Decentralized Q-Learning in Zero-sum Markov Games
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Abstract (arXiv)
We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a centralized controller, but only based on their own payoffs and local actions executed. The agents need not observe the opponent's actions or payoffs, possibly being even oblivious to the presence of the opponent, nor be aware of the zero-sum structure of the underlying game, a setting also referred to as radically uncoupled in the literature of learning in games. In this paper, we develop a radically uncoupled Q-learning dynamics that is both rational and convergent: the learning dynamics converges to the best response to the opponent's strategy when the opponent follows an asymptotically stationary strategy; when both agents adopt the learning dynamics, they converge to the Nash equilibrium of the game. The key challenge in this decentralized setting is the non-stationarity of the environment from an agent's perspective, since both her own payoffs and the system evolution depend on the actions of other agents, and each agent adapts her policies simultaneously and independently. To address this issue, we develop a two-timescale learning dynamics where each agent updates her local Q-function and value function estimates concurrently, with the latter happening at a slower timescale.
Key facts. Cited by 53 papers in the map (data through 7 Oct 2026). Builds on 23 of its 91 references that are in the map. First posted on arXiv 4 Jun 2021.
Builds on
23 of 91 references.
References · 23
- 2015Continuous control with deep reinforcement learningcited by 3,279
- 2017Mastering Chess and Shogi by Self-Play with a General Reinforcement Learning Algorithmcited by 723
- 2019Multi-Agent Reinforcement Learning: A Selective Overview of Theories and Algorithmscited by 555
- 2016Safe, Multi-Agent, Reinforcement Learning for Autonomous Drivingcited by 301
- 2017StarCraft II: A New Challenge for Reinforcement Learningcited by 268
- 2017Deep Reinforcement Learning framework for Autonomous Drivingcited by 224
- 2018A Survey and Critique of Multiagent Deep Reinforcement Learningcited by 173
- 2020Provable Self-Play Algorithms for Competitive Reinforcement Learningcited by 112
- 2020Near-Optimal Reinforcement Learning with Self-Playcited by 108
- 2020A Sharp Analysis of Model-based Reinforcement Learning with Self-Playcited by 104
- 2020Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibriumcited by 100
- 2021Independent Policy Gradient Methods for Competitive Reinforcement Learningcited by 97
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- 2017A Survey of Learning in Multiagent Environments: Dealing with Non-Stationaritycited by 93
- 2020Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexitycited by 91
- 2016Learning in games with continuous action sets and unknown payoff functionscited by 78
- 2017Online Reinforcement Learning in Stochastic Gamescited by 67
- 2021Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Gamescited by 66
- 2019Solving Discounted Stochastic Two-Player Games with Near-Optimal Time and Sample Complexitycited by 41
- 2019Policy Optimization Provably Converges to Nash Equilibria in Zero-Sum Linear Quadratic Gamescited by 38
- 2015Decentralized Q-Learning for Stochastic Teams and Gamescited by 34
- 2020Fictitious play in zero-sum stochastic gamescited by 24
- 2020Online Learning in Unknown Markov Gamescited by 9
- 2020On Reinforcement Learning for Turn-based Zero-sum Markov Gamescited by 4
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Citing papers per year: 2021: 6; 2022: 14; 2023: 16; 2024: 11; 2025: 2; 2026: 4.
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- 2022The Complexity of Markov Equilibrium in Stochastic Gamescited by 45
- 2021On Improving Model-Free Algorithms for Decentralized Multi-Agent Reinforcement Learningcited by 35
- 2023Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedbackcited by 28
- 2023Breaking the Curse of Multiagents in a Large State Space: RL in Markov Games with Independent Linear Function Approximationcited by 26
- 2022Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Gamescited by 25
- 2022Policy Mirror Ascent for Efficient and Independent Learning in Mean Field Gamescited by 24
- 2021Independent Learning in Stochastic Gamescited by 20
- 2022Independent and Decentralized Learning in Markov Potential Gamescited by 19
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Modelcited by 15
- 2023A Finite-Sample Analysis of Payoff-Based Independent Learning in Zero-Sum Stochastic Gamescited by 15
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- 2024Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Gamescited by 11
- 2024Independent Learning in Constrained Markov Potential Gamescited by 10
- 2021Satisficing Paths and Independent Multi-Agent Reinforcement Learning in Stochastic Gamescited by 9
- 2022Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instrumentscited by 9
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- 2024Corruption-Robust Offline Two-Player Zero-Sum Markov Gamescited by 4
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- 2023Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Propertycited by 2
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- 2024Convergence of Decentralized Actor-Critic Algorithm in General-sum Markov Gamescited by 2
- 2025Parameter-free Optimal Rates for Nonlinear Semi-Norm Contractions with Applications to Q-Learningcited by 2
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- 2025Nash Equilibrium Between Consumer Electronic Devices and DoS Attacker for Distributed IoT-enabled RSE Systemscited by 0
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- 2024Convergence of Decentralized Actor-Critic Algorithm in General-sum Markov Games6 Sep 2024
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- 2024Corruption-Robust Offline Two-Player Zero-Sum Markov Games4 Mar 2024
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- 2024Risk-Sensitive Multi-Agent Reinforcement Learning in Network Aggregative Markov Games8 Feb 2024
- 2024Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Games26 Jan 2024
- 2024Fast Nonlinear Two-Time-Scale Stochastic Approximation: Achieving O(1/k) Finite-Sample Complexity23 Jan 2024
- 2023Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Property19 Dec 2023
- 2023Learning in Zero-Sum Markov Games: Relaxing Strong Reachability and Mixing Time Assumptions13 Dec 2023
- 2023Scalable and Independent Learning of Nash Equilibrium Policies in n-Player Stochastic Games with Unknown Independent Chains4 Dec 2023
- 2023Approximate Linear Programming for Decentralized Policy Iteration in Cooperative Multi-agent Markov Decision Processes20 Nov 2023
- 2023Q-Learning for Stochastic Control under General Information Structures and Non-Markovian Environments31 Oct 2023
- 2023Unsynchronized Decentralized Q-Learning: Two Timescale Analysis By Persistence7 Aug 2023
- 2023Multi-Player Zero-Sum Markov Games with Networked Separable Interactions13 Jul 2023
- 2023Markov α-Potential Games21 May 2023
- 2023Decentralized Multi-Agent Reinforcement Learning for Continuous-Space Stochastic Games16 Mar 2023
- 2023Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedback5 Mar 2023
- 2023A Finite-Sample Analysis of Payoff-Based Independent Learning in Zero-Sum Stochastic Games3 Mar 2023
- 2023Can We Find Nash Equilibria at a Linear Rate in Markov Games?3 Mar 2023
- 2023Logit-Q Dynamics for Efficient Learning in Stochastic Teams20 Feb 2023
- 2023Breaking the Curse of Multiagents in a Large State Space: RL in Markov Games with Independent Linear Function Approximation7 Feb 2023
- 2023Dealing With Non-stationarity in Decentralized Cooperative Multi-Agent Deep Reinforcement Learning via Multi-Timescale Learning6 Feb 2023
- 2023Decentralized model-free reinforcement learning in stochastic games with average-reward objective13 Jan 2023
- 2022Policy Mirror Ascent for Efficient and Independent Learning in Mean Field Games29 Dec 2022
- 2022Provably Efficient Model-free RL in Leader-Follower MDP with Linear Function Approximation28 Nov 2022
- 2022Symmetric (Optimistic) Natural Policy Gradient for Multi-agent Learning with Parameter Convergence23 Oct 2022
- 2022On the convergence of policy gradient methods to Nash equilibria in general stochastic games17 Oct 2022
- 2022Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Games3 Oct 2022
- 2022Strategic Decision-Making in the Presence of Information Asymmetry: Provably Efficient RL with Algorithmic Instruments23 Aug 2022
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model22 Aug 2022
- 2022Efficiently Computing Nash Equilibria in Adversarial Team Markov Games3 Aug 2022
- 2022Approximate Nash Equilibrium Learning for n-Player Markov Games in Dynamic Pricing13 Jul 2022
- 2022Decentralized Optimistic Hyperpolicy Mirror Descent: Provably No-Regret Learning in Markov Games3 Jun 2022
- 2022Independent and Decentralized Learning in Markov Potential Games29 May 2022
- 2022The Complexity of Markov Equilibrium in Stochastic Games8 Apr 2022
- 2022Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergence8 Feb 2022
- 2022Learning Stationary Nash Equilibrium Policies in n-Player Stochastic Games with Independent Chains28 Jan 2022
- 2021Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games15 Dec 2021
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- 2021V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RLcited by 111
- 2022Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergencecited by 54
- 2022The Complexity of Markov Equilibrium in Stochastic Gamescited by 45
- 2021On Improving Model-Free Algorithms for Decentralized Multi-Agent Reinforcement Learningcited by 35
- 2023Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedbackcited by 28
- 2023Breaking the Curse of Multiagents in a Large State Space: RL in Markov Games with Independent Linear Function Approximationcited by 26
- 2022Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Gamescited by 25
- 2022Policy Mirror Ascent for Efficient and Independent Learning in Mean Field Gamescited by 24
- 2021Independent Learning in Stochastic Gamescited by 20
- 2022Independent and Decentralized Learning in Markov Potential Gamescited by 19
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Modelcited by 15
- 2023A Finite-Sample Analysis of Payoff-Based Independent Learning in Zero-Sum Stochastic Gamescited by 15
12 most cited of 52 All 52 (JSON)
- 2026Fully Online Decentralized Learning in Stochastic Games with Unknown Independent Chains1 Oct 2026
- 2026Learning under Opponent Unawareness in Linear-Quadratic Stochastic Games8 Aug 2026
- 2026Convex Markov Games and Beyond: New Proof of Existence, Characterization and Learning Algorithms for Nash Equilibria12 Feb 2026
- 2026Actor-Dual-Critic Dynamics for Zero-sum and Identical-Interest Stochastic Games31 Jan 2026
- 2025Parameter-free Optimal Rates for Nonlinear Semi-Norm Contractions with Applications to Q-Learning8 Aug 2025
- 2025Nash Equilibrium Between Consumer Electronic Devices and DoS Attacker for Distributed IoT-enabled RSE Systems13 Apr 2025
- 2024Mean-Field Sampling for Cooperative Multi-Agent Reinforcement Learning1 Dec 2024
- 2024Simulation-Based Optimistic Policy Iteration For Multi-Agent MDPs with Kullback-Leibler Control Cost19 Oct 2024
- 2024Convergence of Decentralized Actor-Critic Algorithm in General-sum Markov Games6 Sep 2024
- 2024Finite-Sample Guarantees for Learning Dynamics in Zero-Sum Polymatrix Games29 Jul 2024
- 2024Risk Sensitivity in Markov Games and Multi-Agent Reinforcement Learning: A Systematic Review10 Jun 2024
- 2024Corruption-Robust Offline Two-Player Zero-Sum Markov Games4 Mar 2024
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