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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 stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

Multi-agent reinforcement learning systems aim to provide interacting agents with the ability to collaboratively learn and adapt to the behaviour of other agents. In many real-world applications, the agents can only acquire a partial view…

Machine Learning · Computer Science 2018-12-04 Ozsel Kilinc , Giovanni Montana

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…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…

Machine Learning · Computer Science 2018-06-15 Matteo Papini , Damiano Binaghi , Giuseppe Canonaco , Matteo Pirotta , Marcello Restelli

Multi-agent reinforcement learning (MARL) optimizes strategic interactions in non-cooperative dynamic games, where agents have misaligned objectives. However, data-driven methods such as multi-agent policy gradients (MA-PG) often suffer…

Systems and Control · Electrical Eng. & Systems 2026-02-13 Jingqi Li , Gechen Qu , Jason J. Choi , Somayeh Sojoudi , Claire Tomlin

Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become…

Multiagent Systems · Computer Science 2018-03-15 David Mguni , Joel Jennings , Enrique Munoz de Cote

Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…

Multiagent Systems · Computer Science 2021-01-26 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

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

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for the agents, which limits the practical applications of MFGs.…

Machine Learning · Computer Science 2021-09-21 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Romuald Élie , Matthieu Geist , Olivier Pietquin

This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents…

Artificial Intelligence · Computer Science 2023-04-14 Talal Algumaei , Ruben Solozabal , Reda Alami , Hakim Hacid , Merouane Debbah , Martin Takac

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

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Multi-agent reinforcement learning (MARL) addresses sequential decision-making problems with multiple agents, where each agent optimizes its own objective. In many real-world instances, the agents may not only want to optimize their…

Machine Learning · Computer Science 2023-06-14 Pragnya Alatur , Giorgia Ramponi , Niao He , Andreas Krause

Multi-agent learning is a challenging problem in machine learning that has applications in different domains such as distributed control, robotics, and economics. We develop a prescriptive model of multi-agent behavior using Markov games.…

Artificial Intelligence · Computer Science 2020-05-27 Jalal Etesami , Christoph-Nikolas Straehle

Trust region methods are widely applied in single-agent reinforcement learning problems due to their monotonic performance-improvement guarantee at every iteration. Nonetheless, when applied in multi-agent settings, the guarantee of trust…

Multiagent Systems · Computer Science 2021-06-15 Ying Wen , Hui Chen , Yaodong Yang , Zheng Tian , Minne Li , Xu Chen , Jun Wang