Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization
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Abstract (arXiv)
A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic teams, network routing, etc. It is hence in imminent need to design decentralized or independent algorithms where the update of each agent is only based on their local observations without the need of introducing complex communication/coordination mechanisms. In this work, we study the finite-time convergence of independent entropy-regularized natural policy gradient (NPG) methods for potential games, where the difference in an agent's utility function due to unilateral deviation matches exactly that of a common potential function. The proposed entropy-regularized NPG method enables each agent to deploy symmetric, decentralized, and multiplicative updates according to its own payoff. We show that the proposed method converges to the quantal response equilibrium (QRE) -- the equilibrium to the entropy-regularized game -- at a sublinear rate, which is independent of the size of the action space and grows at most sublinearly with the number of agents. Appealingly, the convergence rate further becomes independent with the number of agents for the important special case of identical-interest games, leading to the first method that converges at a dimension-free rate. Our approach can be used as a smoothing technique to find an approximate Nash equilibrium (NE) of the unregularized problem without assuming that stationary policies are isolated.
Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). Builds on 28 of its 62 references that are in the map. First posted on arXiv 12 Apr 2022.
Builds on
28 of 62 references.
References · 28
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16 more
- 2021Independent Policy Gradient Methods for Competitive Reinforcement Learningcited by 97
- 2021Global Convergence of Multi-Agent Policy Gradient in Markov Potential Gamescited by 89
- 2021Near-Optimal No-Regret Learning in General Gamescited by 85
- 2021Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergencecited by 83
- 2021Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Gamescited by 66
- 2021When Can We Learn General-Sum Markov Games with a Large Number of Players Sample-Efficiently?cited by 63
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- 2022Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergencecited by 54
- 2021Softmax Policy Gradient Methods Can Take Exponential Time to Convergecited by 46
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Citing papers per year: 2022: 2; 2023: 4; 2024: 3; 2025: 1.
10 papers.
- 2022Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Gamescited by 25
- 2023Provably Fast Convergence of Independent Natural Policy Gradient for Markov Potential Gamescited by 12
- 2022Learning in Congestion Games with Bandit Feedbackcited by 10
- 2023Multi-Player Zero-Sum Markov Games with Networked Separable Interactionscited by 8
- 2023Markov α-Potential Gamescited by 6
- 2024Independent Policy Mirror Descent for Markov Potential Games: Scaling to Large Number of Playerscited by 6
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Gamescited by 5
- 2023Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methodscited by 2
- 2025Statistical and Algorithmic Foundations of Reinforcement Learningcited by 2
- 2024Linear Convergence of Independent Natural Policy Gradient in Games with Entropy Regularizationcited by 1
- 2025Statistical and Algorithmic Foundations of Reinforcement Learning19 Jul 2025
- 2024Independent Policy Mirror Descent for Markov Potential Games: Scaling to Large Number of Players15 Aug 2024
- 2024Linear Convergence of Independent Natural Policy Gradient in Games with Entropy Regularization4 May 2024
- 2024Provable Policy Gradient Methods for Average-Reward Markov Potential Games9 Mar 2024
- 2023Provably Fast Convergence of Independent Natural Policy Gradient for Markov Potential Games15 Oct 2023
- 2023Multi-Player Zero-Sum Markov Games with Networked Separable Interactions13 Jul 2023
- 2023Markov α-Potential Games21 May 2023
- 2023Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods30 Jan 2023
- 2022Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Games3 Oct 2022
- 2022Learning in Congestion Games with Bandit Feedback4 Jun 2022