Related papers: A Policy-Gradient Approach to Solving Imperfect-In…
Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…
Decomposition, i.e. independently analyzing possible subgames, has proven to be an essential principle for effective decision-making in perfect information games. However, in imperfect information games, decomposition has proven to be…
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…
In multiagent environments, the capability of learning is important for an agent to behave appropriately in face of unknown opponents and dynamic environment. From the system designer's perspective, it is desirable if the agents can learn…
Extensive-form games (EFGs) model finite sequential interactions between players. The amount of memory required to represent these games is the main bottleneck of algorithms for computing optimal strategies and the size of these strategies…
To learn good joint policies for multi-agent collaboration with imperfect information remains a fundamental challenge. While for two-player zero-sum games, coordinate-ascent approaches (optimizing one agent's policy at a time, e.g.,…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…
We introduce the first direct policy search algorithm which provably converges to the globally optimal $\textit{dynamic}$ filter for the classical problem of predicting the outputs of a linear dynamical system, given noisy, partial…
A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization…
Projected policy gradient (PPG) is a basic policy optimization method in reinforcement learning. Given access to exact policy evaluations, previous studies have established the sublinear convergence of PPG for sufficiently small step sizes…
Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…
Imperfect-information multiplayer games test whether agents can act under hidden information, sparse rewards, and non-stationary opponents. We study these challenges in Big 2, a four-player imperfect-information card game. We develop a…
In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…
This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…
We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning…
Many real-world applications can be described as large-scale games of imperfect information. To deal with these challenging domains, prior work has focused on computing Nash equilibria in a handcrafted abstraction of the domain. In this…
We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…