Related papers: Offline Two-Player Zero-Sum Markov Games with KL R…

No-regret learning has a long history of being closely connected to game theory. Recent works have devised uncoupled no-regret learning dynamics that, when adopted by all the players in normal-form games, converge to various equilibrium…

We show that an N-person non-cooperative semi-Markov game under limiting ratio average pay-off has a pure semi-stationary Nash equilibrium. In an earlier paper, the zero-sum two person case has been dealt with. The proof follows by reducing…

Zero-sum Linear Quadratic (LQ) games are fundamental in optimal control and can be used (i)~as a dynamic game formulation for risk-sensitive or robust control and (ii)~as a benchmark setting for multi-agent reinforcement learning with two…

We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…

This paper resolves the open question of designing near-optimal algorithms for learning imperfect-information extensive-form games from bandit feedback. We present the first line of algorithms that require only…

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

Our work focuses on extra gradient learning algorithms for finding Nash equilibria in bilinear zero-sum games. The proposed method, which can be formally considered as a variant of Optimistic Mirror Descent…

No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…

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.…

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

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…

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

This paper provides the first expert sample complexity characterization for learning a Nash equilibrium from expert data in Markov Games. We show that a new quantity named the single policy deviation concentrability coefficient is…

We characterize offline data poisoning attacks on Multi-Agent Reinforcement Learning (MARL), where an attacker may change a data set in an attempt to install a (potentially fictitious) unique Markov-perfect Nash equilibrium for a two-player…

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…