Related papers: Learning Approximate Nash Equilibria in Cooperativ…

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

Autonomous driving (AD) requires safe and reliable decision-making among interacting agents, e.g., vehicles, bicycles, and pedestrians. Multi-agent reinforcement learning (MARL) modeled by Markov games (MGs) provides a suitable framework to…

Multi-agent reinforcement learning (MARL), despite its popularity and empirical success, suffers from the curse of dimensionality. This paper builds the mathematical framework to approximate cooperative MARL by a mean-field control (MFC)…

One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…

Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…

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.…

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…

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…

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Decentralized learning has shown great promise for cooperative multi-agent reinforcement learning (MARL). However, non-stationarity remains a significant challenge in fully decentralized learning. In the paper, we tackle the…

Learning in stochastic games is arguably the most standard and fundamental setting in multi-agent reinforcement learning (MARL). In this paper, we consider decentralized MARL in stochastic games in the non-asymptotic regime. In particular,…

In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…

In this paper we present a scalable deep learning framework for finding Markovian Nash Equilibria in multi-agent stochastic games using fictitious play. The motivation is inspired by theoretical analysis of Forward Backward Stochastic…

Multiagent learning is a necessary yet challenging problem as multiagent systems become more prevalent and environments become more dynamic. Much of the groundbreaking work in this area draws on notable results from game theory, in…

To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…

Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…

This paper investigates posterior sampling algorithms for competitive reinforcement learning (RL) in the context of general function approximations. Focusing on zero-sum Markov games (MGs) under two critical settings, namely self-play and…