Related papers: Near-Optimal Reinforcement Learning with Self-Play…

Reverse Kullback-Leibler (KL) divergence-based regularization with respect to a fixed reference policy is widely used in modern reinforcement learning to preserve the desired traits of the reference policy and sometimes to promote…

The Competing Bandits framework is a recently emerging area that integrates multi-armed bandits in online learning with stable matching in game theory. While conventional models assume that all players and arms are constantly available, in…

We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…

No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…

The focus of this paper is a Bayesian framework for solving a class of problems termed multi-agent inverse reinforcement learning (MIRL). Compared to the well-known inverse reinforcement learning (IRL) problem, MIRL is formalized in the…

We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…

Self-play, a learning paradigm where agents iteratively refine their policies by interacting with historical or concurrent versions of themselves or other evolving agents, has shown remarkable success in solving complex non-cooperative…

Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

Learning in stochastic games is arguably the most standard and fundamental setting in multi-agent reinforcement learning (MARL). In this paper, we consider decentralized MARL in stochastic games in the non-asymptotic regime. In particular,…

This study considers the partial monitoring problem with $k$-actions and $d$-outcomes and provides the first best-of-both-worlds algorithms, whose regrets are favorably bounded both in the stochastic and adversarial regimes. In particular,…

We study the reinforcement learning problem in the setting of finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states, $A$ actions, and episode length $H$. We propose a model-free algorithm UCB-Advantage and prove that it…

This paper presents an algorithmic framework for learning robust policies in asymmetric imperfect-information games, where the joint reward could depend on the uncertain opponent type (a private information known only to the opponent itself…

Classical multi-agent reinforcement learning (MARL) assumes risk neutrality and complete objectivity for agents. However, in settings where agents need to consider or model human economic or social preferences, a notion of risk must be…

In multi-agent reinforcement learning (MARL) and game theory, agents repeatedly interact and revise their strategies as new data arrives, producing a sequence of strategy profiles. This paper studies sequences of strategies satisfying a…

Cooperative Multi-agent Reinforcement Learning (MARL) is crucial for cooperative decentralized decision learning in many domains such as search and rescue, drone surveillance, package delivery and fire fighting problems. In these domains, a…

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

Markov games (MGs) provide a mathematical foundation for multi-agent reinforcement learning (MARL), enabling self-interested agents to learn their optimal policies while interacting with others in a shared environment. However, due to the…

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…