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Last-iterate Convergence of Decentralized Optimistic Gradient
  Descent/Ascent in Infinite-horizon Competitive Markov Games
v1v2 (latest)

Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games

Annual Conference Computational Learning Theory (COLT), 2021
8 February 2021
Chen-Yu Wei
Chung-Wei Lee
Mengxiao Zhang
Haipeng Luo
ArXiv (abs)PDFHTML

Papers citing "Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games"

50 / 57 papers shown
Multi-Objective Reinforcement Learning with Max-Min Criterion: A Game-Theoretic Approach
Multi-Objective Reinforcement Learning with Max-Min Criterion: A Game-Theoretic Approach
Woohyeon Byeon
Giseung Park
Jongseong Chae
Amir Leshem
Y. Sung
234
2
0
23 Oct 2025
Achieve Performatively Optimal Policy for Performative Reinforcement Learning
Achieve Performatively Optimal Policy for Performative Reinforcement Learning
Ziyi Chen
Heng Huang
132
0
0
06 Oct 2025
Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max Problems
Properties of Fixed Points of Generalised Extra Gradient Methods Applied to Min-Max ProblemsIEEE Control Systems Letters (L-CSS), 2025
Amir Ali Farzin
Yuen-Man Pun
Philipp Braun
Iman Shames
219
2
0
03 Apr 2025
Multi-Step Alignment as Markov Games: An Optimistic Online Gradient Descent Approach with Convergence Guarantees
Multi-Step Alignment as Markov Games: An Optimistic Online Gradient Descent Approach with Convergence Guarantees
Yongtao Wu
Luca Viano
Yihang Chen
Zhenyu Zhu
Kimon Antonakopoulos
Quanquan Gu
Volkan Cevher
558
3
0
18 Feb 2025
Decentralized Online Learning in General-Sum Stackelberg Games
Decentralized Online Learning in General-Sum Stackelberg GamesConference on Uncertainty in Artificial Intelligence (UAI), 2024
Yaolong Yu
Haipeng Chen
297
0
0
06 May 2024
Linear Convergence of Independent Natural Policy Gradient in Games with
  Entropy Regularization
Linear Convergence of Independent Natural Policy Gradient in Games with Entropy RegularizationIEEE Control Systems Letters (L-CSS), 2024
Youbang Sun
Tao-Wen Liu
P. R. Kumar
Shahin Shahrampour
262
4
0
04 May 2024
$\widetilde{O}(T^{-1})$ Convergence to (Coarse) Correlated Equilibria in
  Full-Information General-Sum Markov Games
O~(T−1)\widetilde{O}(T^{-1})O(T−1) Convergence to (Coarse) Correlated Equilibria in Full-Information General-Sum Markov Games
Weichao Mao
Haoran Qiu
Chen Wang
Hubertus Franke
Zbigniew T. Kalbarczyk
Tamer Basar
286
0
0
02 Feb 2024
Near-Optimal Policy Optimization for Correlated Equilibrium in
  General-Sum Markov Games
Near-Optimal Policy Optimization for Correlated Equilibrium in General-Sum Markov GamesInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2024
Yang Cai
Haipeng Luo
Chen-Yu Wei
Weiqiang Zheng
343
15
0
26 Jan 2024
Optimistic Policy Gradient in Multi-Player Markov Games with a Single
  Controller: Convergence Beyond the Minty Property
Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Property
Ioannis Anagnostides
Ioannis Panageas
Gabriele Farina
Tuomas Sandholm
391
3
0
19 Dec 2023
Scalable and Independent Learning of Nash Equilibrium Policies in
  $n$-Player Stochastic Games with Unknown Independent Chains
Scalable and Independent Learning of Nash Equilibrium Policies in nnn-Player Stochastic Games with Unknown Independent Chains
Tiancheng Qin
S. Rasoul Etesami
344
2
0
04 Dec 2023
Symmetric Mean-field Langevin Dynamics for Distributional Minimax
  Problems
Symmetric Mean-field Langevin Dynamics for Distributional Minimax ProblemsInternational Conference on Learning Representations (ICLR), 2023
Juno Kim
Kakei Yamamoto
Kazusato Oko
Zhuoran Yang
Taiji Suzuki
427
13
0
02 Dec 2023
Stability and Generalization of the Decentralized Stochastic Gradient
  Descent Ascent Algorithm
Stability and Generalization of the Decentralized Stochastic Gradient Descent Ascent AlgorithmNeural Information Processing Systems (NeurIPS), 2023
Miaoxi Zhu
Li Shen
Bo Du
Dacheng Tao
299
9
0
31 Oct 2023
Provably Fast Convergence of Independent Natural Policy Gradient for
  Markov Potential Games
Provably Fast Convergence of Independent Natural Policy Gradient for Markov Potential Games
Youbang Sun
Tao-Wen Liu
Ruida Zhou
P. R. Kumar
Shahin Shahrampour
449
20
0
15 Oct 2023
Global Convergence of Policy Gradient Methods in Reinforcement Learning,
  Games and Control
Global Convergence of Policy Gradient Methods in Reinforcement Learning, Games and Control
Shicong Cen
Yuejie Chi
272
2
0
08 Oct 2023
Local and adaptive mirror descents in extensive-form games
Local and adaptive mirror descents in extensive-form gamesNeural Information Processing Systems (NeurIPS), 2023
Côme Fiegel
Pierre Ménard
Tadashi Kozuno
Rémi Munos
Vianney Perchet
Michal Valko
274
3
0
01 Sep 2023
Multi-Player Zero-Sum Markov Games with Networked Separable Interactions
Multi-Player Zero-Sum Markov Games with Networked Separable InteractionsNeural Information Processing Systems (NeurIPS), 2023
Chanwoo Park
Jianchao Tan
Asuman Ozdaglar
395
14
0
13 Jul 2023
Last-Iterate Convergent Policy Gradient Primal-Dual Methods for
  Constrained MDPs
Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPsNeural Information Processing Systems (NeurIPS), 2023
Dongsheng Ding
Chen-Yu Wei
Jianchao Tan
Alejandro Ribeiro
412
31
0
20 Jun 2023
Zero-sum Polymatrix Markov Games: Equilibrium Collapse and Efficient
  Computation of Nash Equilibria
Zero-sum Polymatrix Markov Games: Equilibrium Collapse and Efficient Computation of Nash EquilibriaNeural Information Processing Systems (NeurIPS), 2023
Fivos Kalogiannis
Ioannis Panageas
429
8
0
23 May 2023
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on
  Classical and Recent Developments
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments
Quoc Tran-Dinh
232
12
0
30 Mar 2023
Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games
  with Bandit Feedback
Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit FeedbackNeural Information Processing Systems (NeurIPS), 2023
Yang Cai
Haipeng Luo
Chen-Yu Wei
Weiqiang Zheng
304
29
0
05 Mar 2023
A Finite-Sample Analysis of Payoff-Based Independent Learning in
  Zero-Sum Stochastic Games
A Finite-Sample Analysis of Payoff-Based Independent Learning in Zero-Sum Stochastic GamesNeural Information Processing Systems (NeurIPS), 2023
Zaiwei Chen
Jianchao Tan
Eric Mazumdar
Asuman Ozdaglar
Adam Wierman
381
16
0
03 Mar 2023
Can We Find Nash Equilibria at a Linear Rate in Markov Games?
Can We Find Nash Equilibria at a Linear Rate in Markov Games?International Conference on Learning Representations (ICLR), 2023
Zhuoqing Song
Jason D. Lee
Zhuoran Yang
443
10
0
03 Mar 2023
Population-size-Aware Policy Optimization for Mean-Field Games
Population-size-Aware Policy Optimization for Mean-Field GamesInternational Conference on Learning Representations (ICLR), 2023
Pengdeng Li
Xinrun Wang
Shuxin Li
Hau Chan
Bo An
246
3
0
07 Feb 2023
Decentralized model-free reinforcement learning in stochastic games with
  average-reward objective
Decentralized model-free reinforcement learning in stochastic games with average-reward objectiveAdaptive Agents and Multi-Agent Systems (AAMAS), 2023
Romain Cravic
Nicolas Gast
B. Gaujal
236
2
0
13 Jan 2023
Adapting to game trees in zero-sum imperfect information games
Adapting to game trees in zero-sum imperfect information gamesInternational Conference on Machine Learning (ICML), 2022
Côme Fiegel
Pierre Ménard
Tadashi Kozuno
Rémi Munos
Vianney Perchet
Michal Valko
519
13
0
23 Dec 2022
Asynchronous Gradient Play in Zero-Sum Multi-agent Games
Asynchronous Gradient Play in Zero-Sum Multi-agent GamesInternational Conference on Learning Representations (ICLR), 2022
Ruicheng Ao
Shicong Cen
Yuejie Chi
226
8
0
16 Nov 2022
Symmetric (Optimistic) Natural Policy Gradient for Multi-agent Learning
  with Parameter Convergence
Symmetric (Optimistic) Natural Policy Gradient for Multi-agent Learning with Parameter ConvergenceInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2022
S. Pattathil
Jianchao Tan
Asuman Ozdaglar
369
15
0
23 Oct 2022
On the convergence of policy gradient methods to Nash equilibria in
  general stochastic games
On the convergence of policy gradient methods to Nash equilibria in general stochastic gamesNeural Information Processing Systems (NeurIPS), 2022
Angeliki Giannou
Kyriakos Lotidis
P. Mertikopoulos
Emmanouil-Vasileios Vlatakis-Gkaragkounis
377
25
0
17 Oct 2022
Decentralized Policy Gradient for Nash Equilibria Learning of
  General-sum Stochastic Games
Decentralized Policy Gradient for Nash Equilibria Learning of General-sum Stochastic Games
Yan Chen
Taoying Li
277
3
0
14 Oct 2022
Faster Last-iterate Convergence of Policy Optimization in Zero-Sum
  Markov Games
Faster Last-iterate Convergence of Policy Optimization in Zero-Sum Markov GamesInternational Conference on Learning Representations (ICLR), 2022
Shicong Cen
Yuejie Chi
S. Du
Lin Xiao
529
46
0
03 Oct 2022
$O(T^{-1})$ Convergence of Optimistic-Follow-the-Regularized-Leader in
  Two-Player Zero-Sum Markov Games
O(T−1)O(T^{-1})O(T−1) Convergence of Optimistic-Follow-the-Regularized-Leader in Two-Player Zero-Sum Markov Games
Yuepeng Yang
Cong Ma
263
17
0
26 Sep 2022
Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model
Minimax-Optimal Multi-Agent RL in Markov Games With a Generative ModelNeural Information Processing Systems (NeurIPS), 2022
Gen Li
Yuejie Chi
Yuting Wei
Yuxin Chen
428
20
0
22 Aug 2022
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player
  Zero-Sum Games
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum GamesInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2022
Kenshi Abe
Kaito Ariu
Mitsuki Sakamoto
Kenta Toyoshima
Atsushi Iwasaki
339
15
0
21 Aug 2022
Efficiently Computing Nash Equilibria in Adversarial Team Markov Games
Efficiently Computing Nash Equilibria in Adversarial Team Markov GamesInternational Conference on Learning Representations (ICLR), 2022
Fivos Kalogiannis
Ioannis Anagnostides
Ioannis Panageas
Emmanouil-Vasileios Vlatakis-Gkaragkounis
Vaggos Chatziafratis
S. Stavroulakis
288
15
0
03 Aug 2022
Regret Minimization and Convergence to Equilibria in General-sum Markov Games
Regret Minimization and Convergence to Equilibria in General-sum Markov GamesInternational Conference on Machine Learning (ICML), 2022
Liad Erez
Tal Lancewicki
Uri Sherman
Tomer Koren
Yishay Mansour
484
34
0
28 Jul 2022
Optimism in Face of a Context: Regret Guarantees for Stochastic
  Contextual MDP
Optimism in Face of a Context: Regret Guarantees for Stochastic Contextual MDPAAAI Conference on Artificial Intelligence (AAAI), 2022
Orin Levy
Yishay Mansour
178
13
0
22 Jul 2022
Fast Convergence of Optimistic Gradient Ascent in Network Zero-Sum
  Extensive Form Games
Fast Convergence of Optimistic Gradient Ascent in Network Zero-Sum Extensive Form GamesAlgorithmic Game Theory (AGT), 2022
Georgios Piliouras
Lillian J. Ratliff
Ryann Sim
Stratis Skoulakis
MLT
223
4
0
18 Jul 2022
A Survey of Decision Making in Adversarial Games
A Survey of Decision Making in Adversarial GamesScience China Information Sciences (Sci. China Inf. Sci.), 2022
Xiuxian Li
Min Meng
Yiguang Hong
Jie-bin Chen
AAML
351
26
0
16 Jul 2022
Policy Optimization for Markov Games: Unified Framework and Faster
  Convergence
Policy Optimization for Markov Games: Unified Framework and Faster ConvergenceNeural Information Processing Systems (NeurIPS), 2022
Runyu Zhang
Qinghua Liu
Haiquan Wang
Caiming Xiong
Na Li
Yu Bai
467
31
0
06 Jun 2022
Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov Games
Regularized Gradient Descent Ascent for Two-Player Zero-Sum Markov GamesNeural Information Processing Systems (NeurIPS), 2022
Sihan Zeng
Thinh T. Doan
Justin Romberg
374
26
0
27 May 2022
Tight Last-Iterate Convergence of the Extragradient and the Optimistic
  Gradient Descent-Ascent Algorithm for Constrained Monotone Variational
  Inequalities
Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities
Yang Cai
Argyris Oikonomou
Weiqiang Zheng
307
20
0
20 Apr 2022
Independent Natural Policy Gradient Methods for Potential Games:
  Finite-time Global Convergence with Entropy Regularization
Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy RegularizationIEEE Conference on Decision and Control (CDC), 2022
Shicong Cen
Fan Chen
Yuejie Chi
277
17
0
12 Apr 2022
Finite-Time Analysis of Natural Actor-Critic for POMDPs
Finite-Time Analysis of Natural Actor-Critic for POMDPsSIAM Journal on Mathematics of Data Science (SIMODS), 2022
Semih Cayci
Niao He
R. Srikant
260
9
0
20 Feb 2022
Independent Policy Gradient for Large-Scale Markov Potential Games:
  Sharper Rates, Function Approximation, and Game-Agnostic Convergence
Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic ConvergenceInternational Conference on Machine Learning (ICML), 2022
Dongsheng Ding
Chen-Yu Wei
Jianchao Tan
M. Jovanović
515
83
0
08 Feb 2022
Near-Optimal Learning of Extensive-Form Games with Imperfect Information
Near-Optimal Learning of Extensive-Form Games with Imperfect InformationInternational Conference on Machine Learning (ICML), 2022
Yunru Bai
Chi Jin
Song Mei
Tiancheng Yu
390
30
0
03 Feb 2022
Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games
Finite-Sample Analysis of Decentralized Q-Learning for Stochastic Games
Zuguang Gao
Qianqian Ma
Tamer Bacsar
J. Birge
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298
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15 Dec 2021
Doubly Optimal No-Regret Online Learning in Strongly Monotone Games with
  Bandit Feedback
Doubly Optimal No-Regret Online Learning in Strongly Monotone Games with Bandit FeedbackOperational Research (OR), 2021
Wenjia Ba
Tianyi Lin
Jiawei Zhang
Zhengyuan Zhou
385
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06 Dec 2021
MDPGT: Momentum-based Decentralized Policy Gradient Tracking
MDPGT: Momentum-based Decentralized Policy Gradient TrackingAAAI Conference on Artificial Intelligence (AAAI), 2021
Zhanhong Jiang
Xian Yeow Lee
Sin Yong Tan
Kai Liang Tan
Aditya Balu
Young M. Lee
Chinmay Hegde
Soumik Sarkar
249
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06 Dec 2021
Independent Learning in Stochastic Games
Independent Learning in Stochastic Games
Asuman Ozdaglar
M. O. Sayin
Jianchao Tan
255
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V-Learning -- A Simple, Efficient, Decentralized Algorithm for
  Multiagent RL
V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL
Chi Jin
Qinghua Liu
Yuanhao Wang
Tiancheng Yu
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12
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