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This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

In the case of the two-person zero-sum stochastic game with a central controller, this paper proposes a best collaborative behavior search and selection algorithm based on reinforcement learning, in response to how to choose the best…

Robotics · Computer Science 2019-10-01 Yunkai Wang , Shenhan Jia , Zexi Chen , Zheyuan Huang , Rong Xiong

We investigate multi-agent reinforcement learning for stochastic games with complex tasks, where the reward functions are non-Markovian. We utilize reward machines to incorporate high-level knowledge of complex tasks. We develop an…

Multiagent Systems · Computer Science 2023-08-30 Jueming Hu , Jean-Raphael Gaglione , Yanze Wang , Zhe Xu , Ufuk Topcu , Yongming Liu

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

Artificial Intelligence · Computer Science 2019-01-09 Jordi Grau-Moya , Felix Leibfried , Haitham Bou-Ammar

In this paper, we study the problem of learning in quantum games - and other classes of semidefinite games - with scalar, payoff-based feedback. For concreteness, we focus on the widely used matrix multiplicative weights (MMW) algorithm…

Computer Science and Game Theory · Computer Science 2023-11-07 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…

Machine Learning · Computer Science 2021-01-13 Constantinos Daskalakis , Dylan J. Foster , Noah Golowich

We address the challenge of learning factored policies in cooperative MARL scenarios. In particular, we consider the situation in which a team of agents collaborates to optimize a common cost. The goal is to obtain factored policies that…

Machine Learning · Computer Science 2021-04-28 Lucas Cassano , Ali H. Sayed

Cooperative multi-agent reinforcement learning (MARL) commonly adopts centralized training with decentralized execution, where value-factorization methods enforce the individual-global-maximum (IGM) principle so that decentralized greedy…

Artificial Intelligence · Computer Science 2026-02-13 Chengrui Qu , Christopher Yeh , Kishan Panaganti , Eric Mazumdar , Adam Wierman

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Federated Learning (FL) has gained prominence as a decentralized machine learning paradigm, allowing clients to collaboratively train a global model while preserving data privacy. Despite its potential, FL faces significant challenges in…

Machine Learning · Computer Science 2025-01-07 Simin Javaherian , Bryce Turney , Li Chen , Nian-Feng Tzeng

We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…

Computer Science and Game Theory · Computer Science 2019-11-22 Wenjie Huang , Pham Viet Hai , William B. Haskell

Developing Large Language Models (LLMs) to cooperate and compete effectively within multi-agent systems (MASs) is a critical step towards more advanced intelligence. While reinforcement learning (RL) has proven effective for enhancing…

Artificial Intelligence · Computer Science 2026-02-13 Huining Yuan , Zelai Xu , Zheyue Tan , Xiangmin Yi , Mo Guang , Kaiwen Long , Haojia Hui , Boxun Li , Xinlei Chen , Bo Zhao , Xiao-Ping Zhang , Chao Yu , Yu Wang

This paper addresses the challenge of limited observations in non-cooperative multi-agent systems where agents can have partial access to other agents' actions. We present the generalized individual Q-learning dynamics that combine…

Computer Science and Game Theory · Computer Science 2024-09-05 Ahmed Said Donmez , Muhammed O. Sayin

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

The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…

Computer Science and Game Theory · Computer Science 2023-07-27 Aamal Hussain , Francesco Belardinelli , Georgios Piliouras

Deep Q-learning has achieved significant success in single-agent decision making tasks. However, it is challenging to extend Q-learning to large-scale multi-agent scenarios, due to the explosion of action space resulting from the complex…

Multiagent Systems · Computer Science 2019-10-14 Ming Zhou , Yong Chen , Ying Wen , Yaodong Yang , Yufeng Su , Weinan Zhang , Dell Zhang , Jun Wang

In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…

Optimization and Control · Mathematics 2026-02-10 Yiyuan Wang

Value decomposition methods have gained popularity in the field of cooperative multi-agent reinforcement learning. However, almost all existing methods follow the principle of Individual Global Max (IGM) or its variants, which limits their…

Multiagent Systems · Computer Science 2023-05-18 Zhiwei Xu , Bin Zhang , Dapeng Li , Guangchong Zhou , Zeren Zhang , Guoliang Fan

Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…

Optimization and Control · Mathematics 2024-06-05 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang