Related papers: Offline Learning in Markov Games with General Func…

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…

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

This paper presents a novel data-driven approach for approximating the $\varepsilon$-Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agents interact with each other through their dynamics and…

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…

We study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…

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…

In offline reinforcement learning (RL) we have no opportunity to explore so we must make assumptions that the data is sufficient to guide picking a good policy, taking the form of assuming some coverage, realizability, Bellman completeness,…

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

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…

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…

Recent studies on online reinforcement learning (RL) have demonstrated the advantages of learning multiple behaviors from a single task, as in the case of few-shot adaptation to a new environment. Although this approach is expected to yield…

Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…

Reinforcement learning (RL) has been widely adopted for controlling and optimizing complex engineering systems such as next-generation wireless networks. An important challenge in adopting RL is the need for direct access to the physical…

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

We study offline reinforcement learning (RL) which seeks to learn a good policy based on a fixed, pre-collected dataset. A fundamental challenge behind this task is the distributional shift due to the dataset lacking sufficient exploration,…

Multi-agent reinforcement learning (MARL) is increasingly used to design learning-enabled agents that interact in shared environments. However, training MARL algorithms in general-sum games remains challenging: learning dynamics can become…