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We propose Deep Q-Networks (DQN) with model-based exploration, an algorithm combining both model-free and model-based approaches that explores better and learns environments with sparse rewards more efficiently. DQN is a general-purpose,…

Machine Learning · Computer Science 2019-03-25 Stephen Zhen Gou , Yuyang Liu

We present the first massively distributed architecture for deep reinforcement learning. This architecture uses four main components: parallel actors that generate new behaviour; parallel learners that are trained from stored experience; a…

We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…

Multiagent Systems · Computer Science 2023-02-21 Jing Wang , Meichen Song , Feng Gao , Boyi Liu , Zhaoran Wang , Yi Wu

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales

We present the first deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is a convolutional neural network, trained with a variant of Q-learning,…

Machine Learning · Computer Science 2013-12-20 Volodymyr Mnih , Koray Kavukcuoglu , David Silver , Alex Graves , Ioannis Antonoglou , Daan Wierstra , Martin Riedmiller

Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…

Computer Science and Game Theory · Computer Science 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become…

Multiagent Systems · Computer Science 2018-03-15 David Mguni , Joel Jennings , Enrique Munoz de Cote

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…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

We propose a deep neural network-based algorithm to identify the Markovian Nash equilibrium of general large $N$-player stochastic differential games. Following the idea of fictitious play, we recast the $N$-player game into $N$ decoupled…

Optimization and Control · Mathematics 2020-06-08 Jiequn Han , Ruimeng Hu

Policies for complex visual tasks have been successfully learned with deep reinforcement learning, using an approach called deep Q-networks (DQN), but relatively large (task-specific) networks and extensive training are needed to achieve…

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash)…

Machine Learning · Computer Science 2018-07-27 Jiaming Song , Hongyu Ren , Dorsa Sadigh , Stefano Ermon

The use of reinforcement learning algorithms in financial trading is becoming increasingly prevalent. However, the autonomous nature of these algorithms can lead to unexpected outcomes that deviate from traditional game-theoretical…

Trading and Market Microstructure · Quantitative Finance 2026-02-16 Fabrizio Lillo , Andrea Macrì

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

Solving Nash equilibrium is the key challenge in normal-form games with large strategy spaces, where open-ended learning frameworks offer an efficient approach. In this work, we propose an innovative unified open-ended learning framework…

Computer Science and Game Theory · Computer Science 2024-03-25 Yudong Hu , Haoran Li , Congying Han , Tiande Guo , Mingqiang Li , Bonan Li

Adversarial deep learning is to train robust DNNs against adversarial attacks, which is one of the major research focuses of deep learning. Game theory has been used to answer some of the basic questions about adversarial deep learning such…

Machine Learning · Computer Science 2022-07-19 Xiao-Shan Gao , Shuang Liu , Lijia Yu

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

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

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

This study conducts a comparative analysis of three advanced Deep Reinforcement Learning models: Deep Q-Networks (DQN), Proximal Policy Optimization (PPO), and Advantage Actor-Critic (A2C), within the BreakOut Atari game environment. Our…

Machine Learning · Computer Science 2024-07-22 Neil De La Fuente , Daniel A. Vidal Guerra

Recent advances in deep reinforcement learning (RL) have led to considerable progress in many 2-player zero-sum games, such as Go, Poker and Starcraft. The purely adversarial nature of such games allows for conceptually simple and…