37 citations · 183 across the 28 of their papers we have counts for
5 papers · 1 filter
Primal-Dual First-Order Methods for Affinely Constrained Multi-Block Saddle Point Problems
Junyu Zhang, Mengdi Wang, Mingyi Hong +1
We consider the convex-concave saddle point problem , where the decision variables and/or subj…
MARL with General Utilities via Decentralized Shadow Reward Actor-Critic
Junyu Zhang, Amrit Singh Bedi, Mengdi Wang +1
We posit a new mechanism for cooperation in multi-agent reinforcement learning (MARL) based upon any nonlinear function of the team's long-term state-action occupancy measure, i.e.…
On the Sample Complexity and Metastability of Heavy-tailed Policy Search in Continuous Control
Amrit Singh Bedi, Anjaly Parayil, Junyu Zhang +2
Reinforcement learning is a framework for interactive decision-making with incentives sequentially revealed across time without a system dynamics model. Due to its scaling to conti…
Zero-sum risk-sensitive continuous-time stochastic games with unbounded payoff and transition rates and Borel spaces
Junyu Zhang, Xianping Guo, Li Xia
We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for continuous-time Markov chains and Borel state and action spaces, in which payoff rates, transition…
On the Convergence and Sample Efficiency of Variance-Reduced Policy Gradient Method
Junyu Zhang, Chengzhuo Ni, Zheng Yu +2
Policy gradient (PG) gives rise to a rich class of reinforcement learning (RL) methods. Recently, there has been an emerging trend to accelerate the existing PG methods such as REI…