markov potential games where agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of agents within a neighborhood. In this context, we propose a localized…
In this work, we study policy-based methods for solving the reinforcement learning problem, where off-policy sampling and linear function approximation are employed for policy evaluation, and various policy update rules (including natural policy gradient) are considered for policy improvement. To so…
In this paper, we provide finite-sample convergence guarantees for an off-policy variant of the natural actor-critic (NAC) algorithm based on Importance Sampling. In particular, we show that the algorithm converges to a global optimal policy with a sample complexity of $\mathcal{O}(\epsilon^{-3}\log…
In TD-learning, off-policy sampling is known to be more practical than on-policy sampling, and by decoupling learning from data collection, it enables data reuse. It is known that policy evaluation has the interpretation of solving a generalized Bellman equation. In this paper, we derive finite-samp…
Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show its finite-sample error bounds while using different stepsiz…