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Offline reinforcement learning (RL), where the agent aims to learn the optimal policy based on the data collected by a behavior policy, has attracted increasing attention in recent years. While offline RL with linear function approximation…

机器学习 · 计算机科学 2024-10-10 Qiwei Di , Heyang Zhao , Jiafan He , Quanquan Gu

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…

机器学习 · 计算机科学 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators…

机器学习 · 计算机科学 2022-03-14 Ming Yin , Yaqi Duan , Mengdi Wang , Yu-Xiang Wang

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

机器学习 · 计算机科学 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

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…

计算机科学与博弈论 · 计算机科学 2026-05-08 Philip Jordan , Maryam Kamgarpour

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.…

计算机科学与博弈论 · 计算机科学 2025-06-23 Fivos Kalogiannis , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ian Gemp , Georgios Piliouras

We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…

机器学习 · 计算机科学 2021-12-28 Han Zhong , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

机器学习 · 计算机科学 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

Multi-objective optimization is a type of decision making problems where multiple conflicting objectives are optimized. We study offline optimization of multi-objective policies from data collected by an existing policy. We propose a…

机器学习 · 计算机科学 2023-10-31 Shima Alizadeh , Aniruddha Bhargava , Karthick Gopalswamy , Lalit Jain , Branislav Kveton , Ge Liu

A Nash Equilibrium (NE) is a strategy profile resilient to unilateral deviations, and is predominantly used in the analysis of multiagent systems. A downside of NE is that it is not necessarily stable against deviations by coalitions. Yet,…

计算机科学与博弈论 · 计算机科学 2014-01-16 Michal Feldman , Tami Tamir

We study the game modification problem, where a benevolent game designer or a malevolent adversary modifies the reward function of a zero-sum Markov game so that a target deterministic or stochastic policy profile becomes the unique Markov…

计算机科学与博弈论 · 计算机科学 2024-08-27 Young Wu , Jeremy McMahan , Yiding Chen , Yudong Chen , Xiaojin Zhu , Qiaomin Xie

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

计算机科学与博弈论 · 计算机科学 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the…

机器学习 · 计算机科学 2023-10-30 Youbang Sun , Tao Liu , Ruida Zhou , P. R. Kumar , Shahin Shahrampour

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

计算机科学与博弈论 · 计算机科学 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

机器学习 · 计算机科学 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

We study the fundamental problem of offline assortment optimization under the Multinomial Logit (MNL) model, where sellers must determine the optimal subset of the products to offer based solely on historical customer choice data. While…

机器学习 · 统计学 2025-08-26 Yuxuan Han , Han Zhong , Miao Lu , Jose Blanchet , Zhengyuan Zhou

We study worst-case guarantees on the expected return of fixed-dataset policy optimization algorithms. Our core contribution is a unified conceptual and mathematical framework for the study of algorithms in this regime. This analysis…

人工智能 · 计算机科学 2020-12-01 Jacob Buckman , Carles Gelada , Marc G. Bellemare

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

机器学习 · 计算机科学 2022-02-01 Weichao Mao , Tamer Başar

We study offline reinforcement learning (RL) in partially observable Markov decision processes. In particular, we aim to learn an optimal policy from a dataset collected by a behavior policy which possibly depends on the latent state. Such…

机器学习 · 计算机科学 2024-04-02 Miao Lu , Yifei Min , Zhaoran Wang , Zhuoran Yang

We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions. We recast the $Q$-function estimation into a special form of the nonparametric instrumental variables (NPIV)…

统计理论 · 数学 2022-06-28 Xiaohong Chen , Zhengling Qi