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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

We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure…

Machine Learning · Computer Science 2019-09-09 Harikrishna Narasimhan , Andrew Cotter , Maya Gupta

We consider the problem of learning discriminative representations for data in a high-dimensional space with distribution supported on or around multiple low-dimensional linear subspaces. That is, we wish to compute a linear injective map…

Machine Learning · Statistics 2022-10-07 Druv Pai , Michael Psenka , Chih-Yuan Chiu , Manxi Wu , Edgar Dobriban , Yi Ma

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

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

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…

Computer Science and Game Theory · Computer Science 2015-01-07 Omid Namvar Gharehshiran , William Hoiles , Vikram Krishnamurthy

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

We propose a discrete time graphon game formulation on continuous state and action spaces using a representative player to study stochastic games with heterogeneous interaction among agents. This formulation admits both philosophical and…

Optimization and Control · Mathematics 2024-06-07 Fuzhong Zhou , Chenyu Zhang , Xu Chen , Xuan Di

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

We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of the…

Machine Learning · Computer Science 2023-07-11 Zhaoyi Zhou , Zaiwei Chen , Yiheng Lin , Adam Wierman

This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…

Machine Learning · Computer Science 2022-05-05 Lorenzo Steccanella , Anders Jonsson

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Machine Learning · Computer Science 2025-01-03 Nianli Peng , Yilin Wang

Multi-agent reinforcement learning, despite its popularity and empirical success, faces significant scalability challenges in large-population dynamic games. Graphon mean field games (GMFGs) offer a principled framework for approximating…

Optimization and Control · Mathematics 2025-06-09 Philipp Plank , Yufei Zhang

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…

Artificial Intelligence · Computer Science 2013-01-07 Michail Lagoudakis , Ron Parr

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

Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…

Machine Learning · Computer Science 2019-06-04 Zeyu Jia , Lin F. Yang , Mengdi Wang

This paper proposes new, end-to-end deep reinforcement learning algorithms for learning two-player zero-sum Markov games. Different from prior efforts on training agents to beat a fixed set of opponents, our objective is to find the Nash…

Machine Learning · Computer Science 2023-03-08 Zihan Ding , Dijia Su , Qinghua Liu , Chi Jin