Related papers: Near-Optimal Reinforcement Learning with Self-Play…
Recent advancements in multi-agent reinforcement learning (MARL) have demonstrated its application potential in modern games. Beginning with foundational work and progressing to landmark achievements such as AlphaStar in StarCraft II and…
We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…
A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…
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…
Multi-agent Reinforcement Learning (MARL) is a powerful tool for training autonomous agents acting independently in a common environment. However, it can lead to sub-optimal behavior when individual incentives and group incentives diverge.…
Multi-agent reinforcement learning (MARL) has emerged as a powerful paradigm for solving complex problems through agents' cooperation and competition, finding widespread applications across domains. Despite its success, MARL faces a…
We study a regret minimization problem with the existence of multiple best/near-optimal arms in the multi-armed bandit setting. We consider the case when the number of arms/actions is comparable or much larger than the time horizon, and…
Learning Nash equilibrium (NE) in complex zero-sum games with multi-agent reinforcement learning (MARL) can be extremely computationally expensive. Curriculum learning is an effective way to accelerate learning, but an under-explored…
We study learning in a dynamically evolving environment modeled as a Markov game between a learner and a strategic opponent that can adapt to the learner's strategies. While most existing works in Markov games focus on external regret as…
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…
In this paper, we study risk-sensitive Reinforcement Learning (RL), focusing on the objective of Conditional Value at Risk (CVaR) with risk tolerance $\tau$. Starting with multi-arm bandits (MABs), we show the minimax CVaR regret rate is…
Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…
We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic convergence rates. We start from the case of stateless matrix game…
Deep reinforcement learning has achieved impressive successes yet often requires a very large amount of interaction data. This result is perhaps unsurprising, as using complicated function approximation often requires more data to fit, and…
We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…
This paper investigates the model-based methods in multi-agent reinforcement learning (MARL). We specify the dynamics sample complexity and the opponent sample complexity in MARL, and conduct a theoretic analysis of return discrepancy upper…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…
Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…
We consider the problem where $M$ agents interact with $M$ identical and independent environments with $S$ states and $A$ actions using reinforcement learning for $T$ rounds. The agents share their data with a central server to minimize…
Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…