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In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…

Optimization and Control · Mathematics 2021-10-26 Alec Koppel , Amrit Singh Bedi , Bhargav Ganguly , Vaneet Aggarwal

We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement…

Machine Learning · Computer Science 2022-07-12 Pier Giuseppe Sessa , Maryam Kamgarpour , Andreas Krause

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

Machine Learning · Computer Science 2024-05-10 Laixi Shi , Eric Mazumdar , Yuejie Chi , Adam Wierman

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Machine Learning · Computer Science 2020-07-15 Fei Feng , Wotao Yin , Lin F. Yang

This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…

Multiagent Systems · Computer Science 2024-12-31 Neil De La Fuente , Miquel Noguer i Alonso , Guim Casadellà

Several multiagent reinforcement learning (MARL) algorithms have been proposed to optimize agents decisions. Due to the complexity of the problem, the majority of the previously developed MARL algorithms assumed agents either had some…

Machine Learning · Computer Science 2014-01-16 Sherief Abdallah , Victor Lesser

Reward-free reinforcement learning (RL) is a framework which is suitable for both the batch RL setting and the setting where there are many reward functions of interest. During the exploration phase, an agent collects samples without using…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Simon S. Du , Lin F. Yang , Ruslan Salakhutdinov

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

Machine Learning · Computer Science 2024-06-04 Jiawei Huang , Niao He , Andreas Krause

Multi-agent reinforcement learning (MARL) methods, while effective in zero-sum or positive-sum games, often yield suboptimal outcomes in general-sum games where cooperation is essential for achieving globally optimal outcomes. Matrix game…

Computer Science and Game Theory · Computer Science 2024-08-09 Mustafa Yasir , Andrew Howes , Vasilios Mavroudis , Chris Hicks

Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by…

Machine Learning · Computer Science 2020-12-15 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

This paper investigates the model-based methods in multi-agent reinforcement learning (MARL). We specify the dynamics sample complexity and the opponent sample complexity in MARL, and conduct a theoretic analysis of return discrepancy upper…

Machine Learning · Computer Science 2022-03-18 Weinan Zhang , Xihuai Wang , Jian Shen , Ming Zhou

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

Machine Learning · Statistics 2025-11-12 Zewu Zheng , Yuanyuan Lin

A major challenge of multiagent reinforcement learning (MARL) is the curse of multiagents, where the size of the joint action space scales exponentially with the number of agents. This remains to be a bottleneck for designing efficient MARL…

Machine Learning · Computer Science 2021-10-28 Chi Jin , Qinghua Liu , Yuanhao Wang , Tiancheng Yu

Markov games (MGs) and multi-agent reinforcement learning (MARL) are studied to model decision making in multi-agent systems. Traditionally, the objective in MG and MARL has been risk-neutral, i.e., agents are assumed to optimize a…

Computer Science and Game Theory · Computer Science 2024-06-11 Hafez Ghaemi , Shirin Jamshidi , Mohammad Mashreghi , Majid Nili Ahmadabadi , Hamed Kebriaei

We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…

Machine Learning · Computer Science 2023-06-23 Qiwen Cui , Kaiqing Zhang , Simon S. Du

This work designs and analyzes a novel set of algorithms for multi-agent reinforcement learning (MARL) based on the principle of information-directed sampling (IDS). These algorithms draw inspiration from foundational concepts in…

Information Theory · Computer Science 2024-05-01 Qiaosheng Zhang , Chenjia Bai , Shuyue Hu , Zhen Wang , Xuelong Li

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…

Machine Learning · Computer Science 2024-07-02 Alessio Russo , Alexandre Proutiere

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

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

One of the notorious issues for Reinforcement Learning (RL) is poor sample efficiency. Compared to single agent RL, the sample efficiency for Multi-Agent Reinforcement Learning (MARL) is more challenging because of its inherent partial…

Machine Learning · Computer Science 2024-04-16 Linjie Xu , Zichuan Liu , Alexander Dockhorn , Diego Perez-Liebana , Jinyu Wang , Lei Song , Jiang Bian