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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

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

Computer Science and Game Theory · Computer Science 2015-01-07 Omid Namvar Gharehshiran , William Hoiles , Vikram Krishnamurthy

An interesting iterative procedure is proposed to solve a two-player zero-sum Markov games. Under suitable assumption, the boundedness of the proposed iterates is obtained theoretically. Using results from stochastic approximation, the…

Machine Learning · Computer Science 2025-09-23 Shreyas S R , Antony Vijesh

Off-policy reinforcement learning (RL) using a fixed offline dataset of logged interactions is an important consideration in real world applications. This paper studies offline RL using the DQN replay dataset comprising the entire replay…

Machine Learning · Computer Science 2020-11-25 Rishabh Agarwal , Dale Schuurmans , Mohammad Norouzi

Reinforcement learning (RL) is an area of research that has blossomed tremendously in recent years and has shown remarkable potential for artificial intelligence based opponents in computer games. This success is primarily due to the vast…

Artificial Intelligence · Computer Science 2018-08-16 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

In order perform a large variety of tasks and to achieve human-level performance in complex real-world environments, Artificial Intelligence (AI) Agents must be able to learn from their past experiences and gain both knowledge and an…

Machine Learning · Computer Science 2019-05-13 Andrei Claudiu Roibu

We consider the multi-agent reinforcement learning setting with imperfect information in which each agent is trying to maximize its own utility. The reward function depends on the hidden state (or goal) of both agents, so the agents must…

Artificial Intelligence · Computer Science 2018-03-28 Roberta Raileanu , Emily Denton , Arthur Szlam , Rob Fergus

Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…

Robotics · Computer Science 2020-01-29 Yichuan Charlie Tang

Machine learning with artificial neural networks is revolutionizing science. The most advanced challenges require discovering answers autonomously. This is the domain of reinforcement learning, where control strategies are improved…

Quantum Physics · Physics 2018-10-03 Thomas Fösel , Petru Tighineanu , Talitha Weiss , Florian Marquardt

Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…

Computer Science and Game Theory · Computer Science 2024-02-19 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

Computer Science and Game Theory · Computer Science 2023-11-03 Yuksel Arslantas , Ege Yuceel , Yigit Yalin , Muhammed O. Sayin

Deep Q-learning Network (DQN) is a successful way which combines reinforcement learning with deep neural networks and leads to a widespread application of reinforcement learning. One challenging problem when applying DQN or other…

Machine Learning · Computer Science 2022-09-19 Zhe Zhang , Yukun Zou , Junjie Lai , Qing Xu

Coordination is one of the essential problems in multi-agent systems. Typically multi-agent reinforcement learning (MARL) methods treat agents equally and the goal is to solve the Markov game to an arbitrary Nash equilibrium (NE) when…

Multiagent Systems · Computer Science 2020-04-07 Haifeng Zhang , Weizhe Chen , Zeren Huang , Minne Li , Yaodong Yang , Weinan Zhang , Jun Wang

We consider solving a cooperative multi-robot object manipulation task using reinforcement learning (RL). We propose two distributed multi-agent RL approaches: distributed approximate RL (DA-RL), where each agent applies Q-learning with…

In the last decade, there have been significant advances in multi-agent reinforcement learning (MARL) but there are still numerous challenges, such as high sample complexity and slow convergence to stable policies, that need to be overcome…

Artificial Intelligence · Computer Science 2023-03-02 Sriram Ganapathi Subramanian , Matthew E. Taylor , Kate Larson , Mark Crowley

We consider two-player zero-sum stochastic games and propose a two-timescale $Q$-learning algorithm with function approximation that is payoff-based, convergent, rational, and symmetric between the two players. In two-timescale…

Machine Learning · Computer Science 2023-12-11 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…

Machine Learning · Computer Science 2023-07-25 Hoai-An Nguyen , Ching-An Cheng

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Machine Learning · Computer Science 2024-05-07 Yingjie Fei , Ruitu Xu