English
Related papers

Related papers: Minimax Sample Complexity for Turn-based Stochasti…

200 papers

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…

Machine Learning · Statistics 2018-02-28 Victor Picheny , Mickael Binois , Abderrahmane Habbal

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

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…

Computer Science and Game Theory · Computer Science 2013-07-19 Yakov Babichenko , Ron Peretz

We initiate the study of Preference-Based Multi-Agent Reinforcement Learning (PbMARL), exploring both theoretical foundations and empirical validations. We define the task as identifying the Nash equilibrium from a preference-only offline…

Machine Learning · Computer Science 2025-01-10 Natalia Zhang , Xinqi Wang , Qiwen Cui , Runlong Zhou , Sham M. Kakade , Simon S. Du

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

Optimization and Control · Mathematics 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become…

Multiagent Systems · Computer Science 2018-03-15 David Mguni , Joel Jennings , Enrique Munoz de Cote

This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

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

We present Self-Play Preference Optimization (SPO), an algorithm for reinforcement learning from human feedback. Our approach is minimalist in that it does not require training a reward model nor unstable adversarial training and is…

Machine Learning · Computer Science 2024-06-14 Gokul Swamy , Christoph Dann , Rahul Kidambi , Zhiwei Steven Wu , Alekh Agarwal

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Multiagent Systems · Computer Science 2022-07-11 Kai Cui , Heinz Koeppl

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

Computer Science and Game Theory · Computer Science 2012-12-19 Thomas Brihaye , Julie De Pril , Sven Schewe

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computer Science and Game Theory · Computer Science 2022-02-07 Ian Gemp , Rahul Savani , Marc Lanctot , Yoram Bachrach , Thomas Anthony , Richard Everett , Andrea Tacchetti , Tom Eccles , János Kramár

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

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

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

Computer Science and Game Theory · Computer Science 2020-04-21 Kuo Chun Tsai , Zhu Han

This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…

Computer Science and Game Theory · Computer Science 2017-03-07 Julien Pérolat , Florian Strub , Bilal Piot , Olivier Pietquin

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp