# Near Optimal Convergence to Coarse Correlated Equilibrium in General-Sum Markov Games

arXiv: https://arxiv.org/abs/2511.02157 · HTML: https://mlsanity.com/paper/2511.02157/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 20 of its 30 references that are in the map.
- First posted on arXiv 4 Nov 2025.

## Builds on (most cited first, 20 of 20)

- [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)
- [Learning Hand-Eye Coordination for Robotic Grasping with Deep Learning and Large-Scale Data Collection](https://mlsanity.com/paper/1603.02199/) (2016)
- [Safe, Multi-Agent, Reinforcement Learning for Autonomous Driving](https://mlsanity.com/paper/1610.03295/) (2016)
- [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)
- [V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL](https://mlsanity.com/paper/2110.14555/) (2021)
- [Near-Optimal Reinforcement Learning with Self-Play](https://mlsanity.com/paper/2006.12007/) (2020)
- [MAPoRL: Multi-Agent Post-Co-Training for Collaborative Large Language Models with Reinforcement Learning](https://mlsanity.com/paper/2502.18439/) (2025)
- [Near-Optimal No-Regret Learning in General Games](https://mlsanity.com/paper/2108.06924/) (2021)
- [ReMA: Learning to Meta-think for LLMs with Multi-Agent Reinforcement Learning](https://mlsanity.com/paper/2503.09501/) (2025)
- [When Can We Learn General-Sum Markov Games with a Large Number of Players Sample-Efficiently?](https://mlsanity.com/paper/2110.04184/) (2021)
- [Reinforcement Learning for Selective Key Applications in Power Systems: Recent Advances and Future Challenges](https://mlsanity.com/paper/2102.01168/) (2021)
- [Provably Efficient Reinforcement Learning in Decentralized General-Sum Markov Games](https://mlsanity.com/paper/2110.05682/) (2021)
- [Uncoupled Learning Dynamics with O(log T) Swap Regret in Multiplayer Games](https://mlsanity.com/paper/2204.11417/) (2022)
- [Policy Optimization for Markov Games: Unified Framework and Faster Convergence](https://mlsanity.com/paper/2206.02640/) (2022)
- [Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov Games](https://mlsanity.com/paper/2401.15240/) (2024)
- [O(T-1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games](https://mlsanity.com/paper/2209.12430/) (2022)
- [Faster Rates for No-Regret Learning in General Games via Cautious Optimism](https://mlsanity.com/paper/2503.24340/) (2025)
- [Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning](https://mlsanity.com/paper/2303.11959/) (2023)

## Built on by (most cited first, 1 of 1)

- [Independent Reinforcement Learning in Discounted Markov Games](https://mlsanity.com/paper/2609.00504/) (2026)

## Abstract (arXiv)

No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the convergence rate to CCE in general-sum Markov games, reducing it from the previously best-known rate of O(log5 T / T) to a sharper O(log T / T). This matches the best known convergence rate for CE in terms of T, number of iterations, while also improving the dependence on the action set size from polynomial to polylogarithmic-yielding exponential gains in high-dimensional settings. Our approach builds on recent advances in adaptive step-size techniques for no-regret algorithms in normal-form games, and extends them to the Markovian setting via a stage-wise scheme that adjusts learning rates based on real-time feedback. We frame policy updates as an instance of Optimistic Follow-the-Regularized-Leader (OFTRL), customized for value-iteration-based learning. The resulting self-play algorithm achieves, to our knowledge, the fastest known convergence rate to CCE in Markov games.
