Refined Sample Complexity for Markov Games with Independent Linear Function Approximation
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Abstract (arXiv)
Markov Games (MG) is an important model for Multi-Agent Reinforcement Learning (MARL). It was long believed that the "curse of multi-agents" (i.e., the algorithmic performance drops exponentially with the number of agents) is unavoidable until several recent works (Daskalakis et al., 2023; Cui et al., 2023; Wang et al., 2023). While these works resolved the curse of multi-agents, when the state spaces are prohibitively large and (linear) function approximations are deployed, they either had a slower convergence rate of O(T-1/4) or brought a polynomial dependency on the number of actions Amax -- which is avoidable in single-agent cases even when the loss functions can arbitrarily vary with time. This paper first refines the AVLPR framework by Wang et al. (2023), with an insight of designing *data-dependent* (i.e., stochastic) pessimistic estimation of the sub-optimality gap, allowing a broader choice of plug-in algorithms. When specialized to MGs with independent linear function approximations, we propose novel *action-dependent bonuses* to cover occasionally extreme estimation errors. With the help of state-of-the-art techniques from the single-agent RL literature, we give the first algorithm that tackles the curse of multi-agents, attains the optimal O(T-1/2) convergence rate, and avoids poly(Amax) dependency simultaneously.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 30 of its 45 references that are in the map. First posted on arXiv 11 Feb 2024.
Builds on
30 of 45 references.
References · 30
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18 more
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- 2020Efficient and Robust Algorithms for Adversarial Linear Contextual Banditscited by 42
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Built on by
Citing papers per year: 2025: 1; 2026: 2.
3 papers.
- 2025Incentivize without Bonus: Provably Efficient Model-based Online Multi-agent RL for Markov Gamescited by 1
- 2026Strategically Robust Multi-Agent Reinforcement Learning with Linear Function Approximationcited by 0
- 2026Taming the Curses of Multiagency in Robust Markov Games with Large State Space through Linear Function Approximationcited by 0
- 2026Taming the Curses of Multiagency in Robust Markov Games with Large State Space through Linear Function Approximation4 May 2026
- 2026Strategically Robust Multi-Agent Reinforcement Learning with Linear Function Approximation10 Mar 2026
- 2025Incentivize without Bonus: Provably Efficient Model-based Online Multi-agent RL for Markov Games13 Feb 2025