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This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

Multi-agent reinforcement learning (MARL) is often modeled using the framework of Markov games (also called stochastic games or dynamic games). Most of the existing literature on MARL concentrates on zero-sum Markov games but is not…

Computer Science and Game Theory · Computer Science 2022-12-20 Jayakumar Subramanian , Amit Sinha , Aditya Mahajan

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

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

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

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

Off-policy evaluation (OPE) is the problem of evaluating new policies using historical data obtained from a different policy. In the recent OPE context, most studies have focused on single-player cases, and not on multi-player cases. In…

Machine Learning · Computer Science 2020-12-25 Kenshi Abe , Yusuke Kaneko

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

Multiagent Systems · Computer Science 2026-05-12 Emile Anand , Ishani Karmarkar

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

Optimization and Control · Mathematics 2024-10-30 Bolin Gao , Lacra Pavel

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

Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…

Machine Learning · Computer Science 2024-12-31 Yuchen Jiao , Gen Li

Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…

Machine Learning · Computer Science 2022-10-06 Wei Xiong , Han Zhong , Chengshuai Shi , Cong Shen , Tong Zhang

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras

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

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 study online learning in two-player uninformed Markov games, where the opponent's actions and policies are unobserved. In this setting, Tian et al. (2021) show that achieving no-external-regret is impossible without incurring an…

Machine Learning · Computer Science 2026-02-10 Junyan Liu , Haipeng Luo , Zihan Zhang , Lillian J. Ratliff

We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…

Computer Science and Game Theory · Computer Science 2019-11-22 Wenjie Huang , Pham Viet Hai , William B. Haskell

We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of the…

Machine Learning · Computer Science 2023-07-11 Zhaoyi Zhou , Zaiwei Chen , Yiheng Lin , Adam Wierman

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin