English

When is Offline Two-Player Zero-Sum Markov Game Solvable?

Machine Learning 2022-10-17 v2 Artificial Intelligence Computer Science and Game Theory Machine Learning

Abstract

We study what dataset assumption permits solving offline two-player zero-sum Markov games. In stark contrast to the offline single-agent Markov decision process, we show that the single strategy concentration assumption is insufficient for learning the Nash equilibrium (NE) strategy in offline two-player zero-sum Markov games. On the other hand, we propose a new assumption named unilateral concentration and design a pessimism-type algorithm that is provably efficient under this assumption. In addition, we show that the unilateral concentration assumption is necessary for learning an NE strategy. Furthermore, our algorithm can achieve minimax sample complexity without any modification for two widely studied settings: dataset with uniform concentration assumption and turn-based Markov games. Our work serves as an important initial step towards understanding offline multi-agent reinforcement learning.

Keywords

Cite

@article{arxiv.2201.03522,
  title  = {When is Offline Two-Player Zero-Sum Markov Game Solvable?},
  author = {Qiwen Cui and Simon S. Du},
  journal= {arXiv preprint arXiv:2201.03522},
  year   = {2022}
}

Comments

30 pages; accepted by NeurIPS 2022

R2 v1 2026-06-24T08:45:21.580Z