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Related papers: Near-Optimal Reinforcement Learning with Self-Play

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Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Machine Learning · Computer Science 2020-07-10 Yu Bai , Chi Jin

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…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Tamer Başar

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

The thriving field of multi-agent reinforcement learning (MARL) studies how a group of interacting agents make decisions autonomously in a shared dynamic environment. Existing theoretical studies in this area suffer from at least two of the…

Machine Learning · Computer Science 2025-12-02 Na Li , Yuchen Jiao , Hangguan Shan , Shefeng Yan

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

Machine Learning · Computer Science 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

Many real-world applications can be described as large-scale games of imperfect information. To deal with these challenging domains, prior work has focused on computing Nash equilibria in a handcrafted abstraction of the domain. In this…

Machine Learning · Computer Science 2016-06-29 Johannes Heinrich , David Silver

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

Computer Science and Game Theory · Computer Science 2026-05-08 Philip Jordan , Maryam Kamgarpour

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

Machine Learning · Computer Science 2022-08-08 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Mihailo R. Jovanović

This paper proposes new, end-to-end deep reinforcement learning algorithms for learning two-player zero-sum Markov games. Different from prior efforts on training agents to beat a fixed set of opponents, our objective is to find the Nash…

Machine Learning · Computer Science 2023-03-08 Zihan Ding , Dijia Su , Qinghua Liu , Chi Jin

We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be…

Machine Learning · Computer Science 2024-02-05 Dan Qiao , Yu-Xiang Wang

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

Machine Learning · Computer Science 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

We study the problem of computing an $\epsilon$-approximate Nash equilibrium of a two-player, bilinear game with a bounded payoff matrix $A \in \mathbb{R}^{m \times n}$, when the players' strategies are constrained to lie in simple sets. We…

Optimization and Control · Mathematics 2026-01-08 Ishani Karmarkar , Liam O'Carroll , Aaron Sidford

We study data corruption robustness in offline two-player zero-sum Markov games. Given a dataset of realized trajectories of two players, an adversary is allowed to modify an $\epsilon$-fraction of it. The learner's goal is to identify an…

Computer Science and Game Theory · Computer Science 2024-03-14 Andi Nika , Debmalya Mandal , Adish Singla , Goran Radanović

Multi-agent reinforcement learning (MARL) is increasingly used to design learning-enabled agents that interact in shared environments. However, training MARL algorithms in general-sum games remains challenging: learning dynamics can become…

Machine Learning · Computer Science 2026-04-07 Addison Kalanther , Sanika Bharvirkar , Shankar Sastry , Chinmay Maheshwari

We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…

Multiagent Systems · Computer Science 2023-02-21 Jing Wang , Meichen Song , Feng Gao , Boyi Liu , Zhaoran Wang , Yi Wu

We study automated intrusion prevention using reinforcement learning. Following a novel approach, we formulate the interaction between an attacker and a defender as an optimal stopping game and let attack and defense strategies evolve…

Machine Learning · Computer Science 2022-05-31 Kim Hammar , Rolf Stadler

Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…

Computer Science and Game Theory · Computer Science 2013-06-13 Mario Bravo , Mathieu Faure

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…

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