相关论文: Independent Natural Policy Gradient Methods for Po…
Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…
We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…
Performative Reinforcement Learning (PRL) refers to a scenario in which the deployed policy changes the reward and transition dynamics of the underlying environment. In this work, we study multi-agent PRL by incorporating performative…
Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…
This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…
In interactive multi-agent settings, decision-making and planning are challenging mainly due to the agents' interconnected objectives. Dynamic game theory offers a formal framework for analyzing such intricacies. Yet, solving constrained…
Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…
Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become…
A wide variety of queueing systems can be naturally modeled as infinite-state Markov Decision Processes (MDPs). In the reinforcement learning (RL) context, a variety of algorithms have been developed to learn and optimize these MDPs. At the…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
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.…
Entropy regularization is an efficient technique for encouraging exploration and preventing a premature convergence of (vanilla) policy gradient methods in reinforcement learning (RL). However, the theoretical understanding of…
As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…
A novel Policy Gradient (PG) algorithm, called $\textit{Matryoshka Policy Gradient}$ (MPG), is introduced and studied, in the context of fixed-horizon max-entropy reinforcement learning, where an agent aims at maximizing entropy bonuses…
In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…
We study the convergence of several natural policy gradient (NPG) methods in infinite-horizon discounted Markov decision processes with regular policy parametrizations. For a variety of NPGs and reward functions we show that the…
Finding equilibria via gradient play in competitive multi-agent games has been attracting a growing amount of attention in recent years, with emphasis on designing efficient strategies where the agents operate in a decentralized and…
We analyze independent policy-gradient (PG) learning in $N$-player linear-quadratic (LQ) stochastic differential games. Each player employs a distributed policy that depends only on its own state and updates the policy independently using…