Related papers: Provably Efficient Reinforcement Learning in Decen…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…
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…
The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…
We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…
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…
Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…
We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…
We study decentralized policy learning in Markov games where we control a single agent to play with nonstationary and possibly adversarial opponents. Our goal is to develop a no-regret online learning algorithm that (i) takes actions based…
Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…
Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…
This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the…
We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…
This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…
We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of the…
Current approximate Coarse Correlated Equilibria (CCE) algorithms struggle with equilibrium approximation for games in large stochastic environments but are theoretically guaranteed to converge to a strong solution concept. In contrast,…
Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…
In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…
This work designs and analyzes a novel set of algorithms for multi-agent reinforcement learning (MARL) based on the principle of information-directed sampling (IDS). These algorithms draw inspiration from foundational concepts in…
Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…