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相关论文: Pessimistic Minimax Value Iteration: Provably Effi…

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Many non-trivial sequential decision-making problems are efficiently solved by relying on Bellman's optimality principle, i.e., exploiting the fact that sub-problems are nested recursively within the original problem. Here we show how it…

人工智能 · 计算机科学 2022-11-16 Olivier Buffet , Jilles Dibangoye , Aurélien Delage , Abdallah Saffidine , Vincent Thomas

Optimal policies in standard MDPs can be obtained using either value iteration or policy iteration. However, in the case of zero-sum Markov games, there is no efficient policy iteration algorithm; e.g., it has been shown that one has to…

机器学习 · 计算机科学 2023-10-31 Anna Winnicki , R. Srikant

We present a model-based offline reinforcement learning policy performance lower bound that explicitly captures dynamics model misspecification and distribution mismatch and we propose an empirical algorithm for optimal offline policy…

机器学习 · 计算机科学 2023-01-30 Kefan Dong , Yannis Flet-Berliac , Allen Nie , Emma Brunskill

We initiate the study of Preference-Based Multi-Agent Reinforcement Learning (PbMARL), exploring both theoretical foundations and empirical validations. We define the task as identifying the Nash equilibrium from a preference-only offline…

机器学习 · 计算机科学 2025-01-10 Natalia Zhang , Xinqi Wang , Qiwen Cui , Runlong Zhou , Sham M. Kakade , Simon S. Du

This article discusses two contributions to decision-making in complex partially observable stochastic games. First, we apply two state-of-the-art search techniques that use Monte-Carlo sampling to the task of approximating a…

计算机科学与博弈论 · 计算机科学 2014-01-21 Marc Ponsen , Steven de Jong , Marc Lanctot

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

计算机科学与博弈论 · 计算机科学 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

最优化与控制 · 数学 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

We study an information-theoretic minimax problem for finite multivariate Markov chains on $d$-dimensional product state spaces. Given a family $\mathcal B=\{P_1,\ldots,P_n\}$ of $\pi$-stationary transition matrices and a class $\mathcal F…

概率论 · 数学 2026-02-17 Zheyuan Lai , Michael C. H. Choi

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…

计算机科学与博弈论 · 计算机科学 2022-03-09 Michail Fasoulakis , Evangelos Markakis , Yannis Pantazis , Constantinos Varsos

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

机器学习 · 统计学 2018-06-07 Xingyu Wang , Diego Klabjan

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

多智能体系统 · 计算机科学 2026-04-02 Wonseok Yang , Thinh T. Doan

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…

机器学习 · 计算机科学 2024-02-29 Philip Jordan , Anas Barakat , Niao He

Zero-sum Markov Games (MGs) has been an efficient framework for multi-agent systems and robust control, wherein a minimax problem is constructed to solve the equilibrium policies. At present, this formulation is well studied under tabular…

机器学习 · 计算机科学 2022-12-06 Yangang Ren , Yao Lyu , Wenxuan Wang , Shengbo Eben Li , Zeyang Li , Jingliang Duan

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

计算机科学与博弈论 · 计算机科学 2025-10-01 Sam Ganzfried

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…

计算机科学与博弈论 · 计算机科学 2025-07-15 Chanwoo Park , Kaiqing Zhang , Asuman Ozdaglar

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance…

机器学习 · 计算机科学 2023-05-09 Yulai Zhao , Zhuoran Yang , Zhaoran Wang , Jason D. Lee

In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic…

多智能体系统 · 计算机科学 2025-09-30 Yue Wang

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…

最优化与控制 · 数学 2022-11-01 Runyu Zhang , Jincheng Mei , Bo Dai , Dale Schuurmans , Na Li

This study focuses on solving group zero-norm regularized robust loss minimization problems. We propose a proximal Majorization-Minimization (PMM) algorithm to address a class of equivalent Difference-of-Convex (DC) surrogate optimization…

最优化与控制 · 数学 2025-05-30 Ling Liang , Shujun Bi

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

机器学习 · 计算机科学 2026-05-01 Eason Yu , Tzu Hao Liu , Clément L. Canonne , Yunke Wang , Chang Xu , Nguyen H. Tran , Stefano V. Albrecht