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We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from…

Machine Learning · Computer Science 2023-02-07 Yuheng Zhang , Yu Bai , Nan Jiang

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

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Christopher Solinas , Revan MacQueen , Kevin Wang , James R. Wright , Nathan R. Sturtevant , Michael Bowling

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

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Computer Science and Game Theory · Computer Science 2023-12-22 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Correlated Equilibrium (CE) is a well-established solution concept that captures coordination among agents and enjoys good algorithmic properties. In real-world multi-agent systems, in addition to being in an equilibrium, agents' policies…

Artificial Intelligence · Computer Science 2023-02-17 Libo Zhang , Yang Chen , Toru Takisaka , Bakh Khoussainov , Michael Witbrock , Jiamou Liu

This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…

Optimization and Control · Mathematics 2024-07-08 Bingqian Liu , Guanghui Wen , Xiao Fang , Tingwen Huang , Guanrong Chen

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

We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a…

Computer Science and Game Theory · Computer Science 2021-12-14 Muhammed O. Sayin , Kaiqing Zhang , David S. Leslie , Tamer Basar , Asuman Ozdaglar

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Maryam Kamgarpour

This paper provides the first expert sample complexity characterization for learning a Nash equilibrium from expert data in Markov Games. We show that a new quantity named the single policy deviation concentrability coefficient is…

Machine Learning · Computer Science 2025-10-10 Till Freihaut , Luca Viano , Volkan Cevher , Matthieu Geist , Giorgia Ramponi

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 study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li

We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and…

Computer Science and Game Theory · Computer Science 2024-08-16 S. Rasoul Etesami , R. Srikant

We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement…

Machine Learning · Computer Science 2022-07-12 Pier Giuseppe Sessa , Maryam Kamgarpour , Andreas Krause

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