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Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

Two player zero sum simultaneous action games are common in video games, financial markets, war, business competition, and many other settings. We first introduce the fundamental concepts of reinforcement learning in two player zero sum…

Machine Learning · Computer Science 2021-10-12 Patrick Phillips

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

Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…

Machine Learning · Computer Science 2021-10-14 Chi Jin , Qinghua Liu , Tiancheng Yu

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Machine Learning · Computer Science 2020-02-25 Jianqing Fan , Zhaoran Wang , Yuchen Xie , Zhuoran Yang

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…

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

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

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

Game-theoretic solution concepts, such as the Nash equilibrium, have been key to finding stable joint actions in multi-player games. However, it has been shown that the dynamics of agents' interactions, even in simple two-player games with…

Multiagent Systems · Computer Science 2025-05-20 Natalia Koliou , George Vouros

We consider the problem of finding Nash equilibrium for two-player turn-based zero-sum games. Inspired by the AlphaGo Zero (AGZ) algorithm, we develop a Reinforcement Learning based approach. Specifically, we propose…

Machine Learning · Computer Science 2020-02-26 Devavrat Shah , Varun Somani , Qiaomin Xie , Zhi Xu

In this paper, we propose a new approach to train deep learning models using game theory concepts including Generative Adversarial Networks (GANs) and Adversarial Training (AT) where we deploy a double-oracle framework using best response…

Machine Learning · Computer Science 2024-10-08 Aye Phyu Phyu Aung , Xinrun Wang , Ruiyu Wang , Hau Chan , Bo An , Xiaoli Li , J. Senthilnath

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

Cybersecurity defense involves interactions between adversarial parties (namely defenders and hackers), making multi-agent reinforcement learning (MARL) an ideal approach for modeling and learning strategies for these scenarios. This paper…

Multiagent Systems · Computer Science 2025-09-03 Qintong Xie , Edward Koh , Xavier Cadet , Peter Chin

Much of recent success in multiagent reinforcement learning has been in two-player zero-sum games. In these games, algorithms such as fictitious self-play and minimax tree search can converge to an approximate Nash equilibrium. While…

Multiagent Systems · Computer Science 2019-12-11 Alexander Shmakov , John Lanier , Stephen McAleer , Rohan Achar , Cristina Lopes , Pierre Baldi

Multi-agent reinforcement learning (MARL) has become a significant research topic due to its ability to facilitate learning in complex environments. In multi-agent tasks, the state-action value, commonly referred to as the Q-value, can vary…

Artificial Intelligence · Computer Science 2024-06-13 Zhenglong Luo , Zhiyong Chen , James Welsh

Decentralised optimisation tasks are important components of multi-agent systems. These tasks can be interpreted as n-player potential games: therefore game-theoretic learning algorithms can be used to solve decentralised optimisation…

Multiagent Systems · Computer Science 2013-01-16 Michalis Smyrnakis

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

Computer Science and Game Theory · Computer Science 2020-12-15 Masoud Roudneshin , Jalal Arabneydi , Amir G. Aghdam

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
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