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This paper introduces a new approach for approximating the learning dynamics of multiple reinforcement learning (RL) agents interacting in a finite-state Markov game. The idea is to rescale the learning process by simultaneously reducing…

Machine Learning · Statistics 2025-06-27 Yann Kerzreho

We consider the optimal sample complexity theory of tabular reinforcement learning (RL) for maximizing the infinite horizon discounted reward in a Markov decision process (MDP). Optimal worst-case complexity results have been developed for…

Machine Learning · Computer Science 2023-10-03 Shengbo Wang , Jose Blanchet , Peter Glynn

Learning stationary policies in infinite-horizon general-sum Markov games (MGs) remains a fundamental open problem in Multi-Agent Reinforcement Learning (MARL). While stationary strategies are preferred for their practicality, computing…

Multiagent Systems · Computer Science 2026-02-16 Yizhou Zhang , Eric Mazumdar

A unique challenge in Multi-Agent Reinforcement Learning (MARL) is the curse of multiagency, where the description length of the game as well as the complexity of many existing learning algorithms scale exponentially with the number of…

Machine Learning · Computer Science 2023-03-03 Yuanhao Wang , Qinghua Liu , Yu Bai , Chi Jin

We study robust Markov games (RMG) with $s$-rectangular uncertainty. We show a general equivalence between computing a robust Nash equilibrium (RNE) of a $s$-rectangular RMG and computing a Nash equilibrium (NE) of an appropriately…

Computer Science and Game Theory · Computer Science 2024-06-14 Jeremy McMahan , Giovanni Artiglio , Qiaomin Xie

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

Machine Learning · Computer Science 2024-06-04 Jiawei Huang , Niao He , Andreas Krause

The empirical success of Multi-agent reinforcement learning is encouraging, while few theoretical guarantees have been revealed. In this work, we prove that the plug-in solver approach, probably the most natural reinforcement learning…

Machine Learning · Computer Science 2020-12-01 Qiwen Cui , Lin F. Yang

In multi-agent reinforcement learning, the behaviors that agents learn in a single Markov Game (MG) are typically confined to the given agent number. Every single MG induced by varying the population may possess distinct optimal joint…

Machine Learning · Computer Science 2023-06-06 Shenao Zhang , Li Shen , Lei Han , Li Shen

In many computational science and engineering applications, the output of a system of interest corresponding to a given input can be queried at different levels of fidelity with different costs. Typically, low-fidelity data is cheap and…

Machine Learning · Computer Science 2022-06-13 Sami Khairy , Prasanna Balaprakash

Reinforcement learning has significant applications for multi-agent systems, especially in unknown dynamic environments. However, most multi-agent reinforcement learning (MARL) algorithms suffer from such problems as exponential computation…

Multiagent Systems · Computer Science 2016-04-01 Luowei Zhou , Pei Yang , Chunlin Chen , Yang Gao

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

We study episodic two-player zero-sum Markov games (MGs) in the offline setting, where the goal is to find an approximate Nash equilibrium (NE) policy pair based on a dataset collected a priori. When the dataset does not have uniform…

Machine Learning · Computer Science 2023-01-02 Han Zhong , Wei Xiong , Jiyuan Tan , Liwei Wang , Tong Zhang , Zhaoran Wang , Zhuoran Yang

In this paper, we propose a maximum mutual information (MMI) framework for multi-agent reinforcement learning (MARL) to enable multiple agents to learn coordinated behaviors by regularizing the accumulated return with the mutual information…

Multiagent Systems · Computer Science 2020-06-05 Woojun Kim , Whiyoung Jung , Myungsik Cho , Youngchul Sung

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

Optimization and Control · Mathematics 2021-06-01 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière

Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…

Machine Learning · Computer Science 2026-03-13 Taeho Lee , Donghwan Lee

Cybersecurity defense involves interactions between adversarial parties (namely defenders and hackers), making multi-agent reinforcement learning (MARL) an ideal approach for modeling and learning strategies for these scenarios. This paper…

Multiagent Systems · Computer Science 2025-09-03 Qintong Xie , Edward Koh , Xavier Cadet , Peter Chin

Distributionally Robust Reinforcement Learning (DR-RL) aims to derive a policy optimizing the worst-case performance within a predefined uncertainty set. Despite extensive research, previous DR-RL algorithms have predominantly favored…

Machine Learning · Computer Science 2024-06-26 Yudan Wang , Shaofeng Zou , Yue Wang

Coordination is one of the essential problems in multi-agent systems. Typically multi-agent reinforcement learning (MARL) methods treat agents equally and the goal is to solve the Markov game to an arbitrary Nash equilibrium (NE) when…

Multiagent Systems · Computer Science 2020-04-07 Haifeng Zhang , Weizhe Chen , Zeren Huang , Minne Li , Yaodong Yang , Weinan Zhang , Jun Wang

The increasing reliance on cyber physical infrastructure in modern power systems has amplified the risk of targeted cyber attacks, necessitating robust and adaptive resilience strategies. This paper presents a mathematically rigorous game…

Systems and Control · Electrical Eng. & Systems 2025-09-11 S Krishna Niketh , Sagar Babu Mitikiri , V Vignesh , Vedantham Lakshmi Srinivas , Mayukha Pal