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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

We study multi-objective reinforcement learning (RL) where an agent's reward is represented as a vector. In settings where an agent competes against opponents, its performance is measured by the distance of its average return vector to a…

Machine Learning · Computer Science 2021-02-08 Tiancheng Yu , Yi Tian , Jingzhao Zhang , Suvrit Sra

Markov games provide a powerful framework for modeling strategic multi-agent interactions in dynamic environments. Traditionally, convergence properties of decentralized learning algorithms in these settings have been established only for…

Multiagent Systems · Computer Science 2025-06-13 Chinmay Maheshwari , Manxi Wu , Shankar Sastry

We propose and analyze a reinforcement learning principle that approximates the Bellman equations by enforcing their validity only along an user-defined space of test functions. Focusing on applications to model-free offline RL with…

Machine Learning · Computer Science 2022-10-13 Andrea Zanette , Martin J. Wainwright

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

Multi-agent imitation learning (MA-IL) aims to learn optimal policies from expert demonstrations of interactions in multi-agent interactive domains. Despite existing guarantees on the performance of the resulting learned policies,…

Machine Learning · Computer Science 2026-02-25 Antoine Bergerault , Volkan Cevher , Negar Mehr

Learning in stochastic games is arguably the most standard and fundamental setting in multi-agent reinforcement learning (MARL). In this paper, we consider decentralized MARL in stochastic games in the non-asymptotic regime. In particular,…

Computer Science and Game Theory · Computer Science 2021-12-17 Zuguang Gao , Qianqian Ma , Tamer Başar , John R. Birge

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

Systems and Control · Electrical Eng. & Systems 2020-10-02 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

We study the problem of learning Nash equilibria in offline two-player zero-sum Markov games. While existing approaches often rely on explicit pessimism to address distribution shift, we show that KL regularization alone suffices to…

Machine Learning · Computer Science 2026-05-14 Claire Chen , Yuheng Zhang , Xinyu Liu , Zixuan Xie , Shuze Daniel Liu , Nan Jiang

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

Markov Games (MG) is an important model for Multi-Agent Reinforcement Learning (MARL). It was long believed that the "curse of multi-agents" (i.e., the algorithmic performance drops exponentially with the number of agents) is unavoidable…

Machine Learning · Computer Science 2024-06-12 Yan Dai , Qiwen Cui , Simon S. Du

Conservatism has led to significant progress in offline reinforcement learning (RL) where an agent learns from pre-collected datasets. However, as many real-world scenarios involve interaction among multiple agents, it is important to…

Machine Learning · Computer Science 2022-04-05 Ling Pan , Longbo Huang , Tengyu Ma , Huazhe Xu

We study offline learning in KL-regularized two-player zero-sum games, where policies are optimized with respect to a fixed reference policy through KL regularization. Prior work relies on pessimistic value estimation to handle distribution…

Computer Science and Game Theory · Computer Science 2026-05-11 Yuheng Zhang , Claire Chen , Nan Jiang

Multi-agent reinforcement learning (MARL) holds great potential but faces robustness challenges due to environmental uncertainty. To address this, distributionally robust Markov games (RMGs) optimize worst-case performance when the…

Machine Learning · Computer Science 2026-05-08 Jingchu Gai , Laixi Shi

Offline zero-shot reinforcement learning (RL) aims to learn agents that optimize unseen reward functions without additional environment interaction. The standard approach to this problem trains task-conditioned policies by sampling task…

Artificial Intelligence · Computer Science 2026-04-29 Nazim Bendib , Nicolas Perrin-Gilbert , Olivier Sigaud

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

Multi-agent Inverse Reinforcement Learning (MAIRL) aims to recover agent reward functions from expert demonstrations. We characterize the feasible reward set in Markov games, identifying all reward functions that rationalize a given…

Machine Learning · Computer Science 2025-11-26 Till Freihaut , Giorgia Ramponi

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

We study the problem of learning an approximate equilibrium in the offline multi-agent reinforcement learning (MARL) setting. We introduce a structural assumption -- the interaction rank -- and establish that functions with low interaction…

Machine Learning · Computer Science 2024-10-03 Wenhao Zhan , Scott Fujimoto , Zheqing Zhu , Jason D. Lee , Daniel R. Jiang , Yonathan Efroni
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