Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

306089119 · Jun 202019922001200920172026
48 results for Markov Games

New algorithms for RL in Markov games with independent linear function approximation, breaking the curse of multiagents.

problem Tackles the challenge of learning Markov equilibria in large state space Markov games with multiple agents.
method Proposes independent linear Markov games and designs new algorithms for learning Markov coarse correlated equilibria and Markov correlated equilibria with polynomial sample complexity.
result Breaks the curse of multiagents by achieving sample complexity bounds that scale polynomially with each agent's function class complexity.

New assumptions and algorithm solve offline two-player zero-sum Markov games.

problem Solving offline two-player zero-sum Markov games under insufficient assumptions.
method Proposed unilateral concentration assumption and pessimism-type algorithm.
result Algorithm efficiently learns Nash equilibrium under unilateral concentration.

New algorithm finds near-optimal policies efficiently in zero-sum games.

problem Lack of provable efficiency guarantees for policy optimization in zero-sum games.
method Policy optimization algorithm with function approximation.
result Proves efficient convergence to near-optimal policies with polynomial samples and iterations.

Algorithm minimizes regret and converges to equilibria in Markov games.

problem Regret minimization and convergence to equilibria in general-sum Markov games under adversarial opponents.
method Decentralized algorithm that uses policy optimization and controls path length to achieve sublinear regret.
result Sublinear regret guarantees for convergence to correlated equilibrium in Markov games.

Improved model-based reinforcement learning for multi-agent Markov games.

problem Suboptimal sample complexity for model-based algorithms in multi-agent reinforcement learning.
method Optimistic Nash Value Iteration (Nash-VI) for two-player zero-sum Markov games.
result First model-based algorithm matching information-theoretic lower bound with improved sample complexity.

New algorithms achieve logarithmic regret in KL-regularized Markov games.

problem Improving sample efficiency in game-theoretic settings with KL regularization.
method Developed OMG and SOMG algorithms for matrix and Markov games, using best response sampling and superoptimistic bonuses.
result Logarithmic regret in TT that scales inversely with KL regularization strength ββ.

The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with finite actions and state-independe…

2013-11-07abs ↗pdf ↗

Algorithm finds ε-equilibrium policies for multi-agent Markov games with hidden low-rank structure.

problem Designing efficient algorithms for multi-agent Markov games with unknown representation and hidden low-rank structure.
method Model-based and model-free approaches using representation learning to construct an effective representation from data.
result Achieves poly(H,d,A,1/ε)(H,d,A,1/\varepsilon) sample complexity for both model-based and model-free approaches.

The paper simplifies multi-agent RL dynamics in finite-state Markov games using homogenization.

problem Approximating complex multi-agent reinforcement learning dynamics in finite-state Markov games.
method Rescaling learning process by reducing learning rate and increasing update frequency, proving convergence to an ODE.
result The rescaled process converges to an ODE that approximates the agent's learning dynamics.

Paper develops efficient algorithms for zero-sum Markov games with general function classes.

problem Challenging settings in zero-sum Markov games with parameterized value functions or models.
method Developed new model-free and model-based algorithms for decoupled and coordinated settings.
result Improved sample complexity and regret bounds for various settings.

New RL algorithms find SNE in Markov games with myopic followers.

problem Finding SNE in Markov games with myopic followers.
method Optimistic and pessimistic variants of least-squares value iteration, incorporating function approximation.
result First provably efficient RL algorithms for SNEs in general-sum Markov games with myopic followers.

Study efficient offline RL in Markov games with general models.

problem Learn approximate equilibria from offline data in Markov games.
method Use Bellman-consistent pessimism for interval estimation and optimize gap relaxation.
result First framework for sample-efficient offline learning in Markov games, handling all equilibria.

Optimal algorithm for two-player zero-sum games with linear parameterization.

problem Finding Nash Equilibrium in two-player zero-sum Markov games with linear transition.
method Nash-UCRL algorithm, Coarse Correlated Equilibrium, Optimism-in-Face-of-Uncertainty.
result Proves ildeO(dHT) ilde{O}(dH\sqrt{T}) regret bound, matching lower bound up to logarithmic factors.

Pessimistic model-based algorithm finds Nash equilibria in zero-sum Markov games from offline data.

problem Learning Nash equilibria in two-player zero-sum Markov games from limited data.
method Pessimistic model-based algorithm with Bernstein-style lower confidence bounds (VI-LCB-Game).
result Proves sample complexity no larger than CclippedS(A+B)(1γ)3ε2\frac{C_{\mathsf{clipped}}^\star S(A+B)}{(1-γ)^3 \varepsilon^2}, achieving minimax optimality.

The paper analyzes Q-learning in 2-player Markov games and provides gap-dependent logarithmic regret bounds.

problem Analyzing the cumulative regret of Nash Q-learning in 2-player turn-based stochastic Markov games.
method Proposed gap-dependent logarithmic upper bounds for cumulative regret in episodic tabular setting and discounted game setting.
result The proposed bounds match theoretical lower bounds up to a logarithmic term.

New research shows no-regret learning is impossible in Markov games under certain assumptions.

problem Achieving no-regret learning in decentralized Markov games.
method Novel application of aggregation techniques from online learning to prove lower bounds.
result No polynomial-time algorithm exists for independent no-regret learning in general-sum Markov games.

This work tackles learning Markov games with adversarial opponents and achieves both average reward and exploitation.

problem Achieving both average reward and exploiting adaptive opponents in Markov games.
method Develops efficient algorithms and proves hardness results for learning Markov games with adversarial opponents.
result Achieves K\sqrt{K}-regret bounds for certain conditions on opponent policies, complemented by an exponential lower bound.

Study on learning strategies in adaptive Markov games with policy regret as metric.

problem Learning in dynamic Markov games with adaptive opponents is challenging.
method Introduced policy regret as a new learning metric and developed algorithms for consistent adaptive adversaries.
result Achieved T\sqrt{T} policy regret against certain adaptive adversaries.

Algorithm finds Nash equilibria in complex games with function approximation.

problem Learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation.
method Online learning algorithm using upper and lower confidence bounds derived from optimism in the face of uncertainty.
result Achieves O(T)O(\sqrt{T}) regret with polynomial complexity, under mild assumptions.

New algorithm improves sample efficiency for zero-sum Markov games.

problem Improving sample efficiency for model-free algorithms in zero-sum Markov games.
method Proposes a model-free stage-based Q-learning algorithm using variance reduction techniques.
result Achieves optimal sample complexity for finding ε-optimal Nash Equilibrium.

This paper improves sample efficiency for learning equilibria in multi-player games.

problem Sample-efficient learning of equilibria in games with many players.
method Designs algorithms for learning CCE and CE with polynomial sample complexity in the number of players.
result First to show polynomial sample complexity for learning CCE and CE in multi-player games.

The paper extends game theory using Hodge theory on graphs.

problem Generalizing Shapley's value allocation formula for cooperative games on graphs.
method Connecting stochastic path integrals to Hodge-theoretic Poisson's equations on graphs.
result The value allocation operator is the solution to Poisson's equation in combinatorial Hodge theory.

This paper tackles sample-efficient reinforcement learning for partially observable Markov games.

problem Learning in partially observable Markov games with incomplete information.
method A simple algorithm combining optimism and Maximum Likelihood Estimation (MLE) for self-play, and a variant of optimistic MLE for adversarial opponents.
result The proposed algorithms achieve approximate Nash, correlated, and coarse correlated equilibria in polynomial samples for weakly revealing POMGs.

Study optimal policy regret in partially observable Markov games with adaptive opponents.

problem Optimal sequential decision-making in partially observable environments against strategic, adaptive opponents.
method An epoch-based optimistic maximum-likelihood algorithm that selects one policy per epoch using confidence sets built cumulatively from past data.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) policy regret for fixed problem parameters, with explicit dependence on horizon, adversary memory, confidence radius, and aggregate Eluder dimension.

We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be represented as a Markov process with substantially reduced number of states with explicitl…

2011-11-29abs ↗pdf ↗

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

The paper analyzes trade execution strategies for large traders in a stochastic market environment.

problem Analyzing trade execution strategies in a stochastic market with price impact.
method Formulated a Markov game model and used backward induction method of dynamic programming.
result Explicit closed-form execution strategy at Markov perfect equilibrium.

The paper tackles Nash-regret minimization in congestion games with bandit feedback.

problem Minimizing Nash-regret in congestion games with bandit feedback.
method Proposes centralized and decentralized algorithms for congestion games with bandit feedback, and a centralized algorithm for Markov congestion games.
result Sample complexity depends polynomially on the number of players and facilities, not the size of the action set.

Algorithm converges to Nash equilibria in competitive games.

problem Finding Nash equilibria in decentralized, competitive Markov games.
method Decentralized Optimistic Gradient Descent/Ascent with a critic.
result Converges to the set of Nash equilibria under self-play.

DORIS algorithm achieves no-regret learning in Markov games with adversarial opponents.

problem Decentralized policy learning in Markov games with nonstationary opponents.
method DORIS algorithm using optimistic hyperpolicy mirror descent.
result Achieves K\sqrt{K}-regret in general function approximation.

Unified framework for estimating reward functions in competitive games.

problem Estimating unknown reward functions in competitive games.
method Unified framework with entropy regularization for reward function recovery.
result Strong theoretical guarantees and practical effectiveness demonstrated.

Paper optimizes reinforcement learning in self-play games with reduced steps.

problem Optimizing reinforcement learning algorithms for self-play in two-player zero-sum games.
method Proposes optimistic Nash Q-learning and Nash V-learning algorithms with improved sample complexity.
result Achieves sample complexity of O(SAB)O(SAB) for Nash Q-learning and O(S(A+B))O(S(A+B)) for Nash V-learning, closing the gap with lower bounds.

New MARL algorithms resolve the curse of multiagency with function approximation.

problem Challenges in Multi-Agent Reinforcement Learning (MARL) due to the curse of multiagency.
method V-Learning with Policy Replay and Decentralized Optimistic Policy Mirror Descent.
result First polynomial sample complexity results for learning approximate Coarse Correlated Equilibria (CCEs) of Markov Games under decentralized linear function approximation.

New findings show pure strategy equilibria are more robust in a war of attrition game.

problem Analyzing a game of war of attrition under complete information.
method Examined the stability of equilibria in pure and mixed strategies under varying payoffs.
result Pure strategy equilibria are more robust to perturbations of the canonical model.

The paper addresses human-like decision-making in multi-agent systems using bounded risk-sensitive Markov Games.

problem Modeling human-like decision-making in multi-agent systems with risk-seeking and loss-aversion behaviors.
method Forward policy design and inverse reward learning with iterative reasoning and cumulative prospect theory.
result The proposed algorithms demonstrate both risk-averse and risk-seeking behaviors in multi-agent systems.

New framework recovers reward and rationality parameters from game behavior.

problem Statistical ambiguity in identifying reward and rationality parameters in competitive games.
method Blind Inverse Game Theory (Blind-IGT) using entropy-regularized Quantal Response Equilibrium and Normalized Least Squares (NLS) estimator.
result Optimal convergence rate of O(N1/2)\mathcal{O}(N^{-1/2}) for joint parameter recovery.

We develop robust Markov Decision Processes with risk measures for uncertain environments.

problem Uncertainty in Markov Decision Processes and its impact on risk measures.
method Formulation as a Stackelberg game, robust cost and value iterations, existence of optimal policies.
result Existence of deterministic optimal policies for robust optimization and risk measures.

This work tackles robust RL in multi-agent settings, improving sample efficiency.

problem Overcoming environmental uncertainties in multi-agent reinforcement learning.
method Proposes DRNVI, a sample-efficient algorithm for learning robust equilibria in RMGs.
result Establishes near-optimal sample complexity for solving RMGs.

RLCFR improves CFR's generalization in imperfect information games.

problem Improving CFR's performance in large-scale, imperfect information games.
method RLCFR integrates CFR with deep reinforcement learning to update strategies dynamically.
result RLCFR significantly enhances CFR's generalization ability in various games.

PPO algorithm converges to global optimality in multi-agent reinforcement learning.

problem Designing statistical guarantees for policy optimization methods in multi-agent reinforcement learning.
method Leveraging a multi-agent performance difference lemma, a localized action value function is used as a descent direction for each local policy, leading to a multi-agent PPO algorithm.
result The multi-agent PPO algorithm converges to the globally optimal policy at a sublinear rate under standard regularity conditions.

Study proposes new OPE estimators for two-player zero-sum games.

problem Evaluating new policies using historical data from a different policy in multi-player zero-sum games.
method Doubly robust and double reinforcement learning estimators to project exploitability.
result Prove exploitability estimation error bounds and regret bounds for policy profiles.