Related papers: Asynchronous Gradient Play in Zero-Sum Multi-agent…

We study the question of obtaining last-iterate convergence rates for no-regret learning algorithms in multi-player games. We show that the optimistic gradient (OG) algorithm with a constant step-size, which is no-regret, achieves a…

Recently, Daskalakis, Fishelson, and Golowich (DFG) (NeurIPS`21) showed that if all agents in a multi-player general-sum normal-form game employ Optimistic Multiplicative Weights Update (OMWU), the external regret of every player is…

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Motivated by the pursuit of a systematic computational and algorithmic understanding of Generative Adversarial Networks (GANs), we present a simple yet unified non-asymptotic local convergence theory for smooth two-player games, which…

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…

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…

In this work, we establish a frequency-domain framework for analyzing gradient-based algorithms in linear minimax optimization problems; specifically, our approach is based on the Z-transform, a powerful tool applied in Control Theory and…

Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…

We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we show that the induced sequence of play (a) converges to Nash…

Game theory provides essential analysis in many applications of strategic interactions. However, the question of how to construct a game model and what is its fidelity is seldom addressed. In this work, we consider learning in a class of…

We propose a novel independent and payoff-based learning framework for stochastic games that is model-free, game-agnostic, and gradient-free. The learning dynamics follow a best-response-type actor-critic architecture, where agents update…

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Learning algorithms are often used to make decisions in sequential decision-making environments. In multi-agent settings, the decisions of each agent can affect the utilities/losses of the other agents. Therefore, if an agent is good at…

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…