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We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Currently, deep reinforcement learning (RL) shows impressive results in complex gaming and robotic environments. Often these results are achieved at the expense of huge computational costs and require an incredible number of episodes of…

Machine Learning · Computer Science 2020-06-18 Alexey Skrynnik , Aleksey Staroverov , Ermek Aitygulov , Kirill Aksenov , Vasilii Davydov , Aleksandr I. Panov

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

Reinforcement learning (RL) research focuses on general solutions that can be applied across different domains. This results in methods that RL practitioners can use in almost any domain. However, recent studies often lack the engineering…

Machine Learning · Computer Science 2021-07-05 Anssi Kanervisto , Christian Scheller , Yanick Schraner , Ville Hautamäki

Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly…

Machine Learning · Computer Science 2018-07-24 Somnuk Phon-Amnuaisuk

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Optimization and Control · Mathematics 2025-09-04 Anran Hu , Junzi Zhang

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

In repeated stochastic games (RSGs), an agent must quickly adapt to the behavior of previously unknown associates, who may themselves be learning. This machine-learning problem is particularly challenging due, in part, to the presence of…

Computer Science and Game Theory · Computer Science 2018-01-22 Jacob W. Crandall

We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…

Computer Science and Game Theory · Computer Science 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

While multi-agent reinforcement learning (MARL) has been proven effective across both collaborative and competitive tasks, existing algorithms often struggle to scale to large populations of agents. Recent advancements in mean-field (MF)…

Multiagent Systems · Computer Science 2026-02-16 Bhavini Jeloka , Yue Guan , Panagiotis Tsiotras

In today's rapidly evolving military landscape, advancing artificial intelligence (AI) in support of wargaming becomes essential. Despite reinforcement learning (RL) showing promise for developing intelligent agents, conventional RL faces…

Machine Learning · Computer Science 2024-08-27 Scotty Black

Model-based reinforcement learning (MBRL) has recently gained immense interest due to its potential for sample efficiency and ability to incorporate off-policy data. However, designing stable and efficient MBRL algorithms using rich…

Machine Learning · Computer Science 2021-03-12 Aravind Rajeswaran , Igor Mordatch , Vikash Kumar

Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…

Multiagent Systems · Computer Science 2021-01-26 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

We consider a multi-agent Markov strategic interaction over an infinite horizon where agents can be of multiple types. We model the strategic interaction as a mean-field game in the asymptotic limit when the number of agents of each type…

Multiagent Systems · Computer Science 2021-01-01 Arnob Ghosh , Vaneet Aggarwal

Counterfactual regret minimization (CFR) is a popular method to deal with decision-making problems of two-player zero-sum games with imperfect information. Unlike existing studies that mostly explore for solving larger scale problems or…

Machine Learning · Computer Science 2020-09-15 Huale Li , Xuan Wang , Fengwei Jia , Yifan Li , Yulin Wu , Jiajia Zhang , Shuhan Qi

Mean field theory provides an effective way of scaling multiagent reinforcement learning algorithms to environments with many agents that can be abstracted by a virtual mean agent. In this paper, we extend mean field multiagent algorithms…

Multiagent Systems · Computer Science 2022-06-22 Sriram Ganapathi Subramanian , Pascal Poupart , Matthew E. Taylor , Nidhi Hegde
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