Related papers: Convex Markov Games and Beyond: New Proof of Exist…
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.…
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…
Markov games (MGs) provide a mathematical foundation for multi-agent reinforcement learning (MARL), enabling self-interested agents to learn their optimal policies while interacting with others in a shared environment. However, due to the…
We study a new class of Markov games, \emph(multi-player) zero-sum Markov Games} with \emph{Networked separable interactions} (zero-sum NMGs), to model the local interaction structure in non-cooperative multi-agent sequential…
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…
We study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…
We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their…
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…
We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…
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…
Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…
Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…
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 (MARL) lies at the heart of a plethora of applications involving the interaction of a group of agents in a shared unknown environment. A prominent framework for studying MARL is Markov games, with the goal…
We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…
Softmax policy gradient is a popular algorithm for policy optimization in single-agent reinforcement learning, particularly since projection is not needed for each gradient update. However, in multi-agent systems, the lack of central…
We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…
We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…
We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…
We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…