An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms tackle this problem by recommending strategies to players based on their reported type profiles. A key consideration in such mechanisms is to ensure that players are incentivized to participate, report their private information truthfully, and follow the recommendations. While previous work has focused on designing recommender mechanisms for one-shot and extensive-form games, these approaches cannot be effectively applied to stochastic games, particularly if we constrain recommendations to be Markov stationary policies. To bridge this gap, we introduce a novel bi-level reinforcement learning approach for automatically designing recommender mechanisms in Bayesian stochastic games. Our method produces a mechanism represented by a parametric function (such as a neural network), and is therefore highly efficient at execution time. Experimental results on two repeated and two stochastic games demonstrate that our approach achieves social welfare levels competitive with cooperative multi-agent reinforcement learning baselines, while also providing significantly improved incentive properties.

There is growing experimental evidence that $Q$-learning agents may learn to charge supracompetitive prices. We provide the first theoretical explanation for this behavior in infinite repeated games. Firms update their pricing policies based solely on observed profits, without computing equilibrium strategies. We show that when the game admits both a one-stage Nash equilibrium price and a collusive-enabling price, and when the $Q$-function satisfies certain inequalities at the end of experimentation, firms learn to consistently charge supracompetitive prices. We introduce a new class of one-memory subgame perfect equilibria (SPEs) and provide conditions under which learned behavior is supported by naive collusion, grim trigger policies, or increasing strategies. Naive collusion does not constitute an SPE unless the collusive-enabling price is a one-stage Nash equilibrium, whereas grim trigger policies can.

Diffusion and flow models have emerged as powerful generative approaches capable of modeling diverse and multimodal behavior. However, applying these models to offline reinforcement learning (RL) remains challenging due to the iterative nature of their noise sampling processes, making policy optimization difficult. In this paper, we introduce Scalable Offline Reinforcement Learning (SORL), a new offline RL algorithm that leverages shortcut models - a novel class of generative models - to scale both training and inference. SORL's policy can capture complex data distributions and can be trained simply and efficiently in a one-stage training procedure. At test time, SORL introduces both sequential and parallel inference scaling by using the learned Q-function as a verifier. We demonstrate that SORL achieves strong performance across a range of offline RL tasks and exhibits positive scaling behavior with increased test-time compute. We release the code at nico-espinosadice.github.io/projects/sorl.

Bayesian optimization (BO) offers an efficient pipeline for optimizing black-box functions with the help of a Gaussian process prior and an acquisition function (AF). Recently, in the context of single-objective BO, learning-based AFs witnessed promising empirical results given its favorable non-myopic nature. Despite this, the direct extension of these approaches to multi-objective Bayesian optimization (MOBO) suffer from the \textit{hypervolume identifiability issue}, which results from the non-Markovian nature of MOBO problems. To tackle this, inspired by the non-Markovian RL literature and the success of Transformers in language modeling, we present a generalized deep Q-learning framework and propose \textit{BOFormer}, which substantiates this framework for MOBO via sequence modeling. Through extensive evaluation, we demonstrate that BOFormer constantly outperforms the benchmark rule-based and learning-based algorithms in various synthetic MOBO and real-world multi-objective hyperparameter optimization problems. We have made the source code publicly available to encourage further research in this direction.

Evolutionary Reinforcement Learning (ERL), training the Reinforcement Learning (RL) policies with Evolutionary Algorithms (EAs), have demonstrated enhanced exploration capabilities and greater robustness than using traditional policy gradient. However, ERL suffers from the high computational costs and low search efficiency, as EAs require evaluating numerous candidate policies with expensive simulations, many of which are ineffective and do not contribute meaningfully to the training. One intuitive way to reduce the ineffective evaluations is to adopt the surrogates. Unfortunately, existing ERL policies are often modeled as deep neural networks (DNNs) and thus naturally represented as high-dimensional vectors containing millions of weights, which makes the building of effective surrogates for ERL policies extremely challenging. This paper proposes a novel surrogate-assisted ERL that integrates Autoencoders (AE) and Hyperbolic Neural Networks (HNN). Specifically, AE compresses high-dimensional policies into low-dimensional representations while extracting key features as the inputs for the surrogate. HNN, functioning as a classification-based surrogate model, can learn complex nonlinear relationships from sampled data and enable more accurate pre-selection of the sampled policies without real evaluations. The experiments on 10 Atari and 4 Mujoco games have verified that the proposed method outperforms previous approaches significantly. The search trajectories guided by AE and HNN are also visually demonstrated to be more effective, in terms of both exploration and convergence. This paper not only presents the first learnable policy embedding and surrogate-modeling modules for high-dimensional ERL policies, but also empirically reveals when and why they can be successful.

Transfer reinforcement learning aims to derive a near-optimal policy for a target environment with limited data by leveraging abundant data from related source domains. However, it faces two key challenges: the lack of performance guarantees for the transferred policy, which can lead to undesired actions, and the risk of negative transfer when multiple source domains are involved. We propose a novel framework based on the pessimism principle, which constructs and optimizes a conservative estimation of the target domain's performance. Our framework effectively addresses the two challenges by providing an optimized lower bound on target performance, ensuring safe and reliable decisions, and by exhibiting monotonic improvement with respect to the quality of the source domains, thereby avoiding negative transfer. We construct two types of conservative estimations, rigorously characterize their effectiveness, and develop efficient distributed algorithms with convergence guarantees. Our framework provides a theoretically sound and practically robust solution for transfer learning in reinforcement learning.

We consider off-dynamics reinforcement learning (RL) where one needs to transfer policies across different domains with dynamics mismatch. Despite the focus on developing dynamics-aware algorithms, this field is hindered due to the lack of a standard benchmark. To bridge this gap, we introduce ODRL, the first benchmark tailored for evaluating off-dynamics RL methods. ODRL contains four experimental settings where the source and target domains can be either online or offline, and provides diverse tasks and a broad spectrum of dynamics shifts, making it a reliable platform to comprehensively evaluate the agent's adaptation ability to the target domain. Furthermore, ODRL includes recent off-dynamics RL algorithms in a unified framework and introduces some extra baselines for different settings, all implemented in a single-file manner.