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Offline Reinforcement Learning (RL) enables policy improvement from fixed datasets without online interactions, making it highly suitable for real-world applications lacking efficient simulators. Despite its success in the single-agent…

Multiagent Systems · Computer Science 2025-10-15 Jingxiao Chen , Weiji Xie , Weinan Zhang , Yong yu , Ying Wen

We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential function, its formal expression can be unavailable in several…

Optimization and Control · Mathematics 2022-03-31 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

Optimization and Control · Mathematics 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…

Artificial Intelligence · Computer Science 2017-11-08 Marc Lanctot , Vinicius Zambaldi , Audrunas Gruslys , Angeliki Lazaridou , Karl Tuyls , Julien Perolat , David Silver , Thore Graepel

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…

Machine Learning · Computer Science 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…

Optimization and Control · Mathematics 2023-06-12 Batuhan Yardim , Semih Cayci , Matthieu Geist , Niao He

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

Machine Learning · Computer Science 2026-05-01 Eason Yu , Tzu Hao Liu , Clément L. Canonne , Yunke Wang , Chang Xu , Nguyen H. Tran , Stefano V. Albrecht

A satisfactory multiagent learning algorithm should, {\em at a minimum}, learn to play optimally against stationary opponents and converge to a Nash equilibrium in self-play. The algorithm that has come closest, WoLF-IGA, has been proven to…

Computer Science and Game Theory · Computer Science 2009-09-29 Vincent Conitzer , Tuomas Sandholm

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

Optimization and Control · Mathematics 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

The combination of deep reinforcement learning and search at both training and test time is a powerful paradigm that has led to a number of successes in single-agent settings and perfect-information games, best exemplified by AlphaZero.…

Computer Science and Game Theory · Computer Science 2020-12-01 Noam Brown , Anton Bakhtin , Adam Lerer , Qucheng Gong

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

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

We propose a game-theoretic framework for adaptive multi-agent intelligent systems. Unlike classical game theory, which often treats strategies as primitive objects chosen by perfectly rational agents, the proposed framework provides a…

Neural and Evolutionary Computing · Computer Science 2026-05-12 Zhe Sage Chen , Quanyan Zhu

This paper addresses the problem of multi-agent inverse reinforcement learning (MIRL) in a two-player general-sum stochastic game framework. Five variants of MIRL are considered: uCS-MIRL, advE-MIRL, cooE-MIRL, uCE-MIRL, and uNE-MIRL, each…

Machine Learning · Computer Science 2021-01-01 Xiaomin Lin , Stephen C. Adams , Peter A. Beling

As autonomous AI agents increasingly mediate online platform markets, a fundamental question emerges: do these markets generate stable strategic outcomes? In repeated strategic environments, the Nash equilibrium provides a natural benchmark…

Artificial Intelligence · Computer Science 2026-04-28 Enoch Hyunwook Kang

This paper considers offline multi-agent reinforcement learning. We propose the strategy-wise concentration principle which directly builds a confidence interval for the joint strategy, in contrast to the point-wise concentration principle…

Machine Learning · Computer Science 2022-10-17 Qiwen Cui , Simon S. Du

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere