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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

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

Machine Learning · Computer Science 2024-01-18 Zhou Lu , Qiuyi Zhang , Xinyi Chen , Fred Zhang , David Woodruff , Elad Hazan

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

Zero-shot coordination problem in multi-agent reinforcement learning (MARL), which requires agents to adapt to unseen agents, has attracted increasing attention. Traditional approaches often rely on the Self-Play (SP) framework to generate…

Multiagent Systems · Computer Science 2024-11-05 Weifan Long , Wen Wen , Peng Zhai , Lihua Zhang

This paper considers multi-agent reinforcement learning (MARL) where the rewards are received after delays and the delay time varies across agents and across time steps. Based on the V-learning framework, this paper proposes MARL algorithms…

Multiagent Systems · Computer Science 2023-05-17 Yuyang Zhang , Runyu Zhang , Yuantao Gu , Na Li

Multi-agent reinforcement learning (MARL) has witnessed a remarkable surge in interest, fueled by the empirical success achieved in applications of single-agent reinforcement learning (RL). In this study, we consider a distributed…

Artificial Intelligence · Computer Science 2025-07-30 Han-Dong Lim , Donghwan Lee

We study how representation learning can improve the efficiency of bandit problems. We study the setting where we play $T$ linear bandits with dimension $d$ concurrently, and these $T$ bandit tasks share a common $k (\ll d)$ dimensional…

Machine Learning · Computer Science 2021-05-06 Jiaqi Yang , Wei Hu , Jason D. Lee , Simon S. Du

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing…

Machine Learning · Computer Science 2024-05-06 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…

Machine Learning · Computer Science 2024-09-11 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

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 study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…

Computer Science and Game Theory · Computer Science 2024-10-10 Fivos Kalogiannis , Jingming Yan , Ioannis Panageas

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

Reinforcement learning (RL) in large environments often suffers from severe computational bottlenecks, as conventional regret minimization algorithms require repeated, costly calls to planning and statistical estimation oracles. While…

Machine Learning · Computer Science 2026-05-04 Haichen Hu , Jian Qian , David Simchi-Levi

In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu

Much of the advancement in Multi-Agent Reinforcement Learning (MARL) for imperfect-information games has historically depended on the manual, iterative refinement of algorithmic baselines. Recently, evolutionary coding agents powered by…

Computer Science and Game Theory · Computer Science 2026-05-11 Zun Li , John Schultz , Daniel Hennes , Marc Lanctot

It has long been recognized that multi-agent reinforcement learning (MARL) faces significant scalability issues due to the fact that the size of the state and action spaces are exponentially large in the number of agents. In this paper, we…

Optimization and Control · Mathematics 2020-06-12 Guannan Qu , Yiheng Lin , Adam Wierman , Na Li

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

When solving two-player zero-sum games, multi-agent reinforcement learning (MARL) algorithms often create populations of agents where, at each iteration, a new agent is discovered as the best response to a mixture over the opponent…

Artificial Intelligence · Computer Science 2021-11-02 Xidong Feng , Oliver Slumbers , Ziyu Wan , Bo Liu , Stephen McAleer , Ying Wen , Jun Wang , Yaodong Yang

Recently a multi-agent variant of the classical multi-armed bandit was proposed to tackle fairness issues in online learning. Inspired by a long line of work in social choice and economics, the goal is to optimize the Nash social welfare…

Machine Learning · Computer Science 2022-09-27 Matthew Jones , Huy Lê Nguyen , Thy Nguyen