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We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

Computer Science and Game Theory · Computer Science 2025-10-01 Sam Ganzfried

Multi-agent interactions are increasingly important in the context of reinforcement learning, and the theoretical foundations of policy gradient methods have attracted surging research interest. We investigate the global convergence of…

Optimization and Control · Mathematics 2023-03-21 Sarath Pattathil , Kaiqing Zhang , Asuman Ozdaglar

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…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

Artificial Intelligence · Computer Science 2020-06-15 Edward Lockhart , Marc Lanctot , Julien Pérolat , Jean-Baptiste Lespiau , Dustin Morrill , Finbarr Timbers , Karl Tuyls

We study the problem of computing an Extensive-Form Perfect Equilibrium (EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium requiring resilience w.r.t. a specific vanishing perturbation (representing mistakes of…

Computer Science and Game Theory · Computer Science 2016-11-16 Gabriele Farina , Nicola Gatti

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic utility are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum…

Optimization and Control · Mathematics 2020-09-07 René Carmona , Kenza Hamidouche , Mathieu Laurière , Zongjun Tan

Extensive-form games with imperfect recall are an important game-theoretic model that allows a compact representation of strategies in dynamic strategic interactions. Practical use of imperfect recall games is limited due to negative…

Computer Science and Game Theory · Computer Science 2017-05-25 Branislav Bosansky , Jiri Cermak , Karel Horak , Michal Pechoucek

In general, two-agent decision-making problems can be modeled as a two-player game, and a typical solution is to find a Nash equilibrium in such game. Counterfactual regret minimization (CFR) is a well-known method to find a Nash…

Computer Science and Game Theory · Computer Science 2020-12-07 Huale Li , Xuan Wang , Shuhan Qi , Jiajia Zhang , Yang Liu , Yulin Wu , Fengwei Jia

Learning in stochastic games is a notoriously difficult problem because, in addition to each other's strategic decisions, the players must also contend with the fact that the game itself evolves over time, possibly in a very complicated…

Computer Science and Game Theory · Computer Science 2022-10-18 Angeliki Giannou , Kyriakos Lotidis , Panayotis Mertikopoulos , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We study the performance of policy gradient methods for the subclass of Markov games known as Markov potential games (MPGs), which extends the notion of normal-form potential games to the stateful setting and includes the important special…

Multiagent Systems · Computer Science 2022-06-16 Dingyang Chen , Qi Zhang , Thinh T. Doan

We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…

Machine Learning · Computer Science 2024-03-12 Min Cheng , Ruida Zhou , P. R. Kumar , Chao Tian

We present an algorithm for computing evolutionarily stable strategies (ESSs) in symmetric perfect-recall extensive-form games of imperfect information. Our main algorithm is for two-player games, and we describe how it can be extended to…

Computer Science and Game Theory · Computer Science 2025-12-15 Sam Ganzfried

We present a policy iteration algorithm for the infinite-horizon N-player general-sum deterministic linear quadratic dynamic games and compare it to policy gradient methods. We demonstrate that the proposed policy iteration algorithm is…

Optimization and Control · Mathematics 2024-10-07 Yuxiang Guan , Giulio Salizzoni , Maryam Kamgarpour , Tyler H. Summers

We study the long-term behavior of the fictitious play process in repeated extensive-form games of imperfect information with perfect recall. Each player maintains incorrect beliefs that the moves at all information sets, except the one at…

Computer Science and Game Theory · Computer Science 2025-04-28 Jason Castiglione , Gürdal Arslan

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales

Multi-agent reinforcement learning has been successfully applied to fully-cooperative and fully-competitive environments, but little is currently known about mixed cooperative/competitive environments. In this paper, we focus on a…

Machine Learning · Computer Science 2021-10-22 Roy Fox , Stephen McAleer , Will Overman , Ioannis Panageas

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

Cooperative games are those in which both agents share the same payoff structure. Value-based reinforcement-learning algorithms, such as variants of Q-learning, have been applied to learning cooperative games, but they only apply when the…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Kee-Eung Kim , Nicolas Meuleau , Leslie Pack Kaelbling