Related papers: Convergence of Decentralized Actor-Critic Algorith…
In this paper, a novel decentralized intelligent adaptive optimal strategy has been developed to solve the pursuit-evasion game for massive Multi-Agent Systems (MAS) under uncertain environment. Existing strategies for pursuit-evasion games…
This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…
We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to…
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…
This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…
This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…
Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…
We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…
Motivated by applications in risk-sensitive reinforcement learning, we study mean-variance optimization in a discounted reward Markov Decision Process (MDP). Specifically, we analyze a Temporal Difference (TD) learning algorithm with linear…
This paper studies the problem of decentralized learning of Coarse Correlated Equilibrium (CCE) in aggregative Markov games (AMGs), where each agent's instantaneous reward depends only on its own action and an aggregate quantity. Existing…
We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…
The study of decentralized learning or independent learning in cooperative multi-agent reinforcement learning has a history of decades. Recently empirical studies show that independent PPO (IPPO) can obtain good performance, close to or…
In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…
Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…
Many reality tasks such as robot coordination can be naturally modelled as multi-agent cooperative system where the rewards are sparse. This paper focuses on learning decentralized policies for such tasks using sub-optimal demonstration. To…
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 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…
Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…
While various multi-agent reinforcement learning methods have been proposed in cooperative settings, few works investigate how self-interested learning agents achieve mutual coordination in decentralized general-sum games and generalize…
We investigate convergence of decentralized fictitious play (DFP) in near-potential games, wherein agents preferences can almost be captured by a potential function. In DFP agents keep local estimates of other agents' empirical frequencies,…