# Taming the Curses of Multiagency in Robust Markov Games with Large State Space through Linear Function Approximation

arXiv: https://arxiv.org/abs/2605.03125 · HTML: https://mlsanity.com/paper/2605.03125/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Multi-agent reinforcement learning, one of 15 directions in Deep reinforcement learning methods.
- Builds on 52 of its 87 references that are in the map.
- First posted on arXiv 4 May 2026.

## Placed in

- Deep reinforcement learning methods / [Multi-agent reinforcement learning](https://mlsanity.com/deeprl/multi-agent-reinforcement-learning/)

## Builds on (most cited first, 30 of 52)

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- [Is Q-learning Provably Efficient?](https://mlsanity.com/paper/1807.03765/) (2018)
- [An Introduction to Matrix Concentration Inequalities](https://mlsanity.com/paper/1501.01571/) (2015)
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- [Robust Deep Reinforcement Learning against Adversarial Perturbations on State Observations](https://mlsanity.com/paper/2003.08938/) (2020)
- [Reinforcement Learning in Feature Space: Matrix Bandit, Kernels, and Regret Bound](https://mlsanity.com/paper/1905.10389/) (2019)
- [Distributionally Robust Stochastic Optimization with Wasserstein Distance](https://mlsanity.com/paper/1604.02199/) (2016)
- [Robust Reinforcement Learning on State Observations with Learned Optimal Adversary](https://mlsanity.com/paper/2101.08452/) (2021)
- [SMARTS: Scalable Multi-Agent Reinforcement Learning Training School for Autonomous Driving](https://mlsanity.com/paper/2010.09776/) (2020)
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- [Provable Self-Play Algorithms for Competitive Reinforcement Learning](https://mlsanity.com/paper/2002.04017/) (2020)
- [Learning Zero-Sum Simultaneous-Move Markov Games Using Function Approximation and Correlated Equilibrium](https://mlsanity.com/paper/2002.07066/) (2020)
- [Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity](https://mlsanity.com/paper/2007.07461/) (2020)
- [Distributionally Robust Model-Based Offline Reinforcement Learning with Near-Optimal Sample Complexity](https://mlsanity.com/paper/2208.05767/) (2022)
- [MAPoRL: Multi-Agent Post-Co-Training for Collaborative Large Language Models with Reinforcement Learning](https://mlsanity.com/paper/2502.18439/) (2025)
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- [Learning to Collide: An Adaptive Safety-Critical Scenarios Generating Method](https://mlsanity.com/paper/2003.01197/) (2020)
- [When Can We Learn General-Sum Markov Games with a Large Number of Players Sample-Efficiently?](https://mlsanity.com/paper/2110.04184/) (2021)
- [Benchmarking Reinforcement Learning Algorithms on Real-World Robots](https://mlsanity.com/paper/1809.07731/) (2018)
- [SustainBench: Benchmarks for Monitoring the Sustainable Development Goals with Machine Learning](https://mlsanity.com/paper/2111.04724/) (2021)
- [The Curious Price of Distributional Robustness in Reinforcement Learning with a Generative Model](https://mlsanity.com/paper/2305.16589/) (2023)
- [Double Pessimism is Provably Efficient for Distributionally Robust Offline Reinforcement Learning: Generic Algorithm and Robust Partial Coverage](https://mlsanity.com/paper/2305.09659/) (2023)
- [Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality](https://mlsanity.com/paper/2009.04382/) (2020)
- [The Complexity of Markov Equilibrium in Stochastic Games](https://mlsanity.com/paper/2204.03991/) (2022)
- [The Power of Exploiter: Provable Multi-Agent RL in Large State Spaces](https://mlsanity.com/paper/2106.03352/) (2021)
- [Improved Sample Complexity Bounds for Distributionally Robust Reinforcement Learning](https://mlsanity.com/paper/2303.02783/) (2023)
- [Towards General Function Approximation in Zero-Sum Markov Games](https://mlsanity.com/paper/2107.14702/) (2021)

## Abstract (arXiv)

Multi-agent reinforcement learning (MARL) holds great potential but faces robustness challenges due to environmental uncertainty. To address this, distributionally robust Markov games (RMGs) optimize worst-case performance when the environment deviates from the nominal model within a uncertainty set. Beyond robustness, an equally urgent goal for MARL is data efficiency -- sampling from vast state and action spaces that grow exponentially with the number of agents potentially leads to the curse of multiagency. However, current provably data-efficient algorithms for RMGs are limited to tabular settings with finite state and action spaces, which are only computationally manageable for small-scale problems, leaving RMGs with large-scale (or infinite) state spaces largely unexplored. The only existing work beyond tabular settings focuses on linear function approximation (LFA) for a restrictive class of RMGs using vanish minimal value assumption and still suffers from sample complexity with the curse of multiagency. In this work, we focuses on general RMGs with LFA. For uncertainty sets defined by total variation distance, we develop provably data-efficient algorithms that break the curse of multiagency in both the generative model setting and a newly proposed online interactive setting. To our knowledge, our results are the first to break the curse of multiagency of sample complexity for RMGs with large (possibly infinite) state spaces, regardless of the uncertainty set construction.