English
Related papers

Related papers: Finite-sample Guarantees for Nash Q-learning with …

200 papers

Multi-agent reinforcement learning (MARL) has achieved notable success in cooperative tasks, demonstrating impressive performance and scalability. However, deploying MARL agents in real-world applications presents critical safety…

Machine Learning · Computer Science 2024-11-25 Zeyang Li , Navid Azizan

Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by…

Machine Learning · Computer Science 2020-12-15 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

This paper addresses the problem of learning optimal policies for satisfying signal temporal logic (STL) specifications by agents with unknown stochastic dynamics. The system is modeled as a Markov decision process, in which the states…

Systems and Control · Computer Science 2016-09-26 Derya Aksaray , Austin Jones , Zhaodan Kong , Mac Schwager , Calin Belta

We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…

Machine Learning · Computer Science 2023-06-23 Qiwen Cui , Kaiqing Zhang , Simon S. Du

Trust region methods are widely applied in single-agent reinforcement learning problems due to their monotonic performance-improvement guarantee at every iteration. Nonetheless, when applied in multi-agent settings, the guarantee of trust…

Multiagent Systems · Computer Science 2021-06-15 Ying Wen , Hui Chen , Yaodong Yang , Zheng Tian , Minne Li , Xu Chen , Jun Wang

We characterize offline data poisoning attacks on Multi-Agent Reinforcement Learning (MARL), where an attacker may change a data set in an attempt to install a (potentially fictitious) unique Markov-perfect Nash equilibrium for a two-player…

Multiagent Systems · Computer Science 2024-06-19 Young Wu , Jeremy McMahan , Xiaojin Zhu , Qiaomin Xie

Full-sampling (e.g., Q-learning) and pure-expectation (e.g., Expected Sarsa) algorithms are efficient and frequently used techniques in reinforcement learning. Q$(\sigma,\lambda)$ is the first approach unifies them with eligibility trace…

Machine Learning · Computer Science 2019-09-09 Long Yang , Yu Zhang , Qian Zheng , Pengfei Li , Gang Pan

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

Probability · Mathematics 2023-08-30 Liron Ravner , Ran I. Snitkovsky

Multi-agent reinforcement learning (MARL) algorithms often suffer from an exponential sample complexity dependence on the number of agents, a phenomenon known as \emph{the curse of multiagents}. In this paper, we address this challenge by…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Lin F. Yang , Kaiqing Zhang , Tamer Başar

Provably efficient and robust equilibrium computation in general-sum Markov games remains a core challenge in multi-agent reinforcement learning. Nash equilibrium is computationally intractable in general and brittle due to equilibrium…

Machine Learning · Computer Science 2026-03-11 Jake Gonzales , Max Horwitz , Eric Mazumdar , Lillian J. Ratliff

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…

Machine Learning · Computer Science 2021-02-09 Qinghua Liu , Tiancheng Yu , Yu Bai , Chi Jin

We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for the common value function, also known as the master…

Optimization and Control · Mathematics 2025-07-29 Felix Höfer , Mathieu Laurière , H. Mete Soner , Qinxin Yan

This paper develops an unified framework to study finite-sample convergence guarantees of a large class of value-based asynchronous reinforcement learning (RL) algorithms. We do this by first reformulating the RL algorithms as…

Machine Learning · Computer Science 2023-09-06 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

Machine Learning · Computer Science 2026-03-05 Shengbo Wang

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

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…

Machine Learning · Computer Science 2026-04-07 Addison Kalanther , Sanika Bharvirkar , Shankar Sastry , Chinmay Maheshwari

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Optimization and Control · Mathematics 2025-09-04 Anran Hu , Junzi Zhang