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We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This problem has an inherent nested structure: in the inner problem, an…

Machine Learning · Computer Science 2024-03-04 Siliang Zeng , Mingyi Hong , Alfredo Garcia

Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents,…

Computer Science and Game Theory · Computer Science 2024-12-30 Guy Avni , Martin Kurečka , Kaushik Mallik , Petr Novotný , Suman Sadhukhan

We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…

Machine Learning · Computer Science 2024-03-12 Min Cheng , Ruida Zhou , P. R. Kumar , Chao Tian

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Coordination is one of the essential problems in multi-agent systems. Typically multi-agent reinforcement learning (MARL) methods treat agents equally and the goal is to solve the Markov game to an arbitrary Nash equilibrium (NE) when…

Multiagent Systems · Computer Science 2020-04-07 Haifeng Zhang , Weizhe Chen , Zeren Huang , Minne Li , Yaodong Yang , Weinan Zhang , Jun Wang

Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…

Computer Science and Game Theory · Computer Science 2023-11-29 Daniel Stan , Muhammad Najib , Anthony Widjaja Lin , Parosh Aziz Abdulla

Model-based reinforcement learning (RL), which finds an optimal policy using an empirical model, has long been recognized as one of the corner stones of RL. It is especially suitable for multi-agent RL (MARL), as it naturally decouples the…

Machine Learning · Computer Science 2023-08-10 Kaiqing Zhang , Sham M. Kakade , Tamer Başar , Lin F. Yang

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Forrest Laine

Multi-agent Inverse Reinforcement Learning (MAIRL) aims to recover agent reward functions from expert demonstrations. We characterize the feasible reward set in Markov games, identifying all reward functions that rationalize a given…

Machine Learning · Computer Science 2025-11-26 Till Freihaut , Giorgia Ramponi

We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…

Computer Science and Game Theory · Computer Science 2024-09-13 Jiarui Gan , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

Computer Science and Game Theory · Computer Science 2024-01-24 Denizalp Goktas , Arjun Prakash , Amy Greenwald

We study a long-run mean-variance team stochastic game (MV-TSG), where each agent shares a common mean-variance objective for the system and takes actions independently to maximize it. MV-TSG has two main challenges. First, the variance…

Multiagent Systems · Computer Science 2025-11-27 Junkai Hu , Li Xia

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

Standard multi-agent reinforcement learning (MARL) algorithms are vulnerable to sim-to-real gaps. To address this, distributionally robust Markov games (RMGs) have been proposed to enhance robustness in MARL by optimizing the worst-case…

Machine Learning · Computer Science 2025-02-03 Laixi Shi , Jingchu Gai , Eric Mazumdar , Yuejie Chi , Adam Wierman

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

The capability to learn and adapt to changes in the driving environment is crucial for developing autonomous driving systems that are scalable beyond geo-fenced operational design domains. Deep Reinforcement Learning (RL) provides a…

Machine Learning · Computer Science 2019-11-12 Praveen Palanisamy

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We study self-triggered two-player stochastic games on Piecewise Deterministic Markov Processes (PDMPs) where each agent decides when to observe and which open-loop action to hold. Augmenting the state with clocks and committed controls…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Yunian Pan , Quanyan Zhu