# O(T-1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games

arXiv: https://arxiv.org/abs/2209.12430 · HTML: https://mlsanity.com/paper/2209.12430/

## Key facts

- Cited by 11 papers in the map (data through 14 Oct 2026).
- Builds on 24 of its 42 references that are in the map.
- First posted on arXiv 26 Sep 2022.

## Builds on (most cited first, 24 of 24)

- [Dota 2 with Large Scale Deep Reinforcement Learning](https://mlsanity.com/paper/1912.06680/) (2019)
- [Multi-Agent Reinforcement Learning: A Selective Overview of Theories and Algorithms](https://mlsanity.com/paper/1911.10635/) (2019)
- [Is Q-learning Provably Efficient?](https://mlsanity.com/paper/1807.03765/) (2018)
- [Optimization, Learning, and Games with Predictable Sequences](https://mlsanity.com/paper/1311.1869/) (2013)
- [Fast Convergence of Regularized Learning in Games](https://mlsanity.com/paper/1507.00407/) (2015)
- [Provable Self-Play Algorithms for Competitive Reinforcement Learning](https://mlsanity.com/paper/2002.04017/) (2020)
- [Near-Optimal Reinforcement Learning with Self-Play](https://mlsanity.com/paper/2006.12007/) (2020)
- [A Sharp Analysis of Model-based Reinforcement Learning with Self-Play](https://mlsanity.com/paper/2010.01604/) (2020)
- [Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibrium](https://mlsanity.com/paper/2002.07066/) (2020)
- [Game-Theoretic Multiagent Reinforcement Learning](https://mlsanity.com/paper/2011.00583/) (2020)
- [Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity](https://mlsanity.com/paper/2007.07461/) (2020)
- [Near-Optimal No-Regret Learning in General Games](https://mlsanity.com/paper/2108.06924/) (2021)
- [Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games](https://mlsanity.com/paper/2102.04540/) (2021)
- [Fast Policy Extragradient Methods for Competitive Games with Entropy Regularization](https://mlsanity.com/paper/2105.15186/) (2021)
- [Hedging in games: Faster convergence of external and swap regrets](https://mlsanity.com/paper/2006.04953/) (2020)
- [Near-Optimal No-Regret Learning for Correlated Equilibria in Multi-Player General-Sum Games](https://mlsanity.com/paper/2111.06008/) (2021)
- [Solving Discounted Stochastic Two-Player Games with Near-Optimal Time and Sample Complexity](https://mlsanity.com/paper/1908.11071/) (2019)
- [No-Regret Learning in Time-Varying Zero-Sum Games](https://mlsanity.com/paper/2201.12736/) (2022)
- [Uncoupled Learning Dynamics with O(log T) Swap Regret in Multiplayer Games](https://mlsanity.com/paper/2204.11417/) (2022)
- [On Last-Iterate Convergence Beyond Zero-Sum Games](https://mlsanity.com/paper/2203.12056/) (2022)
- [When is Offline Two-Player Zero-Sum Markov Game Solvable?](https://mlsanity.com/paper/2201.03522/) (2022)
- [Feature-Based Q-Learning for Two-Player Stochastic Games](https://mlsanity.com/paper/1906.00423/) (2019)
- [Regret Minimization and Convergence to Equilibria in General-sum Markov Games](https://mlsanity.com/paper/2207.14211/) (2022)
- [Policy Optimization for Markov Games: Unified Framework and Faster Convergence](https://mlsanity.com/paper/2206.02640/) (2022)

## Built on by (most cited first, 11 of 11)

- [Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedback](https://mlsanity.com/paper/2303.02738/) (2023)
- [Breaking the Curse of Multiagents in a Large State Space: RL in Markov Games with Independent Linear Function Approximation](https://mlsanity.com/paper/2302.03673/) (2023)
- [Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov Games](https://mlsanity.com/paper/2210.01050/) (2022)
- [Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty](https://mlsanity.com/paper/2404.18909/) (2024)
- [On the Convergence of No-Regret Learning Dynamics in Time-Varying Games](https://mlsanity.com/paper/2301.11241/) (2023)
- [Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Games](https://mlsanity.com/paper/2401.15240/) (2024)
- [Minimax-Optimal Multi-Agent Robust Reinforcement Learning](https://mlsanity.com/paper/2412.19873/) (2024)
- [Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Property](https://mlsanity.com/paper/2312.12067/) (2023)
- [Near Optimal Convergence to Coarse Correlated Equilibrium in General-Sum Markov Games](https://mlsanity.com/paper/2511.02157/) (2025)
- [widetildeO(T-1) Convergence to (Coarse) Correlated Equilibria in Full-Information General-Sum Markov Games](https://mlsanity.com/paper/2403.07890/) (2024)
- [Playing Markov Games Without Observing Payoffs](https://mlsanity.com/paper/2509.00179/) (2025)

## Abstract (arXiv)

We prove that optimistic-follow-the-regularized-leader (OFTRL), together with smooth value updates, finds an O(T-1)-approximate Nash equilibrium in T iterations for two-player zero-sum Markov games with full information. This improves the tildeO(T-5/6) convergence rate recently shown in the paper Zhang et al (2022). The refined analysis hinges on two essential ingredients. First, the sum of the regrets of the two players, though not necessarily non-negative as in normal-form games, is approximately non-negative in Markov games. This property allows us to bound the second-order path lengths of the learning dynamics. Second, we prove a tighter algebraic inequality regarding the weights deployed by OFTRL that shaves an extra log T factor. This crucial improvement enables the inductive analysis that leads to the final O(T-1) rate.
