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Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…

Optimization and Control · Mathematics 2020-10-22 Ezra Tampubolon , Holger Boche

A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…

Machine Learning · Computer Science 2023-05-02 Dylan J. Foster , Dean P. Foster , Noah Golowich , Alexander Rakhlin

Despite the success of single-agent reinforcement learning, multi-agent reinforcement learning (MARL) remains challenging due to complex interactions between agents. Motivated by decentralized applications such as sensor networks, swarm…

Machine Learning · Computer Science 2019-01-10 Hoi-To Wai , Zhuoran Yang , Zhaoran Wang , Mingyi Hong

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

We propose a novel constrained reinforcement learning method for finding optimal policies in Markov Decision Processes while satisfying temporal logic constraints with a desired probability throughout the learning process. An…

Robotics · Computer Science 2021-09-07 Derya Aksaray , Yasin Yazicioglu , Ahmet Semi Asarkaya

This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

In recent years, constrained optimization has become increasingly relevant to the machine learning community, with applications including Neyman-Pearson classification, robust optimization, and fair machine learning. A natural approach to…

Machine Learning · Computer Science 2018-10-02 Andrew Cotter , Heinrich Jiang , Karthik Sridharan

Offline reinforcement learning (RL), which refers to decision-making from a previously-collected dataset of interactions, has received significant attention over the past years. Much effort has focused on improving offline RL practicality…

Machine Learning · Computer Science 2022-11-03 Paria Rashidinejad , Hanlin Zhu , Kunhe Yang , Stuart Russell , Jiantao Jiao

Multi-agent reinforcement learning (MARL) lies at the heart of a plethora of applications involving the interaction of a group of agents in a shared unknown environment. A prominent framework for studying MARL is Markov games, with the goal…

Machine Learning · Computer Science 2025-02-17 Tong Yang , Bo Dai , Lin Xiao , Yuejie Chi

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement…

Machine Learning · Computer Science 2022-07-12 Pier Giuseppe Sessa , Maryam Kamgarpour , Andreas Krause

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…

Machine Learning · Computer Science 2021-12-30 Angeliki Kamoutsi , Goran Banjac , John Lygeros

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…

Machine Learning · Computer Science 2022-08-08 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Mihailo R. Jovanović

Multi-agent reinforcement learning (MARL), as a thriving field, explores how multiple agents independently make decisions in a shared dynamic environment. Due to environmental uncertainties, policies in MARL must remain robust to tackle the…

Machine Learning · Computer Science 2025-12-02 Na Li , Zewu Zheng , Wei Ni , Hangguan Shan , Wenjie Zhang , Xinyu Li

We consider online learning for episodic stochastically constrained Markov decision processes (CMDPs), which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the…

Machine Learning · Computer Science 2021-10-19 Shuang Qiu , Xiaohan Wei , Zhuoran Yang , Jieping Ye , Zhaoran Wang

In cooperative stochastic games multiple agents work towards learning joint optimal actions in an unknown environment to achieve a common goal. In many real-world applications, however, constraints are often imposed on the actions that can…

Multiagent Systems · Computer Science 2020-07-14 Raghuram Bharadwaj Diddigi , Sai Koti Reddy Danda , Prabuchandran K. J. , Shalabh Bhatnagar

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

We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…

Machine Learning · Computer Science 2025-03-18 Debmalya Mandal , Goran Radanovic

A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…

Machine Learning · Computer Science 2023-09-22 Miguel Calvo-Fullana , Santiago Paternain , Luiz F. O. Chamon , Alejandro Ribeiro