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We study reward-free reinforcement learning (RL) with linear function approximation, where the agent works in two phases: (1) in the exploration phase, the agent interacts with the environment but cannot access the reward; and (2) in the…

Machine Learning · Computer Science 2024-02-15 Junkai Zhang , Weitong Zhang , Quanquan Gu

We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…

Optimization and Control · Mathematics 2022-10-13 Sihan Zeng , Thinh T. Doan , Justin Romberg

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

We propose the first model-free algorithm that achieves low regret performance for decentralized learning in two-player zero-sum tabular stochastic games with infinite-horizon average-reward objective. In decentralized learning, the…

Machine Learning · Computer Science 2023-01-16 Romain Cravic , Nicolas Gast , Bruno Gaujal

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

We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…

Computer Science and Game Theory · Computer Science 2023-03-07 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

Semi-Markov model is one of the most general models for stochastic dynamic systems. This paper deals with a two-person zero-sum game for semi-Markov processes. We focus on the expected discounted payoff criterion with state-action-dependent…

Computer Science and Game Theory · Computer Science 2021-03-09 Zhihui Yu , Xianping Guo , Li Xia

Most games have, or can be generalised to have, a number of parameters that may be varied in order to provide instances of games that lead to very different player experiences. The space of possible parameter settings can be seen as a…

Artificial Intelligence · Computer Science 2017-03-21 Jialin Liu , Julian Togelius , Diego Perez-Liebana , Simon M. Lucas

We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…

Computer Science and Game Theory · Computer Science 2023-10-17 Tim P. Schulze

In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that…

Machine Learning · Computer Science 2019-08-30 Aaron Sidford , Mengdi Wang , Lin F. Yang , Yinyu Ye

In this paper, we propose a new efficient algorithm to compute the value function for zero-sum stopping games featuring two players with opposing interests. This can be seen as a game version of the ''forward algorithm'' for (one-player)…

Probability · Mathematics 2026-02-03 Nhat-Thang Le

We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

Machine Learning · Computer Science 2024-05-03 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Markov Games (MG) is an important model for Multi-Agent Reinforcement Learning (MARL). It was long believed that the "curse of multi-agents" (i.e., the algorithmic performance drops exponentially with the number of agents) is unavoidable…

Machine Learning · Computer Science 2024-06-12 Yan Dai , Qiwen Cui , Simon S. Du

We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure…

Machine Learning · Computer Science 2019-09-09 Harikrishna Narasimhan , Andrew Cotter , Maya Gupta

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

Board games are a great source of entertainment for all ages, as they create a competitive and engaging environment, as well as stimulating learning and strategic thinking. It is common for digital versions of board games, as any other type…

Artificial Intelligence · Computer Science 2023-10-26 Marco Antônio Athayde de Aguiar Vieira , Anderson Rocha Tavares , Renato Perez Ribas

With the recent advances in solving large, zero-sum extensive form games, there is a growing interest in the inverse problem of inferring underlying game parameters given only access to agent actions. Although a recent work provides a…

Machine Learning · Computer Science 2019-03-12 Chun Kai Ling , Fei Fang , J. Zico Kolter

We consider a zero-sum stochastic game for continuous-time Markov chain with countable state space and unbounded transition and pay-off rates. The additional feature of the game is that the controllers together with taking actions are also…

Optimization and Control · Mathematics 2020-09-01 Chandan Pal , Subhamay Saha

Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…

Machine Learning · Computer Science 2022-04-01 Ziang Song , Song Mei , Yu Bai

We study a new class of Markov games, \emph(multi-player) zero-sum Markov Games} with \emph{Networked separable interactions} (zero-sum NMGs), to model the local interaction structure in non-cooperative multi-agent sequential…

Computer Science and Game Theory · Computer Science 2025-07-15 Chanwoo Park , Kaiqing Zhang , Asuman Ozdaglar