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Data-driven modeling increasingly requires to find a Nash equilibrium in multi-player games, e.g. when training GANs. In this paper, we analyse a new extra-gradient method for Nash equilibrium finding, that performs gradient extrapolations…

We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after…

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

Efficiently learning equilibria with large state and action spaces in general-sum Markov games while overcoming the curse of multi-agency is a challenging problem. Recent works have attempted to solve this problem by employing independent…

Machine Learning · Computer Science 2024-03-21 Junyi Fan , Yuxuan Han , Jialin Zeng , Jian-Feng Cai , Yang Wang , Yang Xiang , Jiheng Zhang

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

Optimization and Control · Mathematics 2021-07-15 Barbara Franci , Sergio Grammatico

Repeated games consider a situation where multiple agents are motivated by their independent rewards throughout learning. In general, the dynamics of their learning become complex. Especially when their rewards compete with each other like…

Computer Science and Game Theory · Computer Science 2023-05-23 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

Motivated by Generative Adversarial Networks, we study the computation of Nash equilibrium in concave network zero-sum games (NZSGs), a multiplayer generalization of two-player zero-sum games first proposed with linear payoffs. Extending…

Machine Learning · Computer Science 2020-07-13 Amit Kadan , Hu Fu

Due to recent breakthroughs, reinforcement learning (RL) has demonstrated impressive performance in challenging sequential decision-making problems. However, an open question is how to make RL cope with partial observability which is…

Machine Learning · Computer Science 2021-04-23 Stephan Weigand , Pascal Klink , Jan Peters , Joni Pajarinen

Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an…

Offline Reinforcement Learning (RL) enables policy improvement from fixed datasets without online interactions, making it highly suitable for real-world applications lacking efficient simulators. Despite its success in the single-agent…

Multiagent Systems · Computer Science 2025-10-15 Jingxiao Chen , Weiji Xie , Weinan Zhang , Yong yu , Ying Wen

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

Integration of reinforcement learning and imitation learning is an important problem that has been studied for a long time in the field of intelligent robotics. Reinforcement learning optimizes policies to maximize the cumulative reward,…

Machine Learning · Computer Science 2023-01-18 Akira Kinose , Tadahiro Taniguchi

Autonomous driving (AD) requires safe and reliable decision-making among interacting agents, e.g., vehicles, bicycles, and pedestrians. Multi-agent reinforcement learning (MARL) modeled by Markov games (MGs) provides a suitable framework to…

Systems and Control · Electrical Eng. & Systems 2026-03-20 Huiwen Yan , Mushuang Liu

Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…

Computer Science and Game Theory · Computer Science 2023-11-30 Revan MacQueen , James R. Wright

Reinforcement learning (RL) is a central problem in artificial intelligence. This problem consists of defining artificial agents that can learn optimal behaviour by interacting with an environment -- where the optimal behaviour is defined…

Offline multi-agent reinforcement learning in general-sum settings is challenged by the distribution shift between logged datasets and target equilibrium policies. While standard methods rely on manual pessimistic penalties, we demonstrate…

Machine Learning · Computer Science 2026-05-19 Claire Chen , Yuheng Zhang

We study multi-objective reinforcement learning (RL) where an agent's reward is represented as a vector. In settings where an agent competes against opponents, its performance is measured by the distance of its average return vector to a…

Machine Learning · Computer Science 2021-02-08 Tiancheng Yu , Yi Tian , Jingzhao Zhang , Suvrit Sra

Reinforcement Learning (RL) methods are typically sample-inefficient, making it challenging to train and deploy RL-policies in real world robots. Even a robust policy trained in simulation requires a real-world deployment to assess their…

Machine Learning · Computer Science 2023-10-06 Pulkit Katdare , Nan Jiang , Katherine Driggs-Campbell

We study reinforcement learning for partially observed Markov decision processes (POMDPs) with infinite observation and state spaces, which remains less investigated theoretically. To this end, we make the first attempt at bridging partial…

Machine Learning · Computer Science 2024-04-02 Qi Cai , Zhuoran Yang , Zhaoran Wang

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour