Feature-Based Q-Learning for Two-Player Stochastic Games
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Abstract (arXiv)
Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm is shown to find an ε-optimal strategy using sample size linear to the number of features. To further improve its sample efficiency, we develop an accelerated algorithm by adopting techniques such as variance reduction, monotonicity preservation and two-sided strategy approximation. We prove that the algorithm is guaranteed to find an ε-optimal strategy using no more than tildeO(K/(ε2(1-γ)4)) samples with high probability, where K is the number of features and γ is a discount factor. The sample, time and space complexities of the algorithm are independent of original dimensions of the game.
Key facts. Cited by 23 papers in the map (data through 7 Oct 2026). First posted on arXiv 2 Jun 2019.
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Citing papers per year: 2021: 9; 2022: 6; 2023: 6; 2024: 2.
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- 2021V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RLcited by 111
- 2021The Power of Exploiter: Provable Multi-Agent RL in Large State Spacescited by 48
- 2021Towards General Function Approximation in Zero-Sum Markov Gamescited by 42
- 2023Breaking the Curse of Multiagency: Provably Efficient Decentralized Multi-Agent RL with Function Approximationcited by 29
- 2022When is Offline Two-Player Zero-Sum Markov Game Solvable?cited by 27
- 2021Almost Optimal Algorithms for Two-player Zero-Sum Linear Mixture Markov Gamescited by 25
- 2021Can Reinforcement Learning Find Stackelberg-Nash Equilibria in General-Sum Markov Games with Myopic Followers?cited by 24
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertaintycited by 24
- 2021On the Complexity of Computing Markov Perfect Equilibrium in General-Sum Stochastic Gamescited by 18
- 2022Policy Optimization for Markov Games: Unified Framework and Faster Convergencecited by 16
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Modelcited by 15
- 2022Representation Learning for General-sum Low-rank Markov Gamescited by 14
11 more
- 2022O(T-1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Gamescited by 11
- 2023On the Model-Misspecification in Reinforcement Learningcited by 7
- 2021Gap-Dependent Bounds for Two-Player Markov Gamescited by 5
- 2021Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Gamescited by 4
- 2024Minimax-Optimal Multi-Agent Robust Reinforcement Learningcited by 4
- 2021A Bayesian Learning Algorithm for Unknown Zero-sum Stochastic Games with an Arbitrary Opponentcited by 3
- 2023Population-size-Aware Policy Optimization for Mean-Field Gamescited by 3
- 2022Learning Two-Player Mixture Markov Games: Kernel Function Approximation and Correlated Equilibriumcited by 1
- 2023Agent-Specific Effects: A Causal Effect Propagation Analysis in Multi-Agent MDPscited by 1
- 2023A New Policy Iteration Algorithm For Reinforcement Learning in Zero-Sum Markov Gamescited by 0
- 2023Improving Sample Efficiency of Model-Free Algorithms for Zero-Sum Markov Gamescited by 0
- 2024Minimax-Optimal Multi-Agent Robust Reinforcement Learning27 Dec 2024
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty29 Apr 2024
- 2023Agent-Specific Effects: A Causal Effect Propagation Analysis in Multi-Agent MDPs17 Oct 2023
- 2023Improving Sample Efficiency of Model-Free Algorithms for Zero-Sum Markov Games17 Aug 2023
- 2023On the Model-Misspecification in Reinforcement Learning19 Jun 2023
- 2023A New Policy Iteration Algorithm For Reinforcement Learning in Zero-Sum Markov Games17 Mar 2023
- 2023Breaking the Curse of Multiagency: Provably Efficient Decentralized Multi-Agent RL with Function Approximation13 Feb 2023
- 2023Population-size-Aware Policy Optimization for Mean-Field Games7 Feb 2023
- 2022Representation Learning for General-sum Low-rank Markov Games30 Oct 2022
- 2022O(T-1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games26 Sep 2022
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model22 Aug 2022
- 2022Learning Two-Player Mixture Markov Games: Kernel Function Approximation and Correlated Equilibrium10 Aug 2022
11 more
- 2022Policy Optimization for Markov Games: Unified Framework and Faster Convergence6 Jun 2022
- 2022When is Offline Two-Player Zero-Sum Markov Game Solvable?10 Jan 2022
- 2021Can Reinforcement Learning Find Stackelberg-Nash Equilibria in General-Sum Markov Games with Myopic Followers?27 Dec 2021
- 2021Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games15 Dec 2021
- 2021V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL27 Oct 2021
- 2021A Bayesian Learning Algorithm for Unknown Zero-sum Stochastic Games with an Arbitrary Opponent8 Sep 2021
- 2021On the Complexity of Computing Markov Perfect Equilibrium in General-Sum Stochastic Games4 Sep 2021
- 2021Towards General Function Approximation in Zero-Sum Markov Games30 Jul 2021
- 2021Gap-Dependent Bounds for Two-Player Markov Games1 Jul 2021
- 2021The Power of Exploiter: Provable Multi-Agent RL in Large State Spaces7 Jun 2021
- 2021Almost Optimal Algorithms for Two-player Zero-Sum Linear Mixture Markov Games15 Feb 2021
- 2021V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RLcited by 111
- 2021The Power of Exploiter: Provable Multi-Agent RL in Large State Spacescited by 48
- 2021Towards General Function Approximation in Zero-Sum Markov Gamescited by 42
- 2023Breaking the Curse of Multiagency: Provably Efficient Decentralized Multi-Agent RL with Function Approximationcited by 29
- 2022When is Offline Two-Player Zero-Sum Markov Game Solvable?cited by 27
- 2021Almost Optimal Algorithms for Two-player Zero-Sum Linear Mixture Markov Gamescited by 25
- 2021Can Reinforcement Learning Find Stackelberg-Nash Equilibria in General-Sum Markov Games with Myopic Followers?cited by 24
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertaintycited by 24
- 2021On the Complexity of Computing Markov Perfect Equilibrium in General-Sum Stochastic Gamescited by 18
- 2022Policy Optimization for Markov Games: Unified Framework and Faster Convergencecited by 16
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Modelcited by 15
- 2022Representation Learning for General-sum Low-rank Markov Gamescited by 14
12 most cited of 23 All 23 (JSON)
- 2024Minimax-Optimal Multi-Agent Robust Reinforcement Learning27 Dec 2024
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty29 Apr 2024
- 2023Agent-Specific Effects: A Causal Effect Propagation Analysis in Multi-Agent MDPs17 Oct 2023
- 2023Improving Sample Efficiency of Model-Free Algorithms for Zero-Sum Markov Games17 Aug 2023
- 2023On the Model-Misspecification in Reinforcement Learning19 Jun 2023
- 2023A New Policy Iteration Algorithm For Reinforcement Learning in Zero-Sum Markov Games17 Mar 2023
- 2023Breaking the Curse of Multiagency: Provably Efficient Decentralized Multi-Agent RL with Function Approximation13 Feb 2023
- 2023Population-size-Aware Policy Optimization for Mean-Field Games7 Feb 2023
- 2022Representation Learning for General-sum Low-rank Markov Games30 Oct 2022
- 2022O(T-1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games26 Sep 2022
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model22 Aug 2022
- 2022Learning Two-Player Mixture Markov Games: Kernel Function Approximation and Correlated Equilibrium10 Aug 2022
12 newest of 23 All 23 (JSON)