We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their worst-case infinite-horizon average reward, to ensure satisfactory performance under environment uncertainties and opponent actions. We first establish a connection between the best-response policies and the optimal policies for the induced single-agent problems. Under a standard irreducible assumption, we derive a correspondence between the optimal policies and the solutions of the robust Bellman equation, and derive the existence of stationary Nash Equilibrium (NE) based on these results. We further study DR-MGs under the weakly communicating setting, where we construct a set-valued map and show its value is a subset of the best-response policies, convex and upper hemi-continuous, and derive the existence of NE. We then explore algorithmic solutions, by first proposing a Robust Nash-Iteration algorithm and providing convergence guarantees under some additional assumptions and a NE computing oracle. We further develop a temporal-difference based algorithm for DR-MGs, and provide convergence guarantees without any additional oracle or assumptions. Finally, we connect average-reward robust NE to discounted ones, showing that the average reward robust NE can be approximated by the discounted ones under a large discount factor. Our studies provide a comprehensive theoretical and algorithmic foundation for decision-making in complex, uncertain, and long-running multi-player environments.

When creating new reinforcement learning tasks, practitioners often accelerate the learning process by incorporating into the task several accessory components, such as breaking the environment interaction into independent episodes and frequently resetting the environment. Although they can enable the learning of complex intelligent behaviors, such task accessories can result in unnatural task setups and hinder long-term performance in the real world. In this work, we explore the challenges of learning without episode terminations and robot embodiment resets using the Soft Actor-Critic (SAC) algorithm. To learn without terminations, we present a continuing version of the SAC algorithm and show that, with simple modifications to the reward functions of existing tasks, continuing SAC can perform as well as or better than episodic SAC while reducing the sensitivity of performance to the value of the discount rate $γ$. On a modified Gym Reacher task, we investigate possible explanations for the failure of continuing SAC when learning without embodiment resets. Our results suggest that embodiment resets help with exploration of the state space in the SAC algorithm, and removing embodiment resets can lead to poor exploration of the state space and failure of or significantly slower learning. Finally, on additional simulated tasks and a real-robot vision task, we show that increasing the entropy of the policy when performance trends worse or remains static is an effective intervention for recovering the performance lost due to not using embodiment resets.

Policy-gradient methods have received increased attention recently as a mechanism for learning to act in partially observable environments. They have shown promise for problems admitting memoryless policies but have been less successful when memory is required. In this paper we develop several improved algorithms for learning policies with memory in an infinite-horizon setting -- directly when a known model of the environment is available, and via simulation otherwise. We compare these algorithms on some large POMDPs, including noisy robot navigation and multi-agent problems.

This paper discusses theoretical and experimental aspects of gradient-based approaches to the direct optimization of policy performance in controlled POMDPs. We introduce GPOMDP, a REINFORCE-like algorithm for estimating an approximation to the gradient of the average reward as a function of the parameters of a stochastic policy. The algorithm's chief advantages are that it requires only a single sample path of the underlying Markov chain, it uses only one free parameter $β\in [0,1)$, which has a natural interpretation in terms of bias-variance trade-off, and it requires no knowledge of the underlying state. We prove convergence of GPOMDP and show how the gradient estimates produced by GPOMDP can be used in a conjugate-gradient procedure to find local optima of the average reward.

Network routing is a distributed decision problem which naturally admits numerical performance measures, such as the average time for a packet to travel from source to destination. OLPOMDP, a policy-gradient reinforcement learning algorithm, was successfully applied to simulated network routing under a number of network models. Multiple distributed agents (routers) learned co-operative behavior without explicit inter-agent communication, and they avoided behavior which was individually desirable, but detrimental to the group's overall performance. Furthermore, shaping the reward signal by explicitly penalizing certain patterns of sub-optimal behavior was found to dramatically improve the convergence rate.

The deployment of multi-agent systems in dynamic, adversarial environments like robotic soccer necessitates real-time decision-making, sophisticated cooperation, and scalable algorithms to avoid the curse of dimensionality. While Reinforcement Learning (RL) offers a promising framework, existing methods often struggle with the multi-granularity of tasks (long-term strategy vs. instant actions) and the complexity of large-scale agent interactions. This paper presents a unified Multi-Agent Reinforcement Learning (MARL) framework that addresses these challenges. First, we establish a baseline using Proximal Policy Optimization (PPO) within a client-server architecture for real-time action scheduling, with PPO demonstrating superior performance (4.32 avg. goals, 82.9% ball control). Second, we introduce a Hierarchical RL (HRL) structure based on the options framework to decompose the problem into a high-level trajectory planning layer (modeled as a Semi-Markov Decision Process) and a low-level action execution layer, improving global strategy (avg. goals increased to 5.26). Finally, to ensure scalability, we integrate mean-field theory into the HRL framework, simplifying many-agent interactions into a single agent vs. the population average. Our mean-field actor-critic method achieves a significant performance boost (5.93 avg. goals, 89.1% ball control, 92.3% passing accuracy) and enhanced training stability. Extensive simulations of 4v4 matches in the Webots environment validate our approach, demonstrating its potential for robust, scalable, and cooperative behavior in complex multi-agent domains.

In wireless communication systems, efficient and adaptive resource allocation plays a crucial role in enhancing overall Quality of Service (QoS). Compared to the conventional Model-Free Reinforcement Learning (MFRL) scheme, Model-Based RL (MBRL) first learns a generative world model for subsequent planning. The reuse of historical experience in MBRL promises more stable training behavior, yet its deployment in large-scale wireless networks remains challenging due to high-dimensional stochastic dynamics, strong inter-agent cooperation, and communication constraints. To overcome these challenges, we propose the Multi-Agent Conditional Diffusion Model Planner (MA-CDMP) for decentralized communication resource management. Built upon the Distributed Training with Decentralized Execution (DTDE) paradigm, MA-CDMP models each communication node as an autonomous agent and employs Diffusion Models (DMs) to capture and predict environment dynamics. Meanwhile, an inverse dynamics model guides action generation, thereby enhancing sample efficiency and policy scalability. Moreover, to approximate large-scale agent interactions, a Mean-Field (MF) mechanism is introduced as an assistance to the classifier in DMs. This design mitigates inter-agent non-stationarity and enhances cooperation with minimal communication overhead in distributed settings. We further theoretically establish an upper bound on the distributional approximation error introduced by the MF-based diffusion generation, guaranteeing convergence stability and reliable modeling of multi-agent stochastic dynamics. Extensive experiments demonstrate that MA-CDMP consistently outperforms existing MARL baselines in terms of average reward and QoS metrics, showcasing its scalability and practicality for real-world wireless network optimization.

We propose a Bayesian decision making framework for control of Markov Decision Processes (MDPs) with unknown dynamics and large, possibly continuous, state, action, and parameter spaces in data-poor environments. Most of the existing adaptive controllers for MDPs with unknown dynamics are based on the reinforcement learning framework and rely on large data sets acquired by sustained direct interaction with the system or via a simulator. This is not feasible in many applications, due to ethical, economic, and physical constraints. The proposed framework addresses the data poverty issue by decomposing the problem into an offline planning stage that does not rely on sustained direct interaction with the system or simulator and an online execution stage. In the offline process, parallel Gaussian process temporal difference (GPTD) learning techniques are employed for near-optimal Bayesian approximation of the expected discounted reward over a sample drawn from the prior distribution of unknown parameters. In the online stage, the action with the maximum expected return with respect to the posterior distribution of the parameters is selected. This is achieved by an approximation of the posterior distribution using a Markov Chain Monte Carlo (MCMC) algorithm, followed by constructing multiple Gaussian processes over the parameter space for efficient prediction of the means of the expected return at the MCMC sample. The effectiveness of the proposed framework is demonstrated using a simple dynamical system model with continuous state and action spaces, as well as a more complex model for a metastatic melanoma gene regulatory network observed through noisy synthetic gene expression data.