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Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

Offline reinforcement learning (offline RL) is an emerging field that has recently begun gaining attention across various application domains due to its ability to learn strategies from earlier collected datasets. Offline RL proved very…

Artificial Intelligence · Computer Science 2023-02-09 Shuxin Li , Xinrun Wang , Youzhi Zhang , Jakub Cerny , Pengdeng Li , Hau Chan , Bo An

We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…

Computer Science and Game Theory · Computer Science 2023-03-07 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

Offline Reinforcement Learning (RL) promises the recovery of optimal policies from static datasets, yet it remains susceptible to the overestimation of out-of-distribution (OOD) actions, particularly in fractured and sparse data manifolds.…

Machine Learning · Computer Science 2026-02-17 Sarthak Wanjari

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

Machine Learning · Computer Science 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…

Computer Science and Game Theory · Computer Science 2024-04-04 David Milec , Ondřej Kubíček , Viliam Lisý

Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…

Machine Learning · Computer Science 2025-07-03 Xiaocong Chen , Siyu Wang , Tong Yu , Lina Yao

Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…

Machine Learning · Computer Science 2022-10-12 Marc Rigter , Bruno Lacerda , Nick Hawes

In this paper, we investigate the impact of introducing relative entropy regularization on the Nash Equilibria (NE) of General-Sum $N$-agent games, revealing the fact that the NE of such games conform to linear Gaussian policies. Moreover,…

Computer Science and Game Theory · Computer Science 2024-09-16 Muhammad Aneeq uz Zaman , Shubham Aggarwal , Melih Bastopcu , Tamer Başar

We study coordination mechanisms for Scheduling Games (with unrelated machines). In these games, each job represents a player, who needs to choose a machine for its execution, and intends to complete earliest possible. Our goal is to design…

Computer Science and Game Theory · Computer Science 2012-02-21 Johanne Cohen , Christoph Dürr , Nguyen Kim Thang

We consider the problem of offline reinforcement learning with model-based control, whose goal is to learn a dynamics model from the experience replay and obtain a pessimism-oriented agent under the learned model. Current model-based…

Machine Learning · Computer Science 2021-09-16 Ruizhen Liu , Dazhi Zhong , Zhicong Chen

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

Machine Learning · Computer Science 2016-01-28 Elad Hazan , Tomer Koren

We study how to learn $\epsilon$-optimal strategies in zero-sum imperfect information games (IIG) with trajectory feedback. In this setting, players update their policies sequentially based on their observations over a fixed number of…

Computer Science and Game Theory · Computer Science 2023-09-06 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Rémi Munos , Vianney Perchet , Michal Valko

Reinforcement learning (RL) post-training is crucial for LLM alignment and reasoning, but existing policy-based methods, such as PPO and DPO, can fall short of fixing shortcuts inherited from pre-training. In this work, we introduce…

Machine Learning · Computer Science 2025-10-21 Jin Peng Zhou , Kaiwen Wang , Jonathan Chang , Zhaolin Gao , Nathan Kallus , Kilian Q. Weinberger , Kianté Brantley , Wen Sun

We study a multi-agent decision problem in large population games. Agents from multiple populations select strategies for repeated interactions with one another. At each stage of these interactions, agents use their decision-making model to…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Shinkyu Park , Naomi Ehrich Leonard

\emph{Kullback-Leibler} (KL) regularization is ubiquitous in reinforcement learning algorithms in the form of \emph{reverse} or \emph{forward} KL. Recent studies have demonstrated $\epsilon^{-1}$-type fast rates for decision making under…

Machine Learning · Computer Science 2026-05-12 Qingyue Zhao , Kaixuan Ji , Heyang Zhao , Quanquan Gu

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour
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