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General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

Machine Learning · Computer Science 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

Machine Learning · Computer Science 2019-08-22 Tiancheng Yu , Suvrit Sra

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

Learning Nash equilibrium (NE) in complex zero-sum games with multi-agent reinforcement learning (MARL) can be extremely computationally expensive. Curriculum learning is an effective way to accelerate learning, but an under-explored…

Machine Learning · Computer Science 2023-12-19 Jiayu Chen , Zelai Xu , Yunfei Li , Chao Yu , Jiaming Song , Huazhong Yang , Fei Fang , Yu Wang , Yi Wu

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

Optimization and Control · Mathematics 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

We study a multi-agent reinforcement learning dynamics, and analyze its asymptotic behavior in infinite-horizon discounted Markov potential games. We focus on the independent and decentralized setting, where players do not know the game…

Machine Learning · Computer Science 2025-04-02 Chinmay Maheshwari , Manxi Wu , Druv Pai , Shankar Sastry

Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…

Computer Science and Game Theory · Computer Science 2023-11-30 Revan MacQueen , James R. Wright

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

There is a growing interest in Multi-Agent Reinforcement Learning (MARL) as the first steps towards building general intelligent agents that learn to make low and high-level decisions in non-stationary complex environments in the presence…

Artificial Intelligence · Computer Science 2020-01-01 Marco Jerome Gasparrini , Ricard Solé , Martí Sánchez-Fibla

Partially Observable Markov Games (POMGs) provide a general framework for modeling multi-agent sequential decision-making under asymmetric information. A common approach is to reformulate a POMG as a fully observable Markov game over belief…

Multiagent Systems · Computer Science 2026-04-08 Lan Sang , Chinmay Maheshwari

Sparse rewards are a major bottleneck in multi-agent reinforcement learning (MARL), where simultaneous learning induces non-stationarity and makes reward design especially delicate. Reward shaping can accelerate learning, but in the…

Multiagent Systems · Computer Science 2026-05-25 Elie Abboud , Oren Gal

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

Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…

Optimization and Control · Mathematics 2025-02-04 Batuhan Yardim , Semih Cayci , Niao He

Game-theoretic resource allocation on graphs (GRAG) involves two players competing over multiple steps to control nodes of interest on a graph, a problem modeled as a multi-step Colonel Blotto Game (MCBG). Finding optimal strategies is…

Machine Learning · Computer Science 2025-05-13 Zijian An , Lifeng Zhou

In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent…

Machine Learning · Computer Science 2022-03-16 Jialian Li , Tongzheng Ren , Dong Yan , Hang Su , Jun Zhu

Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…

Robotics · Computer Science 2020-01-29 Yichuan Charlie Tang

We show that computing approximate stationary Markov coarse correlated equilibria (CCE) in general-sum stochastic games is computationally intractable, even when there are two players, the game is turn-based, the discount factor is an…

Machine Learning · Computer Science 2022-04-11 Constantinos Daskalakis , Noah Golowich , Kaiqing Zhang

As increasingly capable agents are deployed, a central safety challenge is how to retain meaningful human control without modifying the underlying system. We study a minimal control interface in which an agent chooses whether to act…

Artificial Intelligence · Computer Science 2026-02-23 William Overman , Mohsen Bayati