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This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

2-TBSG is a two-player game model which aims to find Nash equilibriums and is widely utilized in reinforced learning and AI. Inspired by the fact that the simplex method for solving the deterministic discounted Markov decision processes…

Computer Science and Game Theory · Computer Science 2019-06-11 Zeyu Jia , Zaiwen Wen , Yinyu Ye

This paper considers the challenging tasks of Multi-Agent Reinforcement Learning (MARL) under partial observability, where each agent only sees her own individual observations and actions that reveal incomplete information about the…

Machine Learning · Computer Science 2022-10-18 Qinghua Liu , Csaba Szepesvári , Chi Jin

This paper makes progress towards learning Nash equilibria in two-player zero-sum Markov games from offline data. Specifically, consider a $\gamma$-discounted infinite-horizon Markov game with $S$ states, where the max-player has $A$…

Machine Learning · Computer Science 2025-03-18 Yuling Yan , Gen Li , Yuxin Chen , Jianqing Fan

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

Machine Learning · Computer Science 2020-03-20 Kartik Ahuja , Karthikeyan Shanmugam , Kush R. Varshney , Amit Dhurandhar

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

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

It is believed that a model-based approach for reinforcement learning (RL) is the key to reduce sample complexity. However, the understanding of the sample optimality of model-based RL is still largely missing, even for the linear case.…

Machine Learning · Computer Science 2020-10-20 Qiwen Cui , Lin F. Yang

We consider the problem of finding Nash equilibrium for two-player turn-based zero-sum games. Inspired by the AlphaGo Zero (AGZ) algorithm, we develop a Reinforcement Learning based approach. Specifically, we propose…

Machine Learning · Computer Science 2020-02-26 Devavrat Shah , Varun Somani , Qiaomin Xie , Zhi Xu

Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…

Machine Learning · Computer Science 2021-02-09 Qinghua Liu , Tiancheng Yu , Yu Bai , Chi Jin

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

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

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

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

Multiagent Systems · Computer Science 2026-04-02 Wonseok Yang , Thinh T. Doan

Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…

Machine Learning · Computer Science 2021-10-14 Chi Jin , Qinghua Liu , Tiancheng Yu

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

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

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

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 consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour
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