Related papers: Online Reinforcement Learning in Stochastic Games
Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…
The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…
Scale-invariance in games has recently emerged as a widely valued desirable property. Yet, almost all fast convergence guarantees in learning in games require prior knowledge of the utility scale. To address this, we develop learning…
The main focus of this paper is on enhancement of two types of game-theoretic learning algorithms: log-linear learning and reinforcement learning. The standard analysis of log-linear learning needs a highly structured environment, i.e.…
In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…
We establish the first uncoupled learning algorithm that attains $O(n \log^2 d \log T)$ per-player regret in multi-player general-sum games, where $n$ is the number of players, $d$ is the number of actions available to each player, and $T$…
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…
We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…
We present Self-Play Preference Optimization (SPO), an algorithm for reinforcement learning from human feedback. Our approach is minimalist in that it does not require training a reward model nor unstable adversarial training and is…
We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…
We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…
We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…
We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…
We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…
Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…
We study the online learning with feedback graphs framework introduced by Mannor and Shamir (2011), in which the feedback received by the online learner is specified by a graph $G$ over the available actions. We develop an algorithm that…
The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…
This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…