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We propose a new framework of Markov $\alpha$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $\alpha$-potential game, and establish the existence of an associated…

Computer Science and Game Theory · Computer Science 2025-04-02 Xin Guo , Xinyu Li , Chinmay Maheshwari , Shankar Sastry , Manxi Wu

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Computer Science and Game Theory · Computer Science 2023-12-22 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

Machine Learning · Computer Science 2022-02-01 Weichao Mao , Tamer Başar

This paper considers the problem of designing optimal algorithms for reinforcement learning in two-player zero-sum games. We focus on self-play algorithms which learn the optimal policy by playing against itself without any direct…

Machine Learning · Computer Science 2020-07-15 Yu Bai , Chi Jin , Tiancheng Yu

There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…

Computer Science and Game Theory · Computer Science 2024-05-15 Fatemeh Fardno , Seyed Majid Zahedi

Multi-agent Reinforcement Learning (MARL) is a powerful tool for training autonomous agents acting independently in a common environment. However, it can lead to sub-optimal behavior when individual incentives and group incentives diverge.…

Artificial Intelligence · Computer Science 2024-01-30 Andreas A. Haupt , Phillip J. K. Christoffersen , Mehul Damani , Dylan Hadfield-Menell

This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…

Multiagent Systems · Computer Science 2024-12-31 Neil De La Fuente , Miquel Noguer i Alonso , Guim Casadellà

Well-trained multi-agent systems can fail when deployed in real-world environments due to model mismatches between the training and deployment environments, caused by environment uncertainties including noise or adversarial attacks.…

Machine Learning · Computer Science 2026-03-03 Zain Ulabedeen Farhat , Debamita Ghosh , George K. Atia , Yue Wang

This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

This paper investigates the network load balancing problem in data centers (DCs) where multiple load balancers (LBs) are deployed, using the multi-agent reinforcement learning (MARL) framework. The challenges of this problem consist of the…

Artificial Intelligence · Computer Science 2022-10-17 Zhiyuan Yao , Zihan Ding

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 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

The combination of Formal Methods with Reinforcement Learning (RL) has recently attracted interest as a way for single-agent RL to learn multiple-task specifications. In this paper we extend this convergence to multi-agent settings and…

Artificial Intelligence · Computer Science 2020-02-17 Borja G. León , Francesco Belardinelli

Computing the Nash equilibrium (NE) for N-player non-zerosum stochastic games is a formidable challenge. Currently, algorithmic methods in stochastic game theory are unable to compute NE for stochastic games (SGs) for settings in all but…

Optimization and Control · Mathematics 2021-03-25 David Mguni

In order for agents in multi-agent systems (MAS) to be safe, they need to take into account the risks posed by the actions of other agents. However, the dominant paradigm in game theory (GT) assumes that agents are not affected by risk from…

Machine Learning · Computer Science 2023-03-03 Oliver Slumbers , David Henry Mguni , Stephen Marcus McAleer , Stefano B. Blumberg , Jun Wang , Yaodong Yang

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…

Optimization and Control · Mathematics 2021-03-05 Ather Gattami , Qinbo Bai , Vaneet Agarwal

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 contribute the first provable guarantees of global convergence to Nash equilibria (NE) in two-player zero-sum convex Markov games (cMGs) by using independent policy gradient methods. Convex Markov games, recently defined by Gemp et al.…

Computer Science and Game Theory · Computer Science 2025-06-23 Fivos Kalogiannis , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ian Gemp , Georgios Piliouras

Classical multi-agent reinforcement learning (MARL) assumes risk neutrality and complete objectivity for agents. However, in settings where agents need to consider or model human economic or social preferences, a notion of risk must be…

Machine Learning · Computer Science 2024-02-09 Hafez Ghaemi , Hamed Kebriaei , Alireza Ramezani Moghaddam , Majid Nili Ahamdabadi

Multi-agent reinforcement learning (MARL) has achieved notable success in cooperative tasks, demonstrating impressive performance and scalability. However, deploying MARL agents in real-world applications presents critical safety…

Machine Learning · Computer Science 2024-11-25 Zeyang Li , Navid Azizan