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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

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

There are only a few learning algorithms applicable to stochastic dynamic teams and games which generalize Markov decision processes to decentralized stochastic control problems involving possibly self-interested decision makers. Learning…

Optimization and Control · Mathematics 2016-05-03 Gürdal Arslan , Serdar Yüksel

Multi-agent reinforcement learning (MARL) algorithms often suffer from an exponential sample complexity dependence on the number of agents, a phenomenon known as \emph{the curse of multiagents}. In this paper, we address this challenge by…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Lin F. Yang , Kaiqing Zhang , Tamer Başar

Non-stationarity is a fundamental challenge in multi-agent reinforcement learning (MARL), where agents update their behaviour as they learn. Many theoretical advances in MARL avoid the challenge of non-stationarity by coordinating the…

Computer Science and Game Theory · Computer Science 2025-03-19 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by…

Machine Learning · Computer Science 2020-12-15 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

Multi-agent reinforcement learning (MARL) is often modeled using the framework of Markov games (also called stochastic games or dynamic games). Most of the existing literature on MARL concentrates on zero-sum Markov games but is not…

Computer Science and Game Theory · Computer Science 2022-12-20 Jayakumar Subramanian , Amit Sinha , Aditya Mahajan

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…

Optimization and Control · Mathematics 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

A major challenge of multiagent reinforcement learning (MARL) is the curse of multiagents, where the size of the joint action space scales exponentially with the number of agents. This remains to be a bottleneck for designing efficient MARL…

Machine Learning · Computer Science 2021-10-28 Chi Jin , Qinghua Liu , Yuanhao Wang , Tiancheng Yu

One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…

Machine Learning · Computer Science 2022-02-22 Haotian Gu , Xin Guo , Xiaoli Wei , Renyuan Xu

Multi-agent reinforcement learning (MARL) has witnessed a remarkable surge in interest, fueled by the empirical success achieved in applications of single-agent reinforcement learning (RL). In this study, we consider a distributed…

Artificial Intelligence · Computer Science 2025-07-30 Han-Dong Lim , Donghwan Lee

Nash Q-learning may be considered one of the first and most known algorithms in multi-agent reinforcement learning (MARL) for learning policies that constitute a Nash equilibrium of an underlying general-sum Markov game. Its original proof…

Machine Learning · Computer Science 2023-03-02 Pedro Cisneros-Velarde , Sanmi Koyejo

Model-based reinforcement learning (RL), which finds an optimal policy using an empirical model, has long been recognized as one of the corner stones of RL. It is especially suitable for multi-agent RL (MARL), as it naturally decouples the…

Machine Learning · Computer Science 2023-08-10 Kaiqing Zhang , Sham M. Kakade , Tamer Başar , Lin F. Yang

We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…

Machine Learning · Computer Science 2018-02-28 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

[Zhang, ICML 2018] provided the first decentralized actor-critic algorithm for multi-agent reinforcement learning (MARL) that offers convergence guarantees. In that work, policies are stochastic and are defined on finite action spaces. We…

Machine Learning · Computer Science 2021-02-22 Antoine Grosnit , Desmond Cai , Laura Wynter

A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…

Machine Learning · Computer Science 2023-05-02 Dylan J. Foster , Dean P. Foster , Noah Golowich , Alexander Rakhlin

In multi-agent reinforcement learning (MARL), it is challenging for a collection of agents to learn complex temporally extended tasks. The difficulties lie in computational complexity and how to learn the high-level ideas behind reward…

Multiagent Systems · Computer Science 2021-10-04 Jueming Hu , Zhe Xu , Weichang Wang , Guannan Qu , Yutian Pang , Yongming Liu

We study multi-agent reinforcement learning (MARL) for the general-sum Markov Games (MGs) under the general function approximation. In order to find the minimum assumption for sample-efficient learning, we introduce a novel complexity…

Machine Learning · Computer Science 2023-10-11 Nuoya Xiong , Zhihan Liu , Zhaoran Wang , Zhuoran Yang

While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Tamer Başar
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