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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

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

Markov Potential Games (MPGs) form an important sub-class of Markov games, which are a common framework to model multi-agent reinforcement learning problems. In particular, MPGs include as a special case the identical-interest setting where…

Machine Learning · Computer Science 2024-08-16 Pragnya Alatur , Anas Barakat , Niao He

We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…

Optimization and Control · Mathematics 2025-02-13 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

We study the complexity of problems related to subgame-perfect equilibria (SPEs) in infinite duration non zero-sum multiplayer games played on finite graphs with parity objectives. We present new complexity results that close gaps in the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Marie van den Bogaard , Jean-François Raskin

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

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

We study the problem of computing stationary Nash equilibria in discounted perfect information stochastic games from the viewpoint of computational complexity. For two-player games we prove the problem to be in PPAD, which together with a…

Computer Science and Game Theory · Computer Science 2025-10-14 Kristoffer Arnsfelt Hansen , Xinhao Nie

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

Markov games provide a powerful framework for modeling strategic multi-agent interactions in dynamic environments. Traditionally, convergence properties of decentralized learning algorithms in these settings have been established only for…

Multiagent Systems · Computer Science 2025-06-13 Chinmay Maheshwari , Manxi Wu , Shankar Sastry

The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…

Computer Science and Game Theory · Computer Science 2026-05-12 Thomas Schwarz , Ryann Sim , Chun Kai Ling

Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that…

Computer Science and Game Theory · Computer Science 2007-05-23 Vincent Conitzer , Tuomas Sandholm

This paper introduces a new approach for approximating the learning dynamics of multiple reinforcement learning (RL) agents interacting in a finite-state Markov game. The idea is to rescale the learning process by simultaneously reducing…

Machine Learning · Statistics 2025-06-27 Yann Kerzreho

A unique challenge in Multi-Agent Reinforcement Learning (MARL) is the curse of multiagency, where the description length of the game as well as the complexity of many existing learning algorithms scale exponentially with the number of…

Machine Learning · Computer Science 2023-03-03 Yuanhao Wang , Qinghua Liu , Yu Bai , Chi Jin

Potential games are arguably one of the most important and widely studied classes of normal form games. They define the archetypal setting of multi-agent coordination as all agent utilities are perfectly aligned with each other via a common…

Machine Learning · Computer Science 2025-09-24 Stefanos Leonardos , Will Overman , Ioannis Panageas , Georgios Piliouras

We study synthesis problems with constraints in partially observable Markov decision processes (POMDPs), where the objective is to compute a strategy for an agent that is guaranteed to satisfy certain safety and performance specifications.…

We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optimal critical threshold is found, the set of non-stopping…

Optimization and Control · Mathematics 2014-05-30 Fabián Crocce , Ernesto Mordecki

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

Machine Learning · Computer Science 2019-10-10 Mridul Agarwal , Vaneet Aggarwal , Arnob Ghosh , Nilay Tiwari

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

Machine Learning · Computer Science 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

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