Related papers: A Black-box Approach for Non-stationary Multi-agen…

We establish that algorithmic experiments in zero-sum games "fail miserably" to confirm the unique, sharp prediction of maxmin equilibration. Contradicting nearly a century of economic thought that treats zero-sum games nearly axiomatically…

Human behaviors are regularized by a variety of norms or regulations, either to maintain orders or to enhance social welfare. If artificially intelligent (AI) agents make decisions on behalf of human beings, we would hope they can also…

We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to…

We develop an operator algebraic framework for infinite games with a continuum of agents and prove that regret based learning dynamics governed by a noncommutative continuity equation converge to a unique quantal response equilibrium under…

Saddle-point optimization problems are an important class of optimization problems with applications to game theory, multi-agent reinforcement learning and machine learning. A majority of the rich literature available for saddle-point…

Multiagent learning settings are inherently more difficult than single-agent learning because each agent interacts with other simultaneously learning agents in a shared environment. An effective approach in multiagent reinforcement learning…

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…

We tackle the problem of learning equilibria in simulation-based games. In such games, the players' utility functions cannot be described analytically, as they are given through a black-box simulator that can be queried to obtain noisy…

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…

Recent developments in deep reinforcement learning are concerned with creating decision-making agents which can perform well in various complex domains. A particular approach which has received increasing attention is multi-agent…

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

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…

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…

This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically…

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become…