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Multiagent systems where agents interact among themselves and with a stochastic environment can be formalized as stochastic games. We study a subclass named Markov potential games (MPGs) that appear often in economic and engineering…

Multiagent Systems · Computer Science 2018-05-23 Sergio Valcarcel Macua , Javier Zazo , Santiago Zazo

We propose networked policy gradient play for solving Markov potential games with continuous and/or discrete state-action pairs. During the game, agents use parametrized and differentiable policies that depend on the current state and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Sarper Aydin , Ceyhun Eksin

Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…

Machine Learning · Computer Science 2021-02-09 Qinghua Liu , Tiancheng Yu , Yu Bai , Chi Jin

We contribute the first provable guarantees of global convergence to Nash equilibria (NE) in two-player zero-sum convex Markov games (cMGs) by using independent policy gradient methods. Convex Markov games, recently defined by Gemp et al.…

Computer Science and Game Theory · Computer Science 2025-06-23 Fivos Kalogiannis , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ian Gemp , Georgios Piliouras

Performative Reinforcement Learning (PRL) refers to a scenario in which the deployed policy changes the reward and transition dynamics of the underlying environment. In this work, we study multi-agent PRL by incorporating performative…

Machine Learning · Computer Science 2025-04-30 Rilind Sahitaj , Paulius Sasnauskas , Yiğit Yalın , Debmalya Mandal , Goran Radanović

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…

Multiagent Systems · Computer Science 2025-10-07 Jushan Chen , Santiago Paternain

Multi-agent interactions are increasingly important in the context of reinforcement learning, and the theoretical foundations of policy gradient methods have attracted surging research interest. We investigate the global convergence of…

Optimization and Control · Mathematics 2023-03-21 Sarath Pattathil , Kaiqing Zhang , Asuman Ozdaglar

We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

Machine Learning · Computer Science 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

Policy gradient methods have become a staple of any single-agent reinforcement learning toolbox, due to their combination of desirable properties: iterate convergence, efficient use of stochastic trajectory feedback, and theoretically-sound…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras

Multi-agent reinforcement learning (MARL) addresses sequential decision-making problems with multiple agents, where each agent optimizes its own objective. In many real-world instances, the agents may not only want to optimize their…

Machine Learning · Computer Science 2023-06-14 Pragnya Alatur , Giorgia Ramponi , Niao He , Andreas Krause

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

Systems and Control · Electrical Eng. & Systems 2024-09-18 Mostafa M. Shibl , Vijay Gupta

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

Machine Learning · Computer Science 2026-05-01 Eason Yu , Tzu Hao Liu , Clément L. Canonne , Yunke Wang , Chang Xu , Nguyen H. Tran , Stefano V. Albrecht

We study the performance of policy gradient methods for the subclass of Markov games known as Markov potential games (MPGs), which extends the notion of normal-form potential games to the stateful setting and includes the important special…

Multiagent Systems · Computer Science 2022-06-16 Dingyang Chen , Qi Zhang , Thinh T. Doan

This paper investigates posterior sampling algorithms for competitive reinforcement learning (RL) in the context of general function approximations. Focusing on zero-sum Markov games (MGs) under two critical settings, namely self-play and…

Machine Learning · Computer Science 2023-11-01 Shuang Qiu , Ziyu Dai , Han Zhong , Zhaoran Wang , Zhuoran Yang , Tong Zhang

Autonomous driving (AD) requires safe and reliable decision-making among interacting agents, e.g., vehicles, bicycles, and pedestrians. Multi-agent reinforcement learning (MARL) modeled by Markov games (MGs) provides a suitable framework to…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Huiwen Yan , Mushuang Liu

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

This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…

Machine Learning · Computer Science 2022-07-26 Runyu Zhang , Qinghua Liu , Huan Wang , Caiming Xiong , Na Li , Yu Bai

We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that…

Machine Learning · Computer Science 2025-02-11 Muhammad Aneeq uz Zaman , Alec Koppel , Mathieu Laurière , Tamer Başar