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We present two recursive strategy improvement algorithms for solving simple stochastic games. First we present an algorithm for solving SSGs of degree $d$ that uses at most $O\left(\left\lfloor(d+1)^2/2\right\rfloor^{n/2}\right)$…

Data Structures and Algorithms · Computer Science 2021-10-05 Xavier Badin de Montjoye

Achieving robust coordination and cooperation is a central challenge in multi-agent reinforcement learning (MARL). Uncovering the mechanisms underlying such emergent behaviors calls for a dynamical understanding of learn processes. In this…

Physics and Society · Physics 2026-01-13 Yuxin Geng , Wolfram Barfuss , Feng Fu , Xingru Chen

We consider an N-player hierarchical game in which the i-th player's objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of…

Optimization and Control · Mathematics 2024-01-26 Shisheng Cui , Uday V. Shanbhag , Mathias Staudigl

In recent years, state-of-the-art game-playing agents often involve policies that are trained in self-playing processes where Monte Carlo tree search (MCTS) algorithms and trained policies iteratively improve each other. The strongest…

Machine Learning · Computer Science 2019-05-16 Dennis J. N. J. Soemers , Éric Piette , Matthew Stephenson , Cameron Browne

Adversarial optimization algorithms that explicitly search for flaws in agents' policies have been successfully applied to finding robust and diverse policies in multi-agent settings. However, the success of adversarial optimization has…

Artificial Intelligence · Computer Science 2025-11-13 Niklas Lauffer , Ameesh Shah , Micah Carroll , Sanjit A. Seshia , Stuart Russell , Michael Dennis

The study of evolutionary games with pairwise local interactions has been of interest to many different disciplines. Also local interactions with multiple opponents had been considered, although always for a fixed amount of players. In many…

Physics and Society · Physics 2022-04-06 Natalia L. Kontorovsky , Juan Pablo Pinasco , Federico Vazquez

Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…

Computer Science and Game Theory · Computer Science 2026-02-23 Christine Konicki , Mithun Chakraborty , Michael P. Wellman

This article discusses two contributions to decision-making in complex partially observable stochastic games. First, we apply two state-of-the-art search techniques that use Monte-Carlo sampling to the task of approximating a…

Computer Science and Game Theory · Computer Science 2014-01-21 Marc Ponsen , Steven de Jong , Marc Lanctot

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Machine Learning · Computer Science 2024-05-07 Yingjie Fei , Ruitu Xu

Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of…

Machine Learning · Computer Science 2020-06-19 Yonathan Efroni , Lior Shani , Aviv Rosenberg , Shie Mannor

We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…

Machine Learning · Computer Science 2021-12-28 Han Zhong , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

Recent advances in deep learning have enabled optimization of deep reactive policies (DRPs) for continuous MDP planning by encoding a parametric policy as a deep neural network and exploiting automatic differentiation in an end-to-end…

Artificial Intelligence · Computer Science 2022-03-25 Siow Meng Low , Akshat Kumar , Scott Sanner

To achieve sample efficiency in reinforcement learning (RL), it necessitates efficiently exploring the underlying environment. Under the offline setting, addressing the exploration challenge lies in collecting an offline dataset with…

Machine Learning · Computer Science 2022-02-15 Shuang Qiu , Jieping Ye , Zhaoran Wang , Zhuoran Yang

Despite its groundbreaking success, multi-agent reinforcement learning (MARL) still suffers from instability and nonstationarity. Replicator dynamics, the most well-known model from evolutionary game theory (EGT), provide a theoretical…

Machine Learning · Computer Science 2025-01-28 Tuo Zhang , Leonardo Stella , Julian Barreiro-Gomez

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling

In the past decade, motivated by the putative failure of naive self-play deep reinforcement learning (DRL) in adversarial imperfect-information games, researchers have developed numerous DRL algorithms based on fictitious play (FP), double…

Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings have many theoretical results, resets are often unrealistic…

Optimization and Control · Mathematics 2026-01-13 Bianca Marin Moreno , Margaux Brégère , Pierre Gaillard , Nadia Oudjane

This paper studies the problem of data collection for policy evaluation in Markov decision processes (MDPs). In policy evaluation, we are given a target policy and asked to estimate the expected cumulative reward it will obtain in an…

Machine Learning · Computer Science 2022-06-22 Subhojyoti Mukherjee , Josiah P. Hanna , Robert Nowak

We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal policy lies in a known policy space. Existing results show…

Machine Learning · Computer Science 2020-08-18 Wenlong Mou , Zheng Wen , Xi Chen

In this paper, we propose a novel meta-learning method in a reinforcement learning setting, based on evolution strategies (ES), exploration in parameter space and deterministic policy gradients. ES methods are easy to parallelize, which is…

Machine Learning · Computer Science 2019-05-09 Yiming Shen , Kehan Yang , Yufeng Yuan , Simon Cheng Liu
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